Summer Semester 2008/09
Summer Semester 2010/11
Summer Semester 2011/12
Summer Semester 2012/13
Summer Semester 2013/14
Summer Semester 2014/15
Summer Semester 2015/16
Summer Semester 2017/18
Risk in Banking ZNU04097
Course content:Meaning and notion of the bank risk. Credit risk, the audit of credit ability, the risk of single credit and credit portfolio. Methods of management the credit risk, Risk of the loss of fluency: the method of the measurement, fluency gap, coefficients and the methods of the management fluency gap, the analysis of money flows. The risk of the interest rate mismatch: the method of the measurement, interest rate gap, the periodical analysis (duration), elasticity method of the interest rate. Caution controls in the individual kinds of the risk. Measurements methods of the marketable. The remaining kinds of the risk, such as: the operating, capital, legal, trade and technical.
Learning outcomes:Students should master basic tools allowing to the effective management bank risk through the analysis of loan applications of individual and legal persons, to estimate the various kinds of the risk through the analysis of the balances of the bank
(in Polish) Rodzaj przedmiotu
Course coordinators
Term 2011L: | Term 2013L: | Term 2017L: | Term 2012L: | Term 2015L: | Term 2014L: |
Bibliography
a) basic references:
1. Iwanicz-Drozdowska M., Nowak A., Ryzyko bankowe, SGH, Warszawa 2002
2.Kopiński A., Analiza finansowa banku, PWE, Warszawa 2008.
3.Krasodomska J., Zarządzanie ryzykiem operacyjnym w bankach, PWE, Warszawa 2008
4.Rzeczycka A., Ryzyko bankowe i metody jego ograniczania, Wydawnictwo Politechniki Gdańskiej, Gdańsk 2002
b) supplementary references:
1. Heffernan S., Nowoczesna bankowość, PWN, Warszawa 2007
2.Iwonicz-Drozdowska M. (red.),Konglomeraty finansowe, PWE, Warszawa 2007
3.Ryżewska S., Bankowa analiza przedsiębiorstwa na potrzeby oceny ryzyka kredytowego. Twigger, Warszawa 2002
4.Saundrs A., Metody pomiaru ryzyka kredytowego. Oficyna Ekonomiczna Grupy Wolters Kluwer, Kraków 2001