N_RRFS Risk Management in Financial Services Sector

University of Finance and Administration
Winter 2018
Extent and Intensity
1/1. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
Ing. Václav Křivohlávek, CSc. (lecturer)
Guaranteed by
doc. Ing. Jaroslav Brada, Ph.D.
Department of Finance – Departments – University of Finance and Administration
Contact Person: Lenka Pokorná
Timetable of Seminar Groups
N_RRFS/cFPH: each odd Monday 14:00–14:44 S26, each odd Monday 14:45–15:30 S26, V. Křivohlávek
N_RRFS/pFPH: each odd Monday 12:15–12:59 S26, each odd Monday 13:00–13:45 S26, V. Křivohlávek
Prerequisites
There are no prerequisites for this course.
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
At the end of this course the student will be able systematiza knowledge of bank risk obtained Bachelor degree, will be able to understand the current concepts and management of risk in the national and international scales will be able to explain the basic procedures for the analysis and quantification of risk.
Learning outcomes
Student understand economic basis of risk and is able to provide risk mitigation in the field of common corporate and financial institution risks.
Syllabus
  • 1th Basic concepts - return, risk, liquidity. 2th Basic ways of reducing risks. 3th NPV - the basis of risk management. 4th The essence of interest rate and currency risks. 5th Interest rate risks and their management. 6th Currency risks and their management. 7th Operational risks in business practice. 8th Credit risk - I. 9th Credit risks in business practice - II. 10th Credit risks in business practice - a case study. 11th The institutionalization of risk management in business practice. 12th Repeat - the final test.
Literature
    required literature
  • Vlachý, Jan : Řízení finančních rizik. Praha : VŠFS, 2006,
  • • REJNUŠ, Oldřich. Finanční trhy. 1. vydání Praha: Grada Publishing, 2016. ISBN 978-80-271-9299-1 (pdf), ISBN 978-80-247-5871-8 (print)
  • • FOTR, Jiří, HNILICA, Jiří. Aplikovaná analýza rizika ve finančním managementu a investičním rozhodování.Druhé aktualizované a rozšířené vydání Praha Grada Publishing, 2014. ISBN 978-80-247-5104-7.
    recommended literature
  • REVENDA, Zbyněk. Peněžní ekonomie a bankovnictví. Vyd. 4. Praha: Management Press, 2008, 627 s. ISBN 978-80-7261-132-4.
  • Dvořák, Petr: Bankovnictví pro bankéře a klienty. 3. vyd. Praha: Linde Praha, a.s.,2005
  • • BUDÍK, Josef. Finanční investování. První vydání Praha: Vysoká škola finanční a správní, o.p.s. v edici EUPRESS, 2011. ISBN 978-80-7408-047-0
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
Requirements   credit (study method): 1 successful completion of three partial control of short tests (in the lectures, 1, 3, 5); second successful completion of the final test (after the course), the third Preparation of sub-tasks to   topics first and the second, fourth Seminar paper (a) send the teacher in SP   electronic form no later than 3 days before the date of presentation of the SP exercises and final test day   in   hand in writing, (b) the minimum range essay is 10 pages of text (30 lines after gossip 60 to 1 page), the upper limit of the range is not defined; 5th   in the case of non-prescribed attend classes, failure to work or work on the presentation of the non-exercise listener draw replacement work on the theme set by the teacher (condition for credit course). These requirements shall apply mutatis mutandis for combined study and will be further specified teacher.
Language of instruction
Czech
Follow-Up Courses
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: 6 hodin KS/semestr.
The course is also listed under the following terms Winter 2007, Summer 2008, Summer 2009, Summer 2011, Winter 2011, summer 2012, Winter 2012, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2019.
  • Enrolment Statistics (Winter 2018, recent)
  • Permalink: https://is.vsfs.cz/course/vsfs/winter2018/N_RRFS