M7771 Credit risk control in banking

Faculty of Science
Autumn 2012
Extent and Intensity
2/0/0. 2 credit(s) (fasci plus compl plus > 4). Type of Completion: z (credit).
Teacher(s)
Pavel Charamza (lecturer), prof. RNDr. Ivanka Horová, CSc. (deputy)
Guaranteed by
prof. RNDr. Ivanka Horová, CSc.
Department of Mathematics and Statistics – Departments – Faculty of Science
Contact Person: prof. RNDr. Ivanka Horová, CSc.
Supplier department: Department of Mathematics and Statistics – Departments – Faculty of Science
Timetable
Fri 14:00–15:50 M1,01017
Course Enrolment Limitations
The course is offered to students of any study field.
Syllabus (in Czech)
  • Přednáška 1: Logistická regrese a její výkonnost v řízení rizika
  • Přednáška 2: Kvantifikace rizika, riziková marže
  • Přednáška 3: Neočekávané riziko a Basle II koncept
  • Přednáška 4: Bankovní modely a bankovní regulace.
Language of instruction
Czech
Further comments (probably available only in Czech)
Study Materials
The course is taught only once.
The course is also listed under the following terms Autumn 2013.
  • Enrolment Statistics (Autumn 2012, recent)
  • Permalink: https://is.muni.cz/course/sci/autumn2012/M7771