Financial Data Analysis 2600-ERSM1FDA
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.
Type of course
Course coordinators
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 criteria
Projects:
1. Preliminary analysis of financial data, prepared individually
2. Research work prepared in teams
Additional information
Additional information (registration calendar, class conductors, localization and schedules of classes), might be available in the USOSweb system: