MPF_EARB Bank Management

Ekonomicko-správní fakulta
jaro 2025
Rozsah
2/2/0. 6 kr. k = 1. Ukončení: zk.
Vyučováno kontaktně
Vyučující
Oleg Deev, Ph.D. (přednášející)
prof. Ing. Eva Horvátová, CSc. (přednášející)
Oleg Deev, Ph.D. (cvičící)
Garance
prof. Ing. Eva Horvátová, CSc.
Katedra financí – Ekonomicko-správní fakulta
Kontaktní osoba: Iva Havlíčková
Dodavatelské pracoviště: Katedra financí – Ekonomicko-správní fakulta
Rozvrh
Út 8:00–9:50 P403, kromě Út 1. 4.
  • Rozvrh seminárních/paralelních skupin:
MPF_EARB/01: Út 10:00–11:50 VT105, kromě Út 1. 4., O. Deev
MPF_EARB/02: Út 12:00–13:50 VT105, kromě Út 1. 4., O. Deev
Předpoklady
The prerequisite for successful completion of the subject is knowledge from the courses BPF_BAN1 Bankovnictví / BPF_BANK Banking, BPF_FIMG Finanční management / BPF_AFMA Financial Management, MPF_ACP1 Analýza cenných papírů / MPF_ASAN Security Analysis, BPF_FIMA Finanční matematika / BPF_AFMT Financial Mathematics, BPM_STAE Statistika pro ekonomy / BPM_ST1A Statistics, BPM_MAEK Matematika pro ekonomy / BPM_MTHA Mathematics A and BPE_ZAEK Základy ekonometrie / BPE_INEC Introduction to Econometrics.
Omezení zápisu do předmětu
Předmět je určen pouze studentům mateřských oborů.

Předmět si smí zapsat nejvýše 55 stud.
Momentální stav registrace a zápisu: zapsáno: 43/55, pouze zareg.: 0/55
Mateřské obory/plány
Cíle předmětu
The main objective of the course is to acquaint students with an understanding of commercial bank operations and management. The course is aimed at understanding the behavior of banks, their lending and investment activities, sources of funding and basic principles of risk management. The course is also addressing some of the major trends in domestic and international banking in recent times using the basic tools of economic analysis. Particular attention is given to asset liability and liquidity management and bank's off-balance sheet activities.
Výstupy z učení
After successful completion of the course, students should be able to:
- describe and analyze various bank performance measures;
- understand the basic accounting operations in banks and their effects on bank's balance sheet;
- discuss the main types of risk that banks face and explain ways to manage these risks;
- assess bank investment activities, methods of portfolio optimization and immunization;
- understand tools of asset-liability and liquidity management;
- evaluate the effective use of capital and capital adequacy requirements.
Osnova
  • 1. Bank Operations. Functions of Banks. Asset Transformation. Bank Products in the Bank Balance Sheet. Banking Risks.
  • 2. Types of Banking. Bank Business Models. Current Trends in Banking.
  • 3. Bank Performance Analysis. Bank Balance Sheet and Income Statement. Return on Equity Model in Banking. Risk-adjusted Performance Analysis. Loan Valuation.
  • 4. Bank Funding Sources. Costs of Deposits. Costs of Debt and Equity. Funding Sources and Banking Risks.
  • 5. Bank Capital Adequacy. Risk Capital Requirements Approaches. Bank Regulatory Capital.
  • 6. Bank Liquidity Management. Bank Liquidity Needs and Acquisition. Liquidity Measures. Stress Testing.
  • 7. Bank Asset Liability Management. Asset Liability Gaps. Interest Rate Gap and Earnings Sensitivity Analysis.
  • 8. Duration Gap and Economic Value of Equity Analysis.
  • 9. Interest Rate Risk Management. Interest Rate Swaps.
  • 10. Credit Risk Management. Governance Framework for Credit Risk Management. Regulatory Framework for Credit Risk Management.
  • 11. Credit Risk Modeling. Validation and Backtesting.
  • 12. Bank Investment Management. Yield Curve Strategies. Active and Passive Maturity Strategies. Foreign Exchange Activities.
Literatura
    povinná literatura
  • CHOUDHRY, Moorad, Polina BARDAEVA, Natasha BOURNE, Michael EICHHORN, Beata LUBINSKA, Engelbert PLASSMANN, Periklis THIVAIOS a Chris WESTCOTT. The principles of banking. Second edition. Hoboken: Wiley, 2023, li, 811. ISBN 9781119755647. info
  • KOCH, Timothy W. a Steven Scott MACDONALD. Bank management. 8e. Boston: Cengage Learning, 2015, xx, 778. ISBN 9781133494683. info
    doporučená literatura
  • BESSIS, Joël. Risk management in banking. Fourth edition. Chichester: Wiley, 2015, x, 364. ISBN 9781118660218. info
Výukové metody
Lectures, seminars, class discussions, group projects, guest lectures by bank professionals
Metody hodnocení
For the successful completion of the course students are required::
a) to actively participate in lectures and seminars (the ability to answer questions and solve problems);
b) to present course work on specific topic (in pairs)(under guidelines) – for presentation and discussion during seminars;
c) written exam and oral discussion.
Final grade consists of: the evaluation of the report (up to 5 grade points), active participation in seminars (up to 6 points) and lectures (up to 6 points) and the results of the final exam (up to 20 points).

Rating scale:
A: 92 – 100 % (28 and more points),
B: 84 – 91 % (26 – 27 points),
C: 76 – 83 % (24 – 25 points),
D: 68 – 75 % (21 – 23 points),
E: 60 – 67 % (18 – 20 points),
F: less than 60 % (less than 18 points)

Students in this course are expected to adhere to the Masaryk University’s high standards of integrity as spelled out in the Disciplinary Code for Students and Directive N.3/2008. Anyone who cheats on exams, or who submits essay that is not their own, will be subject to the penalties set forth in the Code. Any copying, recording or leaking tests, use of unauthorized tools, aids and communication devices, or other disruptions of objectivity of exams will be considered non-compliance with the conditions for course completion as well as a severe violation of the study rules. Consequently, the teacher will finish the exam by awarding grade "F" in the Information System, and the Dean will initiate disciplinary proceedings that may result in study termination.
Náhradní absolvování
In case of study abroad, contact course teacher for further instructions to discuss the possibilities to fulfill course activities and requirements.
Vyučovací jazyk
Angličtina
Další komentáře
Studijní materiály
Předmět je vyučován každoročně.
Předmět je zařazen také v obdobích jaro 2010, jaro 2011, jaro 2012, jaro 2013, jaro 2014, jaro 2015, jaro 2016, jaro 2017, jaro 2018, jaro 2019, jaro 2020, jaro 2021, jaro 2022, jaro 2023, jaro 2024.
  • Statistika zápisu (nejnovější)
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