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Financial Data Analysis

General data

Course ID:	2600-ERSM1FDA
Erasmus code / ISCED:	(unknown) / (unknown)
Course title:	Financial Data Analysis
Name in Polish:	Financial Data Analysis
Organizational unit:	Faculty of Management
Course groups:	(in Polish) Przedmioty dla studentów ERSAMUS na Wydziale Zarządzania UW w semestrze letnim
ECTS credit allocation (and other scores):	4.00 Basic information on ECTS credits allocation principles: the annual hourly workload of the student’s work required to achieve the expected learning outcomes for a given stage is 1500-1800h, corresponding to 60 ECTS; the student’s weekly hourly workload is 45 h; 1 ECTS point corresponds to 25-30 hours of student work needed to achieve the assumed learning outcomes; weekly student workload necessary to achieve the assumed learning outcomes allows to obtain 1.5 ECTS; work required to pass the course, which has been assigned 3 ECTS, constitutes 10% of the semester student load. view allocation of credits
Language:	English
Type of course:	elective courses
Short description:	The seminar aims to present types of financial data sources: public versus private. During the course students will be exposed to various econometric tools in the area of financial data analysis. Students will practice application of econometric modelling in testing links between financial phenomena
Full description:	1/ Data sources in financial analysis: public (WB, IMF, BIS, ECB, etc.) versus private and hand-collected. Simple analysis of financial data with application of Global Financial Development Database: summary descriptive statistics, correlation matrix. 2/ Analysis of links between efficiency – risks – competitition / market structure: - dimensions of efficiency, risks and competition / market structure - panel data modeling; the use of qualitative data in financial analysis – application of such data in econometric models, interaction terms analysis. 3/ Analysis of the link between capital ratios and bank loans growth using bank financial data on European commercial banks available from ORBIS Bank Focus database.
Bibliography:	Global Financial Development Database (available at the World Bank web page) and working papers related to it. Other materials, e.g. links to example regulatory standards, research papers (if necessary) shall be delivered during seminar.
Learning outcomes:	In the course students will learn to: - recognise various types of financial data (public, private and hand-collected) - analyse financial data (mainly panel data) with respect to descriptive analysis, correlation analysis and panel data regression analysis - explain and select the appropriate econometric tools best suited for an analysis of a particular financial phenomenon
Assessment methods and assessment criteria:	Projects: 1. Preliminary analysis of financial data, prepared individually 2. Research work prepared in teams

Classes in period "Summer semester 2023/24" (in progress)

Time span:	2024-02-19 - 2024-06-16	Selected timetable range: weekly course term Navigate to timetable
Type of class:	Seminar, 30 hours more information
Coordinators:	Małgorzata Olszak
Group instructors:	Małgorzata Olszak
Students list:	(inaccessible to you)
Examination:	examination or credit

Course descriptions are protected by copyright.
Copyright by University of Warsaw.