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, 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
Annotation
Banks and their lending policy. Risk management (credit, market, interest rate, liquidity, operational). Banking regulation. Basic knowledge of accounting and financial mathematics required. The course is run in English as
JEM032 Banking and Risk Management at the Institute of Economic Studies, Faculty of Social Sciences
(Opletalova 26).