VSFS:N_RDFT Fin.Markets Regul. & Supervis. - Course Information
N_RDFT Financial Markets Regulation and Supervision
University of Finance and AdministrationWinter 2012
- Extent and Intensity
- 2/1. 5 credit(s). Type of Completion: zk (examination).
- Teacher(s)
- Ing. Naďa Blahová, Ph.D. (seminar tutor)
doc. JUDr. Ing. Otakar Schlossberger, Ph.D. (seminar tutor) - Guaranteed by
- Ing. Naďa Blahová, Ph.D.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná - Timetable of Seminar Groups
- N_RDFT/cFPH: each odd Thursday 15:45–16:29 S11, each odd Thursday 16:30–17:15 S11, N. Blahová
N_RDFT/pFPH: each even Wednesday 12:15–12:59 S34, each even Wednesday 13:00–13:45 S34, each even Thursday 14:00–14:44 S13, each even Thursday 14:45–15:30 S13, N. Blahová
N_RDFT/vFPH: Sat 3. 11. 9:45–11:15 S24, 11:30–13:00 S24, Sat 24. 11. 9:45–11:15 S24, 11:30–13:00 S24, Fri 7. 12. 17:15–18:45 S24, N. Blahová - Course Enrolment Limitations
- The course is offered to students of any study field.
- Course objectives
- The course focuses on the interpretation of regulatory and supervisory practices applied to banks on an individual basis as well as to banks as part of a multinational financial groups on a consolidated basis. Students after completing the course will be able to understand the specific position of banks in the financial sector and understand the systemic risk associated with the banking sector and influence the functioning of banks to financial market stability. Students learn the principles of regulatory procedures against all major types of risks that banks in their activities take. Understand the advantages and disadvantages of alternative approaches.
- Syllabus
- First Economic reasons for regulating banks. Arguments for and against regulation Second Institutional structure of regulation and supervision. Models layout. Examples in the world and the current situation in the Czech Republic . Third Regulation and supervision at the national and supranational level. Macroeconomic consequences. Systemic risk. Financial stability. 4th Risk profile of the bank as it corresponding regulatory procedures 5th Basel II and Basel III 6th Credit risk and the procedures for calculating the capital requirement. 7th Operational risk and procedures for calculating the capital requirement. 8th Market risks and procedures for calculating the capital requirement. 9th Liquidity risk and regulatory procedures related to . 10.Riziko excessive concentration of the portfolio and regulatory limits. 11th Surveillance procedures applicable to banks. Methods, sources of information. 12th Off-site surveillance, on-site supervision. Role of the Financial Arbitrator, external auditors, rating agencies.
- Literature
- required literature
- Pavlát, V. a kol.: Kapitálové trhy. 2. vydání. Praha: Professional Publishing, 2005.
- Vlachý, J.: Řízení finančních rizik. Praha: VŠFS – Eupress, 2006.
- Pavlát, V., Kubíček, A.: Regulace a dozor nad kapitálovými trhy. Praha: VŠFS – Eupress, 2004
- recommended literature
- Sojka, M. a kol.: Dějiny ekonomických teorií. Praha: UK Karolinum, 1999.
- Pavlát, V.: Centrální bankovnictví. Praha: VŠFS – Eupress, 2004
- Polouček, S. a kol.: Bankovnictví. Praha: C. H. Beck, 2006.
- Revenda, Z. a kol.: Peněžní ekonomie a bankovnictví. 4. vyd. Praha: Management Press, 2006.
- Teaching methods
- Teaching takes the form / lectures / seminars / workshops / full-time study / group consultations and managed in the form of study. Minimum mandatory attendance at seminars / workshops in full-time studies is 75%, the controlled group consultations in combined form 50%. Students who fail to meet the mandatory level of participation may be given during the semester additional study obligations (to the extent that will demonstrate academic achievement and acquired competencies necessary for successful completion of course).
- Assessment methods
- Lectures with discussions k ~ selected topics; Seminars on presentation given essay, the following discussion to the topic and evaluation work; discussion on the current problems in the financial markets. Assessment methods: Credit depends on the level of processing and presentation given essay and activity representation in discussions ; Oral examination.
- Language of instruction
- Czech
- Further comments (probably available only in Czech)
- The course can also be completed outside the examination period.
General note: Bb2.
Information on the extent and intensity of the course: 10 hodin KS/semestr.
- Enrolment Statistics (Winter 2012, recent)
- Permalink: https://is.vsfs.cz/course/vsfs/winter2012/N_RDFT