Sylabus
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, IES building, Opletalova 26 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
Anotace
Banky a jejich úvěrová politika. Řízení rizik (kreditní, tržní, úrokové, likvidní, operační). Bankovní regulace.
Předpokladem je znalost základů účetnictví a finanční matematiky. Vyučováno na IES FSV UK, Opletalova 26, v angličtině pod kódem JEM032 Banking and Risk Management.