NA_RiM Risk Management

University of Finance and Administration
Summer 2020
Extent and Intensity
2/2/0. 6 credit(s). Type of Completion: zk (examination).
Teacher(s)
doc. PhDr. Ing. Václav Kupec, Ph.D. (seminar tutor)
Guaranteed by
doc. RNDr. Petr Budinský, CSc.
Department of Economics and Management – Departments – University of Finance and Administration
Contact Person: Bc. Kamila Procházková
Prerequisites
There are no prerequisites for this course.
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
Mastering the overall issue of risk management in the company, outline history and explanation of the broader context of risk. Clarification of risk management processes and their links to business processes particularly strategic and operational controlling. Risk mitigation and its methods. Interpretation of the organization's risk management businesses (including the differences between small, medium and large enterprises). After completing the course the student will learn fundamental issues of risk management in the system, particularly the issue of identification, analysis, and implementation of risk management in the context of whole system of management.
Learning outcomes
After completing the course the student will learn fundamental issues of risk management in the system, particularly the issue of identification, analysis, and implementation of risk management in the context of whole system of management
Syllabus
  • Plan of subject
  • 1. Basic terms - profit, risk, liquidity in services of financial sectors. Business risks.
  • 2. Categorization of risks, general banking risks, international agreements of risk management/Basel.
  • 3. Market risk. The nature of interest and currency risks.
  • 4. Credit Risks.
  • 5. Operational risk.
  • 6. Business Risks.
  • 7. Risk Management - Traditional and Contemporary Approach.
  • 8. Asset and Liability Management.
  • 9. Value at risk method.
  • 10. Systematic risks.
  • 11. Basel III, Solvency II.
  • 12. Reinsurance as a risk transfer method of the insurance undertaking.
Literature
    required literature
  • BLAHOVÁ, Naďa. Rizika bank a jejich regulace. Jesenice: Ekopress, 2018, 283 s. ISBN 978-80-87865-47-7.
  • ČASTORÁL, Zdeněk. Management rizik v současných podmínkách. Praha: UJAK, 2017, 268 s. ISBN 978-80-7452-132-4.
  • LINDAUER, Roman. Modern risk management remarks. Prague: Oeconomica, 2017, 98 s. ISBN 978-80-245-2206-7.
  • HAVLÍČEK, Karel a Pavla BŘEČKOVÁ. Řízení exportních rizik malé a střední firmy. Praha: Eupress, 2015, 52 s. ISBN 978-80-7408-113-2.
  • NEUGEBAUER, Tomáš. Vyhledání a vyhodnocení rizik v praxi. 3. vyd. Praha: Wolters Kluwer, 2018, 119 s. ISBN 978-80-7552-072-2.
    recommended literature
  • CIPRA, Tomáš. Riziko ve financích a pojišťovnictví: Basel III a Solvency II. Praha: Ekopress, 2015, 515 s. ISBN 978-80-87865-24-8.
  • DVOŘÁK, Michal. International investing and market risk in practical examples. Praha: Oeconomica, 2018, 210 s. ISBN 978-80-245-2267-8.
  • OCHRANA, František, Milan PŮČEK a Michal PLAČEK. Detecting and reducing corruption risk and fraud in the public sector. Praha: Karolinum Press, 2017, 134 s. ISBN 978-80-246-3589-7.
    not specified
  • Auditor. Praha: KAČR. ISSN 1210-9096.
  • Interní auditor. Praha: ČIIA, ISSN 1213-8274.
  • Moderní řízení. Praha: Economia, ISSN 0026-8720.
Teaching methods
Teaching full-time study consists of lectures. In the combined studies students are taught in the form of managed group consultations. The teaching will be a complemented theory with practical examples which enable students make an idea of the role of audit in business management. The participation will require some degree of preparedness of students following the curriculum to allow informed debate on the topics discussed. The minimum mandatory attendance is for the full-time students 75% and for the part-time students 50%. Students who fail to meet the mandatory scope of participation may be given additional study obligations that would demonstrate knowledge of the issues and the acquisition of competencies necessary for successful completion of a course.
Assessment methods
The course ends with an examination which precedes the granting of credit. The condition for granting credit is an active participation in seminars min 80%. (The absence the student teacher may be stored develop additional essay.) Essay and papers by entering their presentations at the seminar. The exam consists of a written test, which is followed by an oral examination
Language of instruction
English
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: 16 hodin KS/semestr.
The course is also listed under the following terms Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.
  • Enrolment Statistics (Summer 2020, recent)
  • Permalink: https://is.vsfs.cz/course/vsfs/summer2020/NA_RiM