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Lecturer(s)
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Sekerka Bohuslav, prof. RNDr. CSc.
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Course content
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The basic terms from modeling and controlling of finantial risks. Principels of decisitions under uncentrality and risk. Examples of risks calculations of selected products according to finantial institutions. Methods snd procedures of the risk transfering. Risk classifications of the finantial institutions. Roles of cautious behaviour of finantial institutions. Capital needs according to market and credit risks. Methods of keep security institution according to risks. Different strategies risk minimalization using derivatives. Using different scenarios for decisitions; methods and models stress testing.
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Learning activities and teaching methods
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Monologic (reading, lecture, briefing), Work with text (with textbook, with book), Methods of individual activities, Skills training
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Learning outcomes
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Definitions and types of risks of financial institutions. Methods and strategies of the risk management of financial institutions. Aims of the lectures are explanation and using of models for different types in the risk management.
Students will be able to apply obtained skills for solving different tasks of finantial risks.
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Prerequisites
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Supposes knowledge of functions of different finantial institutions.
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Assessment methods and criteria
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Written examination, Home assignment evaluation, Didactic test
Assignment - active participation in seminars and elaboration of engaged tasks. Passing written test with evaluation at 3 from 6 questions. Examination - passing written test with evaluation at least 4 from 10 marks.
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Recommended literature
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Mandl, P,, Mazurová L. Matematické základy neživotního pojištění. Matfyzpress, MFF UK, 1999. ISBN 80-85863-42-1.
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Sekerka, B. Banky a bankovní produkty. Praha, 1997.
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Sekerka, B. Cenné papíry a kapitálové trhy. Praha 1999.
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SEKERKA, B.:. Řízení bankovních rizik. Praha: Profess Consulting, 1998.
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