Bank Management 220751-D
Wykład (WYK) Semestr zimowy 2020/21

Legal framework for banking activity (bank, credit institutions branches, cross border operations); organizational model of modern bank (within distribution channels)

Banking products and services: customers segmentation, differentiating features of offers for each segment, impact of financial market integration

Selected issues of bank management (e.g. marketing, relationship management, human resources, quality, remuneration systems, reputation, CSR, investor relations)

Bank financial standing analysis: Polish accounting standards vs. IAS/IFRS

Bank efficiency assessment: value added methods, funds transfer pricing (FTP) and rules for setting the price of the product, unit costs and rules for setting the level of commissions.

Bank risk assessment with the use for VaR models: market risk, credit risk, operational risk and interest rate risk for banking book; application of derivatives and securitization. Role of Basel regulations. CRD IV/CRR.

Assets and liabilities management: determination of risk profile, liquidity and net interest margin (NIM) management, credit activity and procyclicality; impact of overall economic environment on ALM

Operational risk in banking. Examples of risk events (e.g. Barings, LTCM, SocGen). Business continuity planning (BCP) and management (BCM).

Capital management: regulatory and economic capital. Bank solvency

Integrated efficiency and risk management: products, customers and units; RORAC/RAROC models

Strategic planning: methods of strategic planning in the financial sector, setting strategy, successes and failures

Operational planning: setting financial plan and budgets; Sales plans and remuneration systems.