2025/2026
Финансовый анализ и моделирование
Статус:
Маго-лего
Кто читает:
Департамент финансов
Где читается:
Санкт-Петербургская школа экономики и менеджмента
Когда читается:
2 модуль
Охват аудитории:
для своего кампуса
Язык:
английский
Кредиты:
3
Контактные часы:
32
Course Syllabus
Abstract
This discipline refers to a cycle of special disciplines and a block of disciplines that provide basic training.
The study of the discipline "Financial analysis" is based on the following disciplines: Economics of the enterprise; Company valuation Microeconomics; Accounting.
For the effective development of this academic discipline, students must have the following knowledge and competencies: know and understand the basics of the enterprise economy; have an idea about the management system at the enterprise; know the basics of business law; know the classification of costs and types of costing.
Learning Objectives
- Learn to make analysis of financial statements, make conclusions upon the financial performance and position of a company
- Analyze financial statements and financial reports of companies of different industries
- Learn how to analyze banking financial state
- Describe and explain essential principles of forecasting financial statements
- Learn how to build pro-forma statements
- Identify and apply various approaches to forecasting of financial statements
Expected Learning Outcomes
- Identify financial strengths, weaknesses and relationships in the position of the company
- Understanding financial risk and its impact on the company's operations
- Understand basic tools of financial management and financial calculations
- Know the importance of detecting fraud in financial statements and other documents related to a company's business life and reputation
- Possess methods of fraud detection based on financial statements (Beneish's M-score, Benford's law, matched time series analysis)
- Know what the financial health of a company is and what components it consists of
- Analyse the financial health of the company, selecting appropriate methods of analysis
- Build models to predict the financial health of a company
- Assessment of the financial position of the company using traditional and modern istruments
- Knowledge of basic algorithms for building and applying financial distress prediction models and the ability to apply them to the performance of a particular company
Course Contents
- Topic 1. Analysis of the financial statements
- Topic 2. Predicting financial distress of companies:indicators and models
- Topic 3. Fraud detection methods
- Topic 4. Financial health of the Company
- Topic 5. Financial modelling
Assessment Elements
- Analysis of the financial statements
- Fraud detection methods
- Predicting financial distress of companies: indicators and models
- Financial health of the Company
Interim Assessment
- 2025/2026 2nd module0.1 * Analysis of the financial statements + 0.4 * Financial health of the Company + 0.4 * Fraud detection methods + 0.1 * Predicting financial distress of companies: indicators and models
Bibliography
Recommended Core Bibliography
- Financial Statement Fraud and Financial Stability. (2019). Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsbas&AN=edsbas.A19809A6
- Казакова Н.А., Дун И.Р., Бобкова М.П. - Financial analysis: collection of case studies - НИЦ ИНФРА-М - 2018 - https://znanium.ru/catalog/product/972205 - 972205 - ZNANIUM
Recommended Additional Bibliography
- DeAngelo, H., DeAngelo, L., & Wruck, K. H. (2002). Asset liquidity, debt covenants, and managerial discretion in financial distress:*1: the collapse of L.A. Gear. Journal of Financial Economics, (1), 3. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsrep&AN=edsrep.a.eee.jfinec.v64y2002i1p3.34