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This course is mainly focused on the latest trends and development in financial and banking regulatory framework. The lectures familiarize students with development in banking regulation with emphasis on Basel rules (CRD IV/CRR). After the completion of the course, students should have detail knowledge of regulatory procedures as well as models used in credit/market risk management.
Last update: Hollmannová Monika, Ing. (29.10.2019)
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Team presentation: 25 pts Mid-term test: 25 pts Total from seminars: 50 pts Final written + oral exam: 50 pts Total: 100 pts
Last update: Dvořák Vladimír, PhDr. (18.02.2019)
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Indicative bibliography 1.Mejstřík,M. - Pečená, M. - Teplý, P. (2008). Basic Principles of Banking, Prague: Karolinumpress, ISBN 978-80-246-1500-4. 2. CRD IV – „Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing Directives 2006/48/EC and 2006/49/EC Text with EEA relevance“. 3.CRR –„Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 Text with EEA relevance“. Recommended: 1. Heidi M. Schooner, Michael Taylor, Global Bank Regulation: Principles and Policies, Amsterdam: Elsevier, ISBN 978-0- 12-641003-7. 2. Laurent Balthazar, From Basel 1 to Basel 3: the integration of state of the art risk modeling in banking regulation, London: Palgrave Macmillan, ISBN 1-4039-4888-7. 3. European Banking Authority - Regulation and policy: https://www.eba.europa.eu/regulation-and-policy 4. European Banking Authority - Interactive Single Rulebook: https://www.eba.europa.eu/regulation-and-policy/single-rulebook/interactive-single-rulebook 5. Karel Kabelík, Banking Regulation – Trends & Impacts, Prague: Czech Banking Association, ISBN 978-80-260-7979-8. 6. Marcel Magnus, Alienor Anne Duvillet-Margerit, Benoit Mesnard, Upgrading the Basel standards: from Basel III to Basel IV? Economic Governance Support Unit (EGOV) of the European Parliament, European Union, 2017. Last update: Čuprová Michaela, Mgr. (07.06.2020)
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Lectures / Seminars 1) Introduction 2) Purpose of a bank & history of banking regulation 3) Corporate governance principles for banks 4) Basel regulation and its development 5) CRD IV / CRR 6) CNB regulatory and supervision tools 7) European Stability Mechanism + European Financial Stability Facility 8) Reforms of EU banking sector 9) Consumer protection in new and planned regulation in the financial sector Last update: Čuprová Michaela, Mgr. (07.06.2020)
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