Zachodniopomorski Uniwersytet Technologiczny w Szczecinie

Wydział Ekonomiczny - Economics (S1)
specjalność: Accounting and Finance in Economic Entities

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 Analizy Systemowej i Marketingu
Nauczyciel odpowiedzialny Dawid Dawidowicz <Dawid.Dawidowicz@zut.edu.pl>
Inni nauczyciele Dawid Dawidowicz <Dawid.Dawidowicz@zut.edu.pl>
ECTS (planowane) 2,0 ECTS (formy) 2,0
Forma zaliczenia zaliczenie Język polski
Blok obieralny Grupa obieralna

Formy dydaktyczne

Forma dydaktycznaKODSemestrGodzinyECTSWagaZaliczenie
wykładyW6 15 2,01,00zaliczenie

Wymagania wstępne

KODWymaganie wstępne
W-1Knowledge of the basics of banking.
W-2Knowledge of the basics of macro and microeconomics.
W-3Knowledge of the basics of corporate finance.

Cele przedmiotu

KODCel modułu/przedmiotu
C-1The student should learn the principles of analyzing and managing banking risk, including credit risk.
C-2The student should have the ability to assess the creditworthiness of individual and institutional clients.
C-3The student should know the credit risk measurement methods.
C-4The student should know how to secure credit risk.
C-5The student should know the basic debt collection procedures.
C-6The student is aware of the need to constantly deepen her/his knowledge.

Treści programowe z podziałem na formy zajęć

KODTreść programowaGodziny
wykłady
T-W-1The concept and classification of credit risk.2
T-W-2The concept of creditworthiness - as determinants of credit risk management.2
T-W-3Assessment of creditworthiness of individual and institutional clients.2
T-W-4Credit risk measurement methods.2
T-W-5Credit collateral classification.2
T-W-6Credit monitoring.2
T-W-7Debt collection and restructuring activities at the banks.2
T-W-8Passing lectures.1
15

Obciążenie pracą studenta - formy aktywności

KODForma aktywnościGodziny
wykłady
A-W-1Reading the indicated literature.15
A-W-2Participation in the classes.15
A-W-3Preparing for the classes.15
A-W-4Preparing for the exam.15
60

Metody nauczania / narzędzia dydaktyczne

KODMetoda nauczania / narzędzie dydaktyczne
M-1Information lecture.
M-2Conversation lecture.
M-3Problem lecture.
M-4Case method.

Sposoby oceny

KODSposób oceny
S-1Ocena podsumowująca: Passing the lecture in oral or written form.

Zamierzone efekty uczenia się - wiedza

Zamierzone efekty uczenia sięOdniesienie do efektów kształcenia dla kierunku studiówOdniesienie do efektów zdefiniowanych dla obszaru kształceniaCel przedmiotuTreści programoweMetody nauczaniaSposób oceny
E_1A_D11/7_W01
The student knows the types of credit risk protection.
E_1A_W02C-4T-W-5M-1, M-3, M-4S-1
E_1A_D11/7_W02
The student has basic knowledge in the processes related to credit monitoring and knows the basic methods of debt collection.
E_1A_W05, E_1A_W09C-5T-W-6, T-W-7M-1, M-3, M-4S-1
E_1A_D11/7_W03
The student knows the methods of risk assessment, and methods for assessing the creditworthiness of entities.
E_1A_W06, E_1A_W08, E_1A_W12C-3, C-1, C-2T-W-1, T-W-2, T-W-3, T-W-4M-1, M-2, M-3, M-4S-1

Zamierzone efekty uczenia się - umiejętności

Zamierzone efekty uczenia sięOdniesienie do efektów kształcenia dla kierunku studiówOdniesienie do efektów zdefiniowanych dla obszaru kształceniaCel przedmiotuTreści programoweMetody nauczaniaSposób oceny
E_1A_D11/7_U01
The student should be able to choose the appropriate tools to manage the bank's credit risk.
E_1A_U02, E_1A_U21C-3, C-1T-W-1, T-W-3, T-W-4M-1, M-3, M-4S-1
E_1A_D11/7_U02
The student is able to assess the creditworthiness of individuals and business entities.
E_1A_U04C-2T-W-8, T-W-1, T-W-2, T-W-3, T-W-4M-1, M-2, M-3, M-4S-1

Zamierzone efekty uczenia się - inne kompetencje społeczne i personalne

Zamierzone efekty uczenia sięOdniesienie do efektów kształcenia dla kierunku studiówOdniesienie do efektów zdefiniowanych dla obszaru kształceniaCel przedmiotuTreści programoweMetody nauczaniaSposób oceny
E_1A_D11/7_K01
The student is aware of his knowledge and the need for continuous learning.
E_1A_K01C-6T-W-6, T-W-2, T-W-3, T-W-4, T-W-5, T-W-7M-1S-1

Kryterium oceny - wiedza

Efekt uczenia sięOcenaKryterium oceny
E_1A_D11/7_W01
The student knows the types of credit risk protection.
2,0The student does not know the credit risk security
3,0The student has a basic knowledge of at least one method how to secure credit risk.
3,5The student has a basic knowledge of at least two ways to secure credit risk.
4,0The student has a basic knowledge of at least two ways to secure credit risk.
4,5The student has a basic knowledge of at least three ways to secure credit risk.
5,0The student has a basic knowledge of at least four ways to secure credit risk.
E_1A_D11/7_W02
The student has basic knowledge in the processes related to credit monitoring and knows the basic methods of debt collection.
2,0The student has no knowledge of procedures related to credit monitoring and does not know the methods of debt collection.
3,0The student has knowledge of basic procedures related to credit monitoring.
3,5The student has knowledge of basic procedures related to credit monitoring and understands credit monitoring considerably.
4,0The 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
4,5The 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
5,0The 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.
E_1A_D11/7_W03
The student knows the methods of risk assessment, and methods for assessing the creditworthiness of entities.
2,0The student does not know the methods of risk assessment and assessment of the creditworthiness of entities.
3,0The student has knowledge of risk assessment methods.
3,5The student has knowledge of risk assessment methods and understands the need to carry them out, understands the importance of assessing the creditworthiness of entities.
4,0The 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.
4,5The 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.
5,0The 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 sięOcenaKryterium oceny
E_1A_D11/7_U01
The student should be able to choose the appropriate tools to manage the bank's credit risk.
2,0The student can not choose the instruments to manage credit risk.
3,0The student is able to select at least one instrument to manage credit risk.
3,5The student can choose at least two instruments to manage credit risk.
4,0The student is able to choose at least three instruments to manage credit risk.
4,5Student 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.
5,0The 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.
E_1A_D11/7_U02
The student is able to assess the creditworthiness of individuals and business entities.
2,0The student is not able to assess the creditworthiness of entities.
3,0The student is able to make an initial assessment of the creditworthiness of individuals.
3,5The student is able to make an initial assessment of the creditworthiness of individuals and institutional entities.
4,0The student is able to assess the creditworthiness of individuals and the initial assessment of institutional entities.
4,5The student is able to assess the creditworthiness of individuals and the assessment of institutional entities.
5,0The student can very well assess the creditworthiness of individuals and institutional entities.

Kryterium oceny - inne kompetencje społeczne i personalne

Efekt uczenia sięOcenaKryterium oceny
E_1A_D11/7_K01
The student is aware of his knowledge and the need for continuous learning.
2,0The student does not understand the need to deepen the knowledge about credit risk.
3,0The 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

  1. Darrell Duffie, Kenneth J. Singleton, Credit Risk: Pricing, Measurement, and Management, Princeton University Press, 2003
  2. Ammann, Manuel, Credit Risk Valuation Methods, Models, and Applications, Springer-Verlag Berlin Heidelberg, 2001
  3. Ciby Joseph, ADVANCED CREDIT RISK ANALYSIS & MANAGEMENT, John Wiley & Sons, Inc, 2013
  4. Maciej Wiatr, Zarządzanie indywidualnym ryzykiem kredytowym, Elementy systemu, Oficyna Wydawnicza SGH, Warszawa, 2011, II
  5. Wiesław Żółtkowski, Zarządzanie ryzykiem bankowym w praktyce, CeDeWu, Warszawa, 2008
  6. Tadeusz Kaczmarek, Ryzyko i zarządzanie ryzykiem. Ujęcie interdyscyplinarne, Difin, Warszawa, 2008
  7. Mirosław Wójciak, Metody oceny ryzyka kredytowego, PWE, Warszawa, 2007
  8. Stanisława Ryżewska, Bankowa analiza przedsiębiorstwa na potrzeby oceny ryzyka kredytowego, Bankowy Ośrodek Doradztwa i Edukacji, Warszawa, 2009

Literatura dodatkowa

  1. Izabela Emerling, Działalność kredytowa banku komercyjnego, Marina, PWN, 2008
  2. Radosław Kałużny, Pomiar ryzyka kredytowego banku. Aspekty finansowe i rachunkowe, PWN, Warszawa, 2009

Treści programowe - wykłady

KODTreść programowaGodziny
T-W-1The concept and classification of credit risk.2
T-W-2The concept of creditworthiness - as determinants of credit risk management.2
T-W-3Assessment of creditworthiness of individual and institutional clients.2
T-W-4Credit risk measurement methods.2
T-W-5Credit collateral classification.2
T-W-6Credit monitoring.2
T-W-7Debt collection and restructuring activities at the banks.2
T-W-8Passing lectures.1
15

Formy aktywności - wykłady

KODForma aktywnościGodziny
A-W-1Reading the indicated literature.15
A-W-2Participation in the classes.15
A-W-3Preparing for the classes.15
A-W-4Preparing for the exam.15
60
(*) 1 punkt ECTS, odpowiada około 30 godzinom aktywności studenta
PoleKODZnaczenie kodu
Zamierzone efekty uczenia sięE_1A_D11/7_W01The student knows the types of credit risk protection.
Odniesienie do efektów kształcenia dla kierunku studiówE_1A_W02Zna podstawowe formy instytucji społecznych (publicznych, kulturowych, politycznych, prawnych, ekonomicznych) oraz ich struktury
Cel przedmiotuC-4The student should know how to secure credit risk.
Treści programoweT-W-5Credit collateral classification.
Metody nauczaniaM-1Information lecture.
M-3Problem lecture.
M-4Case method.
Sposób ocenyS-1Ocena podsumowująca: Passing the lecture in oral or written form.
Kryteria ocenyOcenaKryterium oceny
2,0The student does not know the credit risk security
3,0The student has a basic knowledge of at least one method how to secure credit risk.
3,5The student has a basic knowledge of at least two ways to secure credit risk.
4,0The student has a basic knowledge of at least two ways to secure credit risk.
4,5The student has a basic knowledge of at least three ways to secure credit risk.
5,0The student has a basic knowledge of at least four ways to secure credit risk.
PoleKODZnaczenie kodu
Zamierzone efekty uczenia sięE_1A_D11/7_W02The student has basic knowledge in the processes related to credit monitoring and knows the basic methods of debt collection.
Odniesienie do efektów kształcenia dla kierunku studiówE_1A_W05Ma podstawową wiedzę o człowieku jako podmiocie tworzącym i działającym w strukturach społeczno-gospodarczych oraz zna prawidłowości związane z ich funkcjonowaniem
E_1A_W09Ma usystematyzowaną wiedzę o zasadach i normach etycznych i moralnych w działalności gospodarczej
Cel przedmiotuC-5The student should know the basic debt collection procedures.
Treści programoweT-W-6Credit monitoring.
T-W-7Debt collection and restructuring activities at the banks.
Metody nauczaniaM-1Information lecture.
M-3Problem lecture.
M-4Case method.
Sposób ocenyS-1Ocena podsumowująca: Passing the lecture in oral or written form.
Kryteria ocenyOcenaKryterium oceny
2,0The student has no knowledge of procedures related to credit monitoring and does not know the methods of debt collection.
3,0The student has knowledge of basic procedures related to credit monitoring.
3,5The student has knowledge of basic procedures related to credit monitoring and understands credit monitoring considerably.
4,0The 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
4,5The 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
5,0The 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.
PoleKODZnaczenie kodu
Zamierzone efekty uczenia sięE_1A_D11/7_W03The student knows the methods of risk assessment, and methods for assessing the creditworthiness of entities.
Odniesienie do efektów kształcenia dla kierunku studiówE_1A_W06Zna metody i narzędzia pozyskiwania, przetwarzania i prezentacji danych (w tym informatyczne) dotyczące zjawisk i procesów społeczno-gospodarczych
E_1A_W08Zna podstawowe normy i reguły prawno-organizacyjne warunkujące funkcjonowanie podmiotów gospodarczych i instytucji społecznych, ich naturę i sposoby działania
E_1A_W12Ma podstawową wiedzę o metodach analizy ekonomiczno-finansowej oraz planowania
Cel przedmiotuC-3The student should know the credit risk measurement methods.
C-1The student should learn the principles of analyzing and managing banking risk, including credit risk.
C-2The student should have the ability to assess the creditworthiness of individual and institutional clients.
Treści programoweT-W-1The concept and classification of credit risk.
T-W-2The concept of creditworthiness - as determinants of credit risk management.
T-W-3Assessment of creditworthiness of individual and institutional clients.
T-W-4Credit risk measurement methods.
Metody nauczaniaM-1Information lecture.
M-2Conversation lecture.
M-3Problem lecture.
M-4Case method.
Sposób ocenyS-1Ocena podsumowująca: Passing the lecture in oral or written form.
Kryteria ocenyOcenaKryterium oceny
2,0The student does not know the methods of risk assessment and assessment of the creditworthiness of entities.
3,0The student has knowledge of risk assessment methods.
3,5The student has knowledge of risk assessment methods and understands the need to carry them out, understands the importance of assessing the creditworthiness of entities.
4,0The 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.
4,5The 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.
5,0The 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.
PoleKODZnaczenie kodu
Zamierzone efekty uczenia sięE_1A_D11/7_U01The student should be able to choose the appropriate tools to manage the bank's credit risk.
Odniesienie do efektów kształcenia dla kierunku studiówE_1A_U02Potrafi zastosować podstawową wiedzę teoretyczną i pozyskiwać dane do analizowania konkretnych procesów i zjawisk społeczno-gospodarczych
E_1A_U21Posiada umiejętność uczenia się przez całe życie
Cel przedmiotuC-3The student should know the credit risk measurement methods.
C-1The student should learn the principles of analyzing and managing banking risk, including credit risk.
Treści programoweT-W-1The concept and classification of credit risk.
T-W-3Assessment of creditworthiness of individual and institutional clients.
T-W-4Credit risk measurement methods.
Metody nauczaniaM-1Information lecture.
M-3Problem lecture.
M-4Case method.
Sposób ocenyS-1Ocena podsumowująca: Passing the lecture in oral or written form.
Kryteria ocenyOcenaKryterium oceny
2,0The student can not choose the instruments to manage credit risk.
3,0The student is able to select at least one instrument to manage credit risk.
3,5The student can choose at least two instruments to manage credit risk.
4,0The student is able to choose at least three instruments to manage credit risk.
4,5Student 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.
5,0The 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.
PoleKODZnaczenie kodu
Zamierzone efekty uczenia sięE_1A_D11/7_U02The student is able to assess the creditworthiness of individuals and business entities.
Odniesienie do efektów kształcenia dla kierunku studiówE_1A_U04Potrafi identyfikować struktury rynku i dobrać podstawowe narzędzia i metody ich pomiaru
Cel przedmiotuC-2The student should have the ability to assess the creditworthiness of individual and institutional clients.
Treści programoweT-W-8Passing lectures.
T-W-1The concept and classification of credit risk.
T-W-2The concept of creditworthiness - as determinants of credit risk management.
T-W-3Assessment of creditworthiness of individual and institutional clients.
T-W-4Credit risk measurement methods.
Metody nauczaniaM-1Information lecture.
M-2Conversation lecture.
M-3Problem lecture.
M-4Case method.
Sposób ocenyS-1Ocena podsumowująca: Passing the lecture in oral or written form.
Kryteria ocenyOcenaKryterium oceny
2,0The student is not able to assess the creditworthiness of entities.
3,0The student is able to make an initial assessment of the creditworthiness of individuals.
3,5The student is able to make an initial assessment of the creditworthiness of individuals and institutional entities.
4,0The student is able to assess the creditworthiness of individuals and the initial assessment of institutional entities.
4,5The student is able to assess the creditworthiness of individuals and the assessment of institutional entities.
5,0The student can very well assess the creditworthiness of individuals and institutional entities.
PoleKODZnaczenie kodu
Zamierzone efekty uczenia sięE_1A_D11/7_K01The student is aware of his knowledge and the need for continuous learning.
Odniesienie do efektów kształcenia dla kierunku studiówE_1A_K01Samodzielnej pracy oraz pracy w zespole (słuchanie, negocjacje, perswazja, prezentacja)
Cel przedmiotuC-6The student is aware of the need to constantly deepen her/his knowledge.
Treści programoweT-W-6Credit monitoring.
T-W-2The concept of creditworthiness - as determinants of credit risk management.
T-W-3Assessment of creditworthiness of individual and institutional clients.
T-W-4Credit risk measurement methods.
T-W-5Credit collateral classification.
T-W-7Debt collection and restructuring activities at the banks.
Metody nauczaniaM-1Information lecture.
Sposób ocenyS-1Ocena podsumowująca: Passing the lecture in oral or written form.
Kryteria ocenyOcenaKryterium oceny
2,0The student does not understand the need to deepen the knowledge about credit risk.
3,0The student is aware of his knowledge and understands the need to constantly increase her/his knowledge.
3,5
4,0
4,5
5,0