Akademia Finansów i Biznesu Vistula - Centralny System Uwierzytelniania
Strona główna

Credit Institutions Management FAM1SE03
Wykład (W) Semestr zimowy 2016/2017

Informacje o zajęciach (wspólne dla wszystkich grup)

Liczba godzin: 30
Limit miejsc: (brak limitu)
Zaliczenie: Zaliczenie na ocenę
Zakres tematów:

Bank as a financial intermediary ([1], pp. 3-21):

- Disintermediation in Anglo-Saxo banking systems,

- Different goals of lenders and borrowers,

- The role of banks in a society,

- Problems caused by asymmetric information,

- Benefits of financial intermediation to borrowers and society,

- Deposit- and non-deposit taking institutions

Adverse selection problems in banking and the methods to combat them ([1], pp. 9-15):

- Signaling and screening,

- Principal-agent problems,

- Relationship banking, Theories of financial intermediation:

- Delegated monitoring,

- Information gathering,

- Liquidity transformation,

- Commitment mechanism,

Traditional versus modern banking ([1], pp. 47-61):

- Banking restrictions ended throughout the 1980s,

- Differences between traditional and modern banking. Traditional versus modern banking -

continuation: - Retail and personal banking:

Commercial banks, savings banks, co-operative banks,

- building societies, credit unions, finance houses.

- Peer-to-peer lending organizations. 4. Bank financial management ([1], pp. 303-310)

- Off-balance-sheet business in banking

5. Derivative business in banking ([1], pp. 310-328) [3], pp. 299-311):

- How can credit derivatives be used in bank financial manage- ment?

5. Derivative business in banking ([1], pp. 310-328) [3], pp. 299-311):

- Swaps (currency swaps)

Basel Committee on Banking Supervision

Basel 1:

Capital adequacy (the Cooke ratio)Base 2: 3 pilars

- capital adequacy

- risk-asset ratio

- Tier 1 capital requirements

- 1996 amendments to 1988 Acord

- 4 categories of risky assets

Basel 3:

Higher minimum Tier 1 capital requirements

A capital conservation buffer

A countercyclical capital buffer

Minimum total capital ratio

High quality liquid assets HQLA

Systemically important banksCredit scoring:

FICO scores (example of application for FICO score)Discriminant method:

How to build an econometric model leading to Z-score (part 1)Discriminant method:

How to build an econometric model leading to Z-score based on data from real companies (part 2)Off-balance sheet business in banking:

(i) loan commitments (including overdrafts) (ii) financial guarantees

(including lettes of credit) (iii) securities underwritingDerivative business in banking:

- credit derivatives

- credit default swaps

- OTC markets (disadvantages and challenges)

- example of fixed-floating currency swap

Grupy zajęciowe

zobacz na planie zajęć

Grupa Termin(y) Prowadzący Miejsca Liczba osób w grupie / limit miejsc Akcje
1 (brak danych), (sala nieznana)
Leszek Zaremba 26/ szczegóły
Wszystkie zajęcia odbywają się w budynku:
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Właścicielem praw autorskich jest Akademia Finansów i Biznesu Vistula.
ul. Stokłosy 3
02-787 Warszawa
tel: +48 22 45 72 300 https://vistula.edu.pl/
kontakt deklaracja dostępności USOSweb 6.8.0.0-4 (2022-09-15)