BME VIK - Üzleti információs rendszerek

A tantárgy neve magyarul / Name of the subject in Hungarian: Üzleti információs rendszerek

3. Course coordinator and department Dr. Levendovszky János,

4. Instructors

Dr. Levendovszky János, egyetemi tanár, Hálózati Rendszerek és Szolgáltatások Tanszék

Dr. Telcs András, egyetemi docens, Számítástudományi és Információelméleti Tanszék

7. Objectives, learning outcomes and obtained knowledge

The course provides a broad overview of the use of information technology in the financial services sector, an important industry sector for information technology professionals . The module provides exposure to and experience with different kinds of financial services software applications.

Upon successful completion of the module, students will understand the impact of IT on banking and markets; have knowledge of the learning-edge applications of information technology in financial services firms; understand financial automation and how IT is transforming the industry; understand how to implement computer based financial analysis and models; understand how to use financial decision support software; have knowledge of specific classes of financial information systems such as multi-lateral trading facilities (MTFs), and other market systems, trader workstations, funds transfer networks and back office system; and be able to apply the knowledge and understanding they have gained in real-world financial services contexts.

8. Synopsis

Introduction and overview of course topics	Information systems in the financial services industry, economic forces and transformations of financial activities and consumer payment habits
Financial software and analytic tools	Portfolio optimization, derivatives analysis software, position analysis and hedge construction in options markets value at risk simulation
Markets, trading and information technology	Exchange order matching and routing systems, on line markets for trading currency, equities, bonds and derivatives
Banking and payment processing systems	Payment processing in financial services, advances in payments and transaction technology, payment networks secure payments, electronic money
Financial markets infrastructure	Front-office and back-office systems, messaging and protocols for straight through processing (STP), after the trade: Clearance and settlement systems, disintermediation in primary markets and trading/secondary markets

9. Method of instruction

Előadás: heti 1 alkalom

Labor: heti 1 alkalom

10. Assessment

The course has the following assessment components:

· written examination (2.5 hours, 75 %);

· coursework section (2 pieces, 25 %)

To pass this course, students must:

· obtain average 40% on the coursework component;

· obtain an average of at least 50% when the coursework and exam components of the course is weighted together.

11. Recaps

1 Pzh, és ismétlő vizsgák

12. Consultations

Heti egy alkalommal

13. References, textbooks and resources

Weber,B. case and tutorials: “IT in the major international financial markets”, “Derivatives analysis tutorials with option simulator”, “compendium on payment systems”, “Optimark: computerizing block trading”, “Value at risk (VaR): a primer for VaR simulation analysis”

Fredman, R: “An introduction to financial technology”

14. Required learning hours and assignment

Kontakt óra	25
Félévközi készülés órákra	15
Felkészülés zárthelyire
Házi feladat elkészítése	15
Kijelölt írásos tananyag elsajátítása
Vizsgafelkészülés	25
Összesen

15. Syllabus prepared by

Dr. Levendovszky János

egyetemi tanár

Hálózati Rendszerek és Szolgáltatások Tanszék