Wydział Ekonomiczny - Economics (S1)
specjalność: Property Valuation and Real Estate Transactions
Sylabus przedmiotu Credit Risk:
Informacje podstawowe
| Kierunek studiów | Economics | ||
|---|---|---|---|
| Forma studiów | studia stacjonarne | Poziom | pierwszego stopnia |
| Tytuł zawodowy absolwenta | licencjat | ||
| Obszary studiów | charakterystyki PRK | ||
| Profil | ogólnoakademicki | ||
| Moduł | — | ||
| Przedmiot | Credit Risk | ||
| Specjalność | Accounting and Finance in Economic Entities | ||
| Jednostka prowadząca | Katedra Ekonomii, Finansów i Rachunkowości | ||
| Nauczyciel odpowiedzialny | Dawid Dawidowicz <Dawid.Dawidowicz@zut.edu.pl> | ||
| Inni nauczyciele | Dawid Dawidowicz <Dawid.Dawidowicz@zut.edu.pl> | ||
| ECTS (planowane) | 1,0 | ECTS (formy) | 1,0 |
| Forma zaliczenia | zaliczenie | Język | polski |
| Blok obieralny | — | Grupa obieralna | — |
Wymagania wstępne
| KOD | Wymaganie wstępne |
|---|---|
| W-1 | Knowledge of the basics of banking. |
| W-2 | Knowledge of the basics of macro and microeconomics. |
| W-3 | Knowledge of the basics of corporate finance. |
Cele przedmiotu
| KOD | Cel modułu/przedmiotu |
|---|---|
| C-1 | The student should learn the principles of analyzing and managing banking risk, including credit risk. |
| C-2 | The student should have the ability to assess the creditworthiness of individual and institutional clients. |
| C-3 | The student should know the credit risk measurement methods. |
| C-4 | The student should know how to secure credit risk. |
| C-5 | The student should know the basic debt collection procedures. |
| C-6 | The student is aware of the need to constantly deepen her/his knowledge. |
Treści programowe z podziałem na formy zajęć
| KOD | Treść programowa | Godziny |
|---|---|---|
| wykłady | ||
| T-W-1 | The concept and classification of credit risk. | 2 |
| T-W-2 | The concept of creditworthiness - as determinants of credit risk management. | 2 |
| T-W-3 | Assessment of creditworthiness of individual and institutional clients. | 2 |
| T-W-4 | Credit risk measurement methods. | 2 |
| T-W-5 | Credit collateral classification. | 2 |
| T-W-6 | Credit monitoring. | 2 |
| T-W-7 | Debt collection and restructuring activities at the banks. | 2 |
| T-W-8 | Passing lectures. | 1 |
| 15 | ||
Obciążenie pracą studenta - formy aktywności
| KOD | Forma aktywności | Godziny |
|---|---|---|
| wykłady | ||
| A-W-1 | Reading the indicated literature. | 3 |
| A-W-2 | Participation in the classes. | 15 |
| A-W-3 | Preparing for the assessment | 5 |
| A-W-4 | Preparing for the classes. | 2 |
| 25 | ||
Metody nauczania / narzędzia dydaktyczne
| KOD | Metoda nauczania / narzędzie dydaktyczne |
|---|---|
| M-1 | Information lecture. |
| M-2 | Conversation lecture. |
| M-3 | Problem lecture. |
| M-4 | Case method. |
Sposoby oceny
| KOD | Sposób oceny |
|---|---|
| S-1 | Ocena podsumowująca: Passing the lecture test or oral or written assessment |
Zamierzone efekty uczenia się - wiedza
| Zamierzone efekty uczenia się | Odniesienie do efektów kształcenia dla kierunku studiów | Odniesienie do efektów zdefiniowanych dla obszaru kształcenia | Cel przedmiotu | Treści programowe | Metody nauczania | Sposób oceny |
|---|---|---|---|---|---|---|
| Ec_1A_D6/08_W01 The student knows the types of credit risk protection. | Ec_1A_W02 | — | C-4 | T-W-5, T-W-8 | M-1, M-3, M-4 | S-1 |
| Ec_1A_D6/08_W02 The student has basic knowledge in the processes related to credit monitoring and knows the basic methods of debt collection. | Ec_1A_W05, Ec_1A_W09 | — | C-5 | T-W-6, T-W-7 | M-1, M-3, M-4 | S-1 |
| Ec_1A_D6/08_W03 The student knows the methods of risk assessment, and methods for assessing the creditworthiness of entities. | Ec_1A_W06, Ec_1A_W08, Ec_1A_W12 | — | C-1, C-2, C-3 | T-W-1, T-W-2, T-W-3, T-W-4 | M-1, M-2, M-3, M-4 | S-1 |
Zamierzone efekty uczenia się - umiejętności
| Zamierzone efekty uczenia się | Odniesienie do efektów kształcenia dla kierunku studiów | Odniesienie do efektów zdefiniowanych dla obszaru kształcenia | Cel przedmiotu | Treści programowe | Metody nauczania | Sposób oceny |
|---|---|---|---|---|---|---|
| Ec_1A_D6/08_U01 The student should be able to choose the appropriate tools to manage the bank's credit risk. | Ec_1A_U02, Ec_1A_U21 | — | C-1, C-3 | T-W-1, T-W-3, T-W-4 | M-1, M-3, M-4 | S-1 |
| Ec_1A_D6/08_U02 The student is able to assess the creditworthiness of individuals and business entities. | Ec_1A_U04 | — | C-2 | T-W-1, T-W-2, T-W-3, T-W-4, T-W-8 | M-1, M-2, M-3, M-4 | S-1 |
Zamierzone efekty uczenia się - inne kompetencje społeczne i personalne
| Zamierzone efekty uczenia się | Odniesienie do efektów kształcenia dla kierunku studiów | Odniesienie do efektów zdefiniowanych dla obszaru kształcenia | Cel przedmiotu | Treści programowe | Metody nauczania | Sposób oceny |
|---|---|---|---|---|---|---|
| Ec_1A_D6/08_K01 The student is aware of his knowledge and the need for continuous learning. | Ec_1A_K01 | — | C-6 | T-W-2, T-W-3, T-W-4, T-W-5, T-W-6, T-W-7 | M-1 | S-1 |
Kryterium oceny - wiedza
| Efekt uczenia się | Ocena | Kryterium oceny |
|---|---|---|
| Ec_1A_D6/08_W01 The student knows the types of credit risk protection. | 2,0 | The student does not know the credit risk security |
| 3,0 | The student has a basic knowledge of at least one method how to secure credit risk. | |
| 3,5 | The student has a basic knowledge of at least two ways to secure credit risk. | |
| 4,0 | The student has a basic knowledge of at least two ways to secure credit risk. | |
| 4,5 | The student has a basic knowledge of at least three ways to secure credit risk. | |
| 5,0 | The student has a basic knowledge of at least four ways to secure credit risk. | |
| Ec_1A_D6/08_W02 The student has basic knowledge in the processes related to credit monitoring and knows the basic methods of debt collection. | 2,0 | The student has no knowledge of procedures related to credit monitoring and does not know the methods of debt collection. |
| 3,0 | The student has knowledge of basic procedures related to credit monitoring. | |
| 3,5 | The student has knowledge of basic procedures related to credit monitoring and understands credit monitoring considerably. | |
| 4,0 | The student has knowledge of basic procedures related to credit monitoring and understands credit monitoring considerably, in addition, the student knows the basic procedures of the view | |
| 4,5 | The student has knowledge of basic procedures related to credit monitoring and understands credit monitoring considerably, in addition, the student knows the basic procedures and methods of debt collection | |
| 5,0 | The student has a very good knowledge of the basic procedures related to credit monitoring and understands credit monitoring considerably, moreover, the student knows the basic procedures and methods of debt visibility. | |
| Ec_1A_D6/08_W03 The student knows the methods of risk assessment, and methods for assessing the creditworthiness of entities. | 2,0 | The student does not know the methods of risk assessment and assessment of the creditworthiness of entities. |
| 3,0 | The student has knowledge of risk assessment methods. | |
| 3,5 | The student has knowledge of risk assessment methods and understands the need to carry them out, understands the importance of assessing the creditworthiness of entities. | |
| 4,0 | The student has knowledge of risk assessment methods and understands the need to carry them out, understands the importance of assessing the creditworthiness of entities, knows how to assess the creditworthiness of individuals. | |
| 4,5 | The student has knowledge of risk assessment methods and understands the need to carry them out, understands the importance of assessing the creditworthiness of entities, knows how to assess the creditworthiness of individuals and institutional entities. | |
| 5,0 | The student has a very good knowledge of risk assessment methods and understands the need to carry them out, understands the importance of assessing the creditworthiness of entities, knows how to assess the creditworthiness of individuals and institutional entities. |
Kryterium oceny - umiejętności
| Efekt uczenia się | Ocena | Kryterium oceny |
|---|---|---|
| Ec_1A_D6/08_U01 The student should be able to choose the appropriate tools to manage the bank's credit risk. | 2,0 | The student can not choose the instruments to manage credit risk. |
| 3,0 | The student is able to select at least one instrument to manage credit risk. | |
| 3,5 | The student can choose at least two instruments to manage credit risk. | |
| 4,0 | The student is able to choose at least three instruments to manage credit risk. | |
| 4,5 | Student is able to choose at least four instruments to manage credit risk, is able to determine the advantages of the indicated instruments in relation to the others. | |
| 5,0 | The student is able to choose at least four instruments to manage credit risk, she/he can determine the advantages of the indicated instruments in relation to the others. | |
| Ec_1A_D6/08_U02 The student is able to assess the creditworthiness of individuals and business entities. | 2,0 | The student is not able to assess the creditworthiness of entities. |
| 3,0 | The student is able to make an initial assessment of the creditworthiness of individuals. | |
| 3,5 | The student is able to make an initial assessment of the creditworthiness of individuals and institutional entities. | |
| 4,0 | The student is able to assess the creditworthiness of individuals and the initial assessment of institutional entities. | |
| 4,5 | The student is able to assess the creditworthiness of individuals and the assessment of institutional entities. | |
| 5,0 | The student can very well assess the creditworthiness of individuals and institutional entities. |
Kryterium oceny - inne kompetencje społeczne i personalne
| Efekt uczenia się | Ocena | Kryterium oceny |
|---|---|---|
| Ec_1A_D6/08_K01 The student is aware of his knowledge and the need for continuous learning. | 2,0 | The student does not understand the need to deepen the knowledge about credit risk. |
| 3,0 | The student is aware of his knowledge and understands the need to constantly increase her/his knowledge. | |
| 3,5 | ||
| 4,0 | ||
| 4,5 | ||
| 5,0 |
Literatura podstawowa
- Darrell Duffie, Kenneth J. Singleton, Credit Risk: Pricing, Measurement, and Management, Princeton University Press, 2003
- Ammann, Manuel, Credit Risk Valuation Methods, Models, and Applications, Springer-Verlag Berlin Heidelberg, 2001
- Ciby Joseph, ADVANCED CREDIT RISK ANALYSIS & MANAGEMENT, John Wiley & Sons, Inc, 2013
- Maciej Wiatr, Zarządzanie indywidualnym ryzykiem kredytowym, Elementy systemu, Oficyna Wydawnicza SGH, Warszawa, 2011, II
- Wiesław Żółtkowski, Zarządzanie ryzykiem bankowym w praktyce, CeDeWu, Warszawa, 2008
- Tadeusz Kaczmarek, Ryzyko i zarządzanie ryzykiem. Ujęcie interdyscyplinarne, Difin, Warszawa, 2008
- Mirosław Wójciak, Metody oceny ryzyka kredytowego, PWE, Warszawa, 2007
- Stanisława Ryżewska, Bankowa analiza przedsiębiorstwa na potrzeby oceny ryzyka kredytowego, Bankowy Ośrodek Doradztwa i Edukacji, Warszawa, 2009
- Wang Xiaogang, Analysis of Bank Credit Risk Evaluation Model Based on BP Neural Network, Computational Intelligence & Neuroscience, 3/10/2022, pp. 1-11, 2022, Access through the EBSCO database https://web.s.ebscohost.com/ehost/pdfviewer/pdfviewer?vid=10&sid=eaacb65f-6529-4bda-890b-4cfb682ff556%40redis
Literatura dodatkowa
- Izabela Emerling, Działalność kredytowa banku komercyjnego, Marina, PWN, 2008
- Radosław Kałużny, Pomiar ryzyka kredytowego banku. Aspekty finansowe i rachunkowe, PWN, Warszawa, 2009