JEM198 - Bank Asset and Liability Management

Credit: 5
Status: CSF - elective
English
ET - elective
F,FM and B - elective
Masters - all
MEF - elective
Semester - summer
Course supervisors: Ing. Viktor Kotlán PhD.
Ing. Michal Walos
Course homepage: JEM198
Literature: separate reading list for each lecture; general reference textbook: M. Choudhry: Bank asset and liability management, John Wiley & sons, 2007
Description: 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.
August 2022
MonTueWedThuFriSatSun
1234567
891011121314
15161718192021
22232425262728
293031    

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance
Česká Spořitelna
EY