154-0922/01 – Banking models and analysis (BMA)
| Gurantor department | Department of Finance | Credits | 10 |
| Subject guarantor | prof. Ing. Tomáš Tichý, Ph.D. | Subject version guarantor | prof. Ing. Tomáš Tichý, Ph.D. |
| Study level | postgraduate | Requirement | Choice-compulsory type B |
| Year | | Semester | winter + summer |
| | Study language | Czech |
| Year of introduction | 2019/2020 | Year of cancellation | |
| Intended for the faculties | EKF | Intended for study types | Doctoral |
Subject aims expressed by acquired skills and competences
The aim of the course is helping to understand the mechanism of bank operations and management, the causes of changes in the banking sector and their impact on the bank performance as well as economic condition of countries.
Teaching methods
Lectures
Individual consultations
Summary
The course focusing on helping to understand the mechanism of bank operations and management, the causes of changes in the banking sector and their impact on the bank performance as well as economic condition of countries. The course covers the analysis of a bank as an inherent part of the financial system, the structure of its assets, equity and liabilities, as well as off-balance components, banking risk analysis and investment banking. Specific attention will be paid to advanced models of risk management, mergers and acquisitions, competition and concentration in banking sector.
Compulsory literature:
CHOUDHRY, M. The Principles of Banking. Wiley, 2012.
KOCH, T. W., MACDONALD, S. S. Bank Management. 8th ed. Cengage Learning, 2014.
RESTI, A., SIRONI, A. Risk Management and Shareholders’ Value in Banking: From Risk Measurement Models to Capital Allocation Policies. Wiley, 2007.
Recommended literature:
ROSE, P. S., HUDGINS, S. C. Bank Management and Financial Services. 9th ed. McGraw-Hill/Irwin, 2012.
SINKEY, J. F. Commercial Bank Financial Management. Prentice Hall, 2002.
WERNZ, J. Bank Management and Control: Strategy, Capital and Risk Management. Springer, 2013.
Way of continuous check of knowledge in the course of semester
Written and oral exam
E-learning
Other requirements
There are no additional requirements on any student
Prerequisities
Subject has no prerequisities.
Co-requisities
Subject has no co-requisities.
Subject syllabus:
1. Analysis of banking sector, competition and concentration
2. Financial statements, reporting, efficiency and performance evaluation
3. Business strategy models, marketing and sale analysis and network structure
4. Mergers and valuation of banks
5. Central banking, monetary policy and macroprudential policy
6. Basel Accords and regulation approaches
7. Credit risk management and retail
8. Market risk management and investment banking
9. Operational risk management and sovereign risk
10. Asset liability management
11. Bank liquidity management and survival period analysis
12. Equity, capital and bank funding
Conditions for subject completion
Occurrence in study plans
Occurrence in special blocks
Assessment of instruction
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