JEM198 - Bank Asset and Liability Management

Kredit: 5
Role předmětu: Anglicky
CFS - elective
ET - povinně volitelný
F,FT a B - povinně volitelný
Magisterský - vše
MEF - elective
Semestr - letní
Garanti: Ing. Viktor Kotlán PhD.
Ing. Michal Walos
Stránky kurzu: JEM198
Literatura: separate reading list for each lecture; general reference textbook: M. Choudhry: Bank asset and liability management, John Wiley & sons, 2007
Popis: The course will provide a hands-on dive into how banks steer their balance sheets. The focus will be mainly on liquidity and interest rate (IR) risks and their steering. Students will understand how the IR position influences bank’s interest income and the value of its equity over time. Alternatives to steering the balance sheet via internal pricing of liquidity (FTP) and externally, via operations with bonds and interest rate derivatives, will be explained and practiced.

Partneři

ČSOB
Deloitte
McKinsey & Company

Sponzoři

CRIF