PFBAMA Bank Management

Faculty of Economics and Administration
Autumn 2008
Extent and Intensity
2/0/0. 3 credit(s). Type of Completion: zk (examination).
Teacher(s)
Ing. Jan Krajíček, Ph.D. (lecturer)
Guaranteed by
doc. Ing. Božena Petrjánošová, CSc.
Department of Finance – Faculty of Economics and Administration
Contact Person: Iva Havlíčková
Timetable
Fri 14:35–16:15 P201
Prerequisites
Banking I and Banking II
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
The capacity limit for the course is 60 student(s).
Current registration and enrolment status: enrolled: 0/60, only registered: 0/60, only registered with preference (fields directly associated with the programme): 0/60
fields of study / plans the course is directly associated with
Course objectives
The main objective of this follow-up course is to deepen the knowledge particularly in the following areas:
- objectives and risks of banking business
- system of financial management
- banking information and control system
- the nature and development of the management of bank assets and liabilities
- management of selected banking risks - liquidity risk, interest rate risk, foreign exchange risk, equity risk. - economic analysis of a bank
At the end of the course students should be able to fully understand the management of a bank and its economy.
Syllabus
  • 1) The substance, significance, objectives and contents of bank management. The position of bank management in the economy. Targets and components of bank management. Management of bank assets and liabilities. Assignment of a semestr paper
  • 2) The management of the bank balance, assets side. The structure of bank assets. Objectives of bank assets management. Focus of bank assets management.
  • 3) The management of the bank balance sheet, liability side. The structure of bank liabilities. Objectives of bank liability management. Focus of bank liability management.
  • 4) The management of bank costs and revenues. The structure of costs and revenues. Cost management. Revenue management.
  • 5) Credit Risk Management. Credit risk and credit process. The quality of loan portfolio. Credit risk management and bank balance management. Credit risk measurement. Credit risk and legislation of the CNB.
  • 6) Management of interest rates risk. The nature and content of interest rate risk management. Ways of managing interest rate risk. Interest rate risk measurement. The risk of interest rates and legislation of the CNB.
  • 7) Foreign exchange risk The nature and content of currency risk management. Measurement of currency risk. Currency risk and legislation of the CNB. In-term test 1.
  • 8) Liquidity Risk Management. The nature and content of liquidity risk management. Measurement of liquidity risk. Management of bank liquidity and legislation of the CNB.
  • 9) The management of capital risk. Equity and capital adequacy. Planning of bank capital. Capital risk management and legislation of the CNB.
  • 10) The management of investment portfolio. The nature and objectives of nvestment portfolio. Active and passive strategies of investment portfolio management. Management of the bank investment portfolio by the ALCOA committee.
  • 11)Off-balance-sheet risk management. Off-balance-sheet items, types of banking transactions. Overview of off-balance-sheet risks. Off-balance-sheet risks and legislation of the CNB.
  • 12) Operational risk management. The nature of operational risk. Different types of operational risks. Management of operational risks. Operational risks and legislation of the CNB.
  • 13) Bank branch management. Objectives of bank branch management. Statements of branches. Profitability of a branch. In-term test 2.
Literature
  • JÍLEK, Josef. Finanční rizika. 1. vyd. Praha: Grada, 2000, 635 s. ISBN 8071695793. info
  • ZIEGLER, Kamil. Finanční řízení bank. 1. vyd. Praha: Bankovní institut, 1997, 341 s. ISBN 80-902243-1-8. info
  • PETRJÁNOŠOVÁ, Božena. Bankovní management. 1. vyd. Brno: Masarykova univerzita, 1996, 146 s. ISBN 8021014717. info
Assessment methods
The course is completed by a written test. The first requirement for successful completion is a submission of seminar papers and their assessment by a tutor with the grade passed. The seminar papers should be submitted according to a time schedule and serve as a proof of student home preparation within his self-study mode. The second requirement is passing two scheduled in-term tests. A final grade consists of: A written part of exam (80 %) + assessment of a student self-study part consisting of the seminar papers and in-term tests (20 %). Tutorials are scheduled in three two-hour blocks; their content corresponds to topics as follows: 1st tutorial: Topic 1-4 2nd tutorial: Topic 5 – 8, first test 3rd tutorial: Topic 9 – 13, second test
Language of instruction
Czech
Further Comments
Study Materials
The course is taught annually.
The course is also listed under the following terms Autumn 2001, Autumn 2002, Autumn 2003, Autumn 2004, Autumn 2005, Autumn 2006, Autumn 2007.
  • Enrolment Statistics (recent)
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