N_RDFT Financial Markets Regulation and Supervision

University of Finance and Administration
Winter 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.
The course is also listed under the following terms Winter 2007, Winter 2008, Winter 2009, Winter 2010, Winter 2011, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019, Winter 2020, Winter 2021, Winter 2022, Winter 2023, Winter 2024.
  • Enrolment Statistics (Winter 2012, recent)
  • Permalink: https://is.vsfs.cz/course/vsfs/winter2012/N_RDFT