154-9522/01 – Banking models and analysis (BMAa)

Gurantor departmentDepartment of FinanceCredits10
Subject guarantorprof. Ing. Tomáš Tichý, Ph.D.Subject version guarantorprof. Ing. Tomáš Tichý, Ph.D.
Study levelpostgraduateRequirementCompulsory
YearSemesterwinter + summer
Study languageEnglish
Year of introduction2019/2020Year of cancellation
Intended for the facultiesEKFIntended for study typesDoctoral
Instruction secured by
LoginNameTuitorTeacher giving lectures
TIC02 prof. Ing. Tomáš Tichý, Ph.D.
Extent of instruction for forms of study
Form of studyWay of compl.Extent
Full-time Examination 28+0
Part-time Examination 28+0

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 students

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

Full-time form (validity from: 2019/2020 Winter semester)
Task nameType of taskMax. number of points
(act. for subtasks)
Min. number of points
Examination Examination  
Mandatory attendence parzicipation:

Show history

Occurrence in study plans

Academic yearProgrammeField of studySpec.ZaměřeníFormStudy language Tut. centreYearWSType of duty
2020/2021 (P0412D050004) Finance P English Ostrava Compulsory study plan
2020/2021 (P0412D050004) Finance K English Ostrava Compulsory study plan
2019/2020 (P0412D050004) Finance P English Ostrava Compulsory study plan
2019/2020 (P0412D050004) Finance K English Ostrava Compulsory study plan

Occurrence in special blocks

Block nameAcademic yearForm of studyStudy language YearWSType of blockBlock owner