All course documents are available in Moodle - please self-enroll yourself: https://dl1.cuni.cz/course/view.php?id=15191

Please bring a laptop to the tutorials! - most exercises will be done in Excel and using a laptop will help you to participate effectively

Our lectures run each Wednesday at 5 pm, tutorials at 6:30 pm, Room 109

Preliminary program of the course

1. Understanding Banks' Balance Sheets

2. Credit Application

3. Credit Risk I: Measurement and management

4. Market Risk

5. Credit Risk II: IFRS 9 provisioning

6. Interest Rate Risk and Asset Liabilities Management (ALM)

Mid-term test

7. Capital Regulation of Banks

8. Solvency Stress Testing

9. Liquidity Risk and Liquidity Regulation

10. Guest Lecture 1 by Ceska Sporitelna

11. Guest Lecture 2 by Ceska Sporitelna

Final test