N_RRFS Risk Management In Financial Services Sector

University of Finance and Administration
Winter 2012
Extent and Intensity
1/1. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
Ing. Naďa Blahová, Ph.D. (seminar tutor)
doc. Ing. Vladislav Pavlát, CSc. (seminar tutor)
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 Thursday 14:00–14:44 S11, each odd Thursday 14:45–15:30 S11, N. Blahová
N_RRFS/pFPH: each even Thursday 14:00–14:44 S11, each even Thursday 14:45–15:30 S11, V. Pavlát
N_RRFS/vFPH: Sat 27. 10. 9:45–11:15 S24, 11:30–13:00 S24, Fri 9. 11. 17:15–18:45 S24, N. Blahová
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.
Syllabus
1. - 2.Basic theoretical (terminology - Review the basic concepts, forms of risk classification of risk - risk classification criteria, the main banking risks, the historical significance of cross bank risk, shifts the meaning of certain types of banking risks. 3. - 4. Lecture - Management of banking risks (identification of bank risk, bank risk measurement and its main methods, analysis of causes and dimensions of the banking risks structuring process of the management of major banking risks, an overview of possible steps towards the limit   main forms of banking risk, the interaction of the main forms of bank risk management process overall bank risk, bank risk and organizational structure of the bank. 5. - 6. Lecture - International aspects of banking risks (  internationalization of the economy and the resulting increase in bank risk, possibilities and limits of reducing bank risk at the national economy, the need for international agreements on rules   regulation of the banking risks, the role of the Bank for International Settlements in Basel   (Bank for International Settlements - BIS), the path to   first Basel agreement, the basic features of the first Basel Accord Basel 1) 7. - 8. - The journey from Basel 1 to Basel 2   (criticism Basel 1, the main reasons were proposed significant changes and their contents, why they were included operational risk among the major banking risks, the course of the negotiations on the transition from   1 to   Basel Basel 2, the basic features of the Basel II agreement-Basel 2,   critical comments on Basel 2 and its successive modifications, the progress of the application of Basel 2 in   internationally. 9. - 10. - Application of Basel 2 in the EU and     CR (rules and procedures of application of Basel 2 in   EU regulations governing the application of Basel 2 in   CR summary of the contents of Decree No. 123/2007 Coll., As amended by Decree No. 282/2008 Coll . 11. - 12. Lecture - Interpretation of selected provisions of Decree No. 123/2007 Coll. (New provisions on capital adequacy   and their application in   CR).
Literature
    required literature
  • Vlachý, Jan : Řízení finančních rizik. Praha : VŠFS, 2006,
  • Zbyněk a kol.: Peněžní ekonomie a bankovnictví. 3. vyd. Praha:Management
  • Dvořák, Petr: Bankovnictví pro bankéře a klienty. 3. vyd. Praha: Linde Praha, a.s.,2005
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.
General note: Bb3.
The course is also listed under the following terms Winter 2007, Summer 2008, Summer 2009, Summer 2011, Winter 2011, summer 2012, Winter 2013, Winter 2014, Winter 2015, Winter 2016, Winter 2017, Winter 2018, Winter 2019.
  • Enrolment Statistics (Winter 2012, recent)
  • Permalink: https://is.vsfs.cz/course/vsfs/winter2012/N_RRFS