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The course covers topics related to banking industry and key banking operations. It helps students understand the nature of banks' balance sheets (and other relevant financial statements), asset and liabilities management, and main risks related to banks' business model such as credit risk, interest rate risk in the banking book, market risk, operational risk and liquidity risk. It also covers the basics of bank capital and capital management and liquidity regulation (Basel I-III). The course also outlines banking management techniques and discusses basic measurement methods for quantifying the individual risks.
The lectures and tutorials start on Thursday February 22, 2024. Each lecture (every Thursday, 11:00 a.m.) is followed by a tutorial (every Thursday, 12:30 a.m.) that provides students with examples and exercises related to the topic of the lecture. During the semester the students are also provided with 3 short articles ("readings") focused on various aspects of banking / trends in banking, these readings complement the lectures. The lectures will be complemented by app. 3 guest lectures provided by experts from banking and fintech industry. The students are encouraged to discuss the topics and share their experience and knowledge. Summer semester 2025 is to be conducted in the lecture room 109 (Opletalova). All information (incl. presentations, readings, tutorial materials etc.) and links to on-line sessions please find in Moodle: https://dl1.cuni.cz/course/view.php?id=17188 Last update: Pečená Magda, Mgr., Ph.D. (09.01.2025)
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Obligatory textbooks (selected chapters) 3 Readings assigned during the semester Last update: Pečená Magda, Mgr., Ph.D. (04.01.2023)
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The final grade will consist of two parts. In total you can get 100 points. 1) Midterm test (max 40 pts) 2) Final test (max 55 pts) 3) Bonus points (max 5 pts) The midterm test is written only once during the semester (usually during one of the tutorials). There are more terms for the final test. Grading:
Last update: Pečená Magda, Mgr., Ph.D. (09.01.2025)
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All course documents and links to on-line sessions will be available in Moodle - please self-enroll yourself: https://dl1.cuni.cz/course/view.php?id=17188 Preliminary flow of topics during the semester 1. Introduction and Basic Principles of Banking, overview of the banking industry, in the Czech Republic and worldwide 2. Basics (and recapitulation) of financial mathematics relevant for the course (NPV calculation, annuity calculation, valuation of financial instruments) 3. Financial statement analysis - interaction of bank´s financial statements and corporate financial statements 4. Basic banking operations, bank performance evaluation 5. Asset Liabilities Management and Basics of Risk Management 6. Credit Risk : Measurement and management, IFRS 9 provisioning 7. Market Risk : Measurement and management: Interest rate risk, Interest rate risk in the banking book, FX risk, equity risk, risk management techniques (GAP analysis, duration, VaR) 8. Operational Risk 9. Capital Regulation of Banks, capital management 10. Liquidity Risk: Measurement and management, Liquidity Regulation (Basel III, LCR, NSFR) 11. Central Banking and Interbank Market Operations 12. FinTech and current trends in banking Also a guest lecture may be included during the semester. Last update: Pečená Magda, Mgr., Ph.D. (09.01.2025)
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There are no specific prerequisites for the course. However, knowledge of basic mathematical operations (e.g. discounting, NPV calculation) and principal understanding of basic financial statements (balace sheet, P/L, cashflow statement) are welcome. Last update: Pečená Magda, Mgr., Ph.D. (04.01.2023)
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No specific, the student must meet all official requirements (enrole in SIS) and enrole in Moodle: https://dl1.cuni.cz/course/view.php?id=15832 Last update: Pečená Magda, Mgr., Ph.D. (06.02.2024)
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