Syllabus
All course documents are available in Moodle - please self-enroll yourself: https://dl1.cuni.cz/course/view.php?id=15191 Please bring a laptop to the tutorials! - most exercises will be done in Excel and using a laptop will help you to participate effectively Our lectures run each Wednesday at 5 pm, tutorials at 6:30 pm, Room 109 Preliminary program of the course
1. Understanding Banks' Balance Sheets
2. Credit Application
3. Credit Risk I: Measurement and management
4. Market Risk
5. Credit Risk II: IFRS 9 provisioning
6. Interest Rate Risk and Asset Liabilities Management (ALM) Mid-term test
7. Capital Regulation of Banks
8. Solvency Stress Testing
9. Liquidity Risk and Liquidity Regulation
10. Guest Lecture 1 by Ceska Sporitelna
11. Guest Lecture 2 by Ceska Sporitelna Final test
Annotation
The course covers key topics related to bank operations. It helps students understand the nature of banks' balance sheets and their credit policies, asset and liabilities management, and main risks related to banks' business model such as interest rate risk, credit risk, market risk, operational risk, and liquidity risk. It also covers the basics of bank capital and liquidity regulation (Basel I-III). Each lecture is followed by a tutorial that provides students with examples and exercises related to the topic of the lecture. As a course project, students will work in small groups and prepare a credit application (a document with quantitative analysis with which a company asks a bank for a loan) as well as an appraisal of a different group's credit application (a document with which the bank's credit committee assesses the credit application). Background in finance and financial mathematics is required for enrolling in this course.
All course documents are available in Moodle: https://dl1.cuni.cz/course/view.php?id=15191