Osnova témat

  • Úvod

    • The e-version of the Mejstřík, M., Pečená, M., Teplý, P. (2014): Banking in Theory and Practice, Karolinum, ISBN 978-80-246-2870-7 is available at http://eknihy.cuni.cz/. You access the book via e.g. EBSCOhost, which transfers you to the CAS authorization website (you will need your UK login and password to view the book). 

      The course familiarizes students with the basic terminology of banking and financial markets, as well as different approaches to bank transactions management. As one of its starting points it describes various models of interest rates movements, including the consideration of risk and maturity, together with appropriate manners interest rates risk management. An analysis of financial institutions is further developed by the assessment of their activities, the related credit, liquidity, market and operational risks. The course outlines banking management techniques which tries to create value for shareholders whilst keeping these risks in mind.

      The tutorial follows the course of Banking and explains several basic problems of financial mathematics, securities valuation, risk management, and further calculations related to banking. Background in finance is required for enrolling this course.

       Course requirements:

      1. On-line Mid-term Test (max 30 pts)  -  11 November 2020
      2. Credit application (max 20 pts)         -  25 November 2020 (submission)
      3. Credit appraisal (max 10 pts)            -  16 December 2020 (submission)
      4. On-line Final Test (max 40 pts)
      5. Class/tutorial active participation ("bonus points" max 5 pts)

        Total: 100 pts, 105 pts respectively (incl. 5 bonus points for active class participation, limited distribution during on-line sessions)

      Note that you need at least 51 points to pass the course.

      91– 100 pts Excellent           A
      81 –  90 pts Very good        B 
      71 –  80 pts Good                C
      61 –  70 pts Satisfactory      D 
      51 –  60 pts Satisfactory-     E    
       0 –   50 pts Failed                F 

  • 30.9.2020 - L01 - Introduction to the Course and Administrative Issues, T01 - Recap of Financial Mathematics

  • 7.10.2020 - L02 - Principles of Banking, T02 - Financial statement analysis

  • 14.10.2020 - L03 - Principles of Risk Measurement and Risk Management, T03 - Credit Application

  • 16.10.2020 - Additional Seminar

     

     

  • 21.10.2020 - L04 - Credit risk measurement and management, T04 - Credit risk

  • 28.10.2020 - National Day - no lecture or tutorial

  • 4.11.2020 - L05 - Market risk measurement and management, T05 - Market risk

     

  • 11.11.2020 - L05-T05 - cont., Mid-term test

    LET YOUR CAMERA ON DURING THE TEST, THANK YOU

    • ikona Test
      Mid-term test- NINA LUZ FRANCIA - 16.11. 8:00 a.m.
      Přístup je omezen následujícím způsobem - není dostupné, pokud není vše splněno: Vaše E-mailová adresa je ninaluzfrancia@gmail.com
  • 18.11.2020 - L06 - Bank Regulation, T06 - Bank Regulation

    During the first 20 minutes of the tutorial (6:30pm - 6:50pm), a review session discussing the questions in the midterm test will be organized.

  • 25.11.2020 - L07 - Bank Capital, T07 - Bank Capital

  • 2.12.2020 - L08 - Liquidity risk and liability management, T08 - Liquidity risk

  • 9.12.2020 - L09 - Central Banking, T09 - Central Banking


  • 16.12.2020 - L10 - Understanding IFRS 9 Expected Credit Loss (ECL) Provisioning, T10 - Calculating IFRS 9 ECL Provisions

  • 6.1.2021 - L11 - Guest Lecture on Investment Banking and FX Risk Management (Mr. Tomas Hochmeister, Head of Investment Banking, Komercni banka), T11- Review and Q&A Session for All Topics Covered in the Course

  • Final Test

    • ikona Test
      Final Test 13.1.2021
      Přístup je omezen následujícím způsobem - není dostupné, pokud není vše splněno: Patříte k AAA_Final Test 13.1. 2021
    • ikona Test
      Final Test 13.1.2021 - Matyáš Krahulík
      Přístup je omezen následujícím způsobem - není dostupné, pokud není vše splněno: Patříte k AAA_Matyáš Krahulík - Final Test 13.1. 2021
    • ikona Test
      Final Test 20.1.2021
      Přístup je omezen následujícím způsobem - není dostupné, pokud není vše splněno: Patříte k AAA_Final_Test_20.1.2021
    • ikona Test
      Final Test 27.1.2021

      Dear students, this test is worth 40% of your final grade, i.e. you can get max 40 points. You have 75 minutes to finish it. The test is a combination of multiple choice questions and open questions. Questions are NOT equally weighted. Please type all calculations in open question into the space provided; concentrate on content, not form; don't use attachments.

      You will need a calculator or use MS Excel to solve some of the questions. The answers should be in English.

      When you start this test, you

      i) declare that you will write the present exam independently, without assistance from external parties;

      ii) understand the procedures.

      Please connect to the ZOOM session https://cuni-cz.zoom.us/j/98861300105 and let your CAMERA ON during the test.

      Good luck!

      Your tutors

      Přístup je omezen následujícím způsobem - není dostupné, pokud není vše splněno: Patříte k AAA_Final_Test_27.1.2021