FIUDPBFT Banks, Financial Markets and Corporate Financing

School of Business Administration in Karvina
Summer 2022
Extent and Intensity
24/0/0. 10 credit(s). Type of Completion: dzk.
Teacher(s)
doc. Ing. Pavla Klepková Vodová, Ph.D. (lecturer)
Guaranteed by
doc. Ing. Pavla Klepková Vodová, Ph.D.
Department of Finance and Accounting – School of Business Administration in Karvina
Prerequisites (in Czech)
FAKULTA(OPF) && TYP_STUDIA(D)
Course Enrolment Limitations
The course is only offered to the students of the study fields the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
The aim of the course is to deepen and extend theoretical knowledge about possible ways of financing of companies through banking sector and capital markets. The emphasis is placed on application of theoretical approaches to models of bank behaviour in corporate financing, types of credit products of banks, credit risk management and methodology of credit analyses, as well as on financial markets modelling, institutional aspects of financial markets and development of institutional framework of Czech capital market, comparison of individual analytical approaches, macroeconomic implications and implications for individual types of economic subjects. Standard mathematical and statistical tools are used in the course.
Syllabus
  • 1. The role of banks and financial markets in the financial system
    2. Typology of credit products for companies, legislation and its development
    3. Models of bank financing of companies
    4. Models for credit risk measurement and management
    5. Methodology of credit analyses
    6. Equilibrium and disequilibrium on the credit market, credit rationing, credit crunch
    7. Institutional aspects of Czech capital market and its development
    8. Theory and empirical models of capital markets
    9. Technical analysis and development of financial derivatives markets
    10. Futures and options contracts
    11. International financial markets
Literature
    required literature
  • CIBY, J. Advanced Credit Risk Analysis and Management. Chichester: John Wiley & Sons, 2013. ISBN 978-1-118-60491-5. info
  • MUSÍLEK, P. Trhy cenných papírů. Praha: Ekopress, 2011. ISBN 978-80-86929-70-5. info
  • JÍLEK, J. Akciové trhy a investování. Praha. Grada Publishing, 2009. ISBN 978-80-247-2963-3. info
  • VODOVÁ, P. Modelování trhu úvěrů v České republice. Karviná: SU OPF, 2009. ISBN 978-80-7248-539-0. info
  • FREIXAS, X., ROCHET, J.CH. Microeconomics of Banking. Massachusetts: The MIT Press Cambridge, 2008. ISBN 0-262-06270-4. info
    recommended literature
  • MADURA, J. International Financial Management. Stamford: Cengage Learning, 2012. ISBN 978-1-133-94783-7. info
  • HULL, J. C. Options, Futures and Other Derivatives. New Jersey: Prentice Hall, 2012. ISBN 978-0273759072. info
  • SAUNDERS, A., ALLEN, L. Credit Risk Measurement In and Out of the Financial Crisis. Hoboken: John Wiley & Sons, 2010. ISBN 978-0-470-47834-9. info
  • FABOZZI, F.J., MODIGLIANI, F. Capital Markets: Institutions and Instruments. London etc.: Prentice Hall, 2009. ISBN 978-0136026020. info
  • GERŠL, A., JAKUBÍK, P. Modely bankovního financování českých podniků a úvěrové riziko. In ČNB. Zpráva o finanční stabilitě 2008/2009, s. 90-98. Praha: ČNB, 2009. ISBN 978-80-87225-15-8. info
  • NEAVE, E. Modern Financial Systems. Theory and Applications. Hoboken: John Wiley & Sons, 2009. ISBN 978-0-470-41973-1. info
  • SAUNDERS, A., CORNETT, M.M. Financial Institutions Management: A Risk Management Approach. New York: McGraw-Hill, 2008. ISBN 978-007-126384-9. info
  • BESSIS, J. Risk Management in Banking. Chichester: John Wiley & Sons, 2002. ISBN 978-0-470-01913-9. info
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Information on the extent and intensity of the course: Přednáška 24 HOD/SEM.
Teacher's information
Seminar work up to 10-15 pages plus annexes and the defence during the exam
The course is also listed under the following terms Winter 2015, Summer 2016, Winter 2016, Summer 2017, Winter 2017, Summer 2018, Winter 2018, Summer 2019, Winter 2019, Summer 2020, Winter 2020, Summer 2021, Winter 2021, Winter 2024.
  • Enrolment Statistics (Summer 2022, recent)
  • Permalink: https://is.slu.cz/course/opf/summer2022/FIUDPBFT