VSFS:N_RDFT Fin.Markets Regul. & Supervis. - Course Information
N_RDFT Financial Markets Regulation and Supervision
University of Finance and AdministrationWinter 2015
- Extent and Intensity
- 2/1. 5 credit(s). Type of Completion: zk (examination).
- Teacher(s)
- Ing. Vladimír Ezr, CSc. (seminar tutor)
- Guaranteed by
- Ing. Vladimír Ezr, CSc.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná - Timetable of Seminar Groups
- N_RDFT/cFPH: each odd Tuesday 10:30–11:14 S22, each odd Tuesday 11:15–12:00 S22, V. Ezr
N_RDFT/pFPH: Wed 14:00–14:44 S36, Wed 14:45–15:30 S36, V. Ezr
N_RDFT/vFPH: Sat 17. 10. 14:00–15:30 S11, 15:45–17:15 S11, Fri 30. 10. 15:30–17:00 S11, Sat 14. 11. 11:30–13:00 S11, 14:00–15:30 S11, V. Ezr - 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 finnancial nstitutions, namely 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 finnancial institution, namely banking sector and influence of the functioning of banks on the whole financial market stability. Students learn the principles of regulatory procedures against all major types of risks that finnancial subjects, namely banks, in their activities take.
- Syllabus
- 1th Financial market stability. 2th Development of financial market regulation. 3th Basel II - required persons, the definition of capital, individual and consolidated basis. 4th Basel II - the calculation of capital requirements for credit risk in the investment portfolio. 5th Basel II - calculate the capital requirement for operational and market risks. 6th Basel III. 7th Stress tests in the Czech Republic and the EU. 8th External rating. 9th The rearrangement of financial supervision in the EU. 10th Regulation and supervision of financial market in the USA. 11th Upcoming legislative changes in the regulation and supervision of international cooperation. 12th The influence of debt crisis in the southern parts of EU on new methods of the supervision.
- Literature
- required literature
- Pavlát, V. a kol.: Kapitálové trhy. 2. vydání. Praha: Professional Publishing, 2005.
- Pavlát, V., Kubíček, A.: Regulace a dozor nad kapitálovými trhy. Praha: VŠFS – Eupress, 2004
- Vlachý, J.: Řízení finančních rizik. Praha: VŠFS – Eupress, 2006.
- recommended literature
- Pavlát, V.: Centrální bankovnictví. Praha: VŠFS – Eupress, 2004
- Sojka, M. a kol.: Dějiny ekonomických teorií. Praha: UK Karolinum, 1999.
- Revenda, Z. a kol.: Peněžní ekonomie a bankovnictví. 4. vyd. Praha: Management Press, 2006.
- Polouček, S. a kol.: Bankovnictví. Praha: C. H. Beck, 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 slides presentation or given essay and activity during prepresentations and discussions ; Live exam.
- Language of instruction
- Czech
- 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: 10 hodin KS/semestr.
- Enrolment Statistics (Winter 2015, recent)
- Permalink: https://is.vsfs.cz/course/vsfs/winter2015/N_RDFT