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Ukončeno v akademickém roce 2021/2022

Banking models and analysis

Type of study Doctoral
Language of instruction English
Code 154-9508/01
Abbreviation BMaAa
Course title Banking models and analysis
Credits 10
Coordinating department Department of Finance
Course coordinator prof. RNDr. PhDr. Stanislav Polouček, CSc.

Osnova předmětu

1. Analysis of banking sector, competition and concentration
2. Financial statements, reporting, efficiency and performance evaluation
3. Business strategy models, marketing and sale analysis and network structure
4. Mergers and valuation of banks
5. Central banking, monetary policy and macroprudential policy
6. Basel Accords and regulation approaches
7. Credit risk management and retail
8. Market risk management and investment banking
9. Operational risk management and sovereign risk
10. Asset liability management
11. Bank liquidity management and survival period analysis
12. Equity, capital and bank funding

Povinná literatura

CHOUDHRY, M. The Principles of Banking. Wiley, 2012.
KOCH, T. W., MACDONALD, S. S. Bank Management. 8th ed. Cengage Learning, 2014.
RESTI, A., SIRONI, A. Risk Management and Shareholders’ Value in Banking: From Risk Measurement Models to Capital Allocation Policies. Wiley, 2007.

Doporučená literatura

ROSE, P. S., HUDGINS, S. C. Bank Management and Financial Services. 9th ed. McGraw-Hill/Irwin, 2012.
SINKEY, J. F. Commercial Bank Financial Management. Prentice Hall, 2002.
WERNZ, J. Bank Management and Control: Strategy, Capital and Risk Management. Springer, 2013.