National Repository of Grey Literature 16 records found  1 - 10next  jump to record: Search took 0.01 seconds. 
Stress tests conducted by Czech National Bank and market risk modelling in big Czech banks
Fedynets, Yuriy ; Šedivý, Jan (advisor) ; Dvořák, Michal (referee)
This bachelor thesis deals with bank stress testing practices and risk modelling, risk measurement and risk management in banking sector. The theoretical part is focused on definition and description of different types of market risk, models and instruments used for their measurement, regulation, explanation of the nature of stress tests and their further classification. Output of the practical part includes analysis of stress tests conducted by Czech National Bank in recent years and their comparison with reality, replication of VaR calculation of the foreign exchange instruments of the real banking portfolio and measurement of the impact of the adverse market events on the banks financial situation.
Comparison of the regulatory and market approach to counterparty risk
Synková, Kateřina ; Šedivý, Jan (advisor) ; Metrah, Samy (referee)
The bachelor thesis deals with a specific type of credit risk, counterparty risk. Theoretical part describes the difference between traditional credit risk and counterparty risk, the individual components of counterparty risk and modelling of these components. Methods of measurement, mitigating and managing the risk are described here. The focus is on the regulatory perspective and capital requirements associated with counterparty risk. The second part compares the quantification of the Standardized CVA Capital Charge and the calculation of unilateral CVA. The value of unilateral CVA is converted to the annual Value at Risk by historical simulation method. The expected future exposure is calculated under the Standardized Approach and the approach is described here.
Successful lobbying strategy of Inventura demokracie, case study of NGO's lobbying
Šedivý, Jan ; Muhič Dizdarevič, Selma (advisor) ; Jelínková, Marie (referee)
The study aims to describe comprehensively the lobbing strategy of student's nongovernmental organization called Inventura demokracie. The first part determinates basic terms. The second part examines the theory of lobbing, civil society, and state. The third part analyses lobbing of Inventura demokracie in practice. Finally, the fourth part brings us conclusions and recommendations. Powered by TCPDF (www.tcpdf.org)
The reconstruction of the prestressed railway bridge
Macková, Lucie ; Šedivý, Jan (referee) ; Klusáček, Ladislav (advisor)
Diploma thesis describes the design of main structure reinforcement of the railway bridge ,,Gagarin’’ in the 5,872 km of route Český Těšín – Ostrava Kunčice. Reinforcement is achieved by combination of composite slab-shaped channel with the continuous gravel ballast and free additional prestressing cables. There are 3 variants for which the design and assessment of main structure is performed. Evaluation of the options is performed on basis of calculations. There are made additional calculations and drawings for best variant.
Credit risk management in banks
Pětníková, Tereza ; Blahová, Naděžda (advisor) ; Šedivý, Jan (referee)
The subject of this diploma thesis is managing credit risk in banks, as the most significant risk faced by banks. The aim of this work is to define the basic techniques, tools and methods that are used by banks to manage credit risk. The first part of this work focuses on defining these procedures and describes the entire process of credit risk management, from the definition of credit risk, describing credit strategy and policy, organizational structure, defining the most used credit risk mitigation tools to the regulatory requirements for credit risk management. The second part gives a more detailed view to credit risk measurement and evaluation and possibilities of credit risk hedging. Last part presents credit risk management in practise illustrated by the example of chosen bank.
The impact of counterparty risk on derivative valuations and the behavior of banks
Šedivý, Jan ; Brada, Jaroslav (advisor) ; Daňhel, Jaroslav (referee) ; Míšek, Radoslav (referee)
In the thesis we analyse changes in derivatives valuation after the financial crisis and their impact on behaviour of financial institutions. We focus mainly on the changes related to counterparty credit risk and valuation adjustments. We describe in economical terms the relationship between counterparty credit risk and traditional credit risk, we also introduce management and modelling of this risk. In second part of the study we analyse the regulatory framework, in particular new capital requirement and mandatory central clearing of OTC derivatives. We discuss inconsistencies between regulatory and internal approaches to the counterparty risk measurement and also significant systemic risk connected to central counterparties. Finally we investigate the impact of changes in derivatives valuation on banks in both the EU and the Czech Republic. Specifically we are interested in optimal approach to entering into derivative trade.
Google as a enterprise solution
Kutil, Ivan ; Koubský, Petr (advisor) ; Šedivý, Jan (referee)
The diploma thesis deals with the topic of cloud computing and its appropriate deployment in small and medium business. The objective of this thesis is to analyze the offer of Google products and to demonstrate measurable benefits of this solution. Introductory part of the thesis summarizes the history of IT and it is looking for the connection between history of IT and the term cloud computing. This term is described in detail with selected cloud computing characteristics. The main part of the thesis deals with analysis of Google services, technologies and platforms, which could be used in enterprise. The matters are viewed not only economically, but also from the technological and security point of view. In practical implementations are demonstrated measurable benefits of deployment to the Google cloud platform. Finally, the thesis provides the summary of platform's advantages and disadvantages with a description of practical advices for small and medium businesses
Monetary policy of Czech National Bank and the perspectives of acceptance of euro
Broftová, Jana ; Koderová, Jitka (advisor) ; Šedivý, Jan (referee)
Thesis called "Monetary policy of Czech National Bank and the perspectives of acceptance of euro" is mainly focused on convergence process in Czech Republic. First part of the work consists of current monetary policy of Czech National Bank and characteristics of monetary cooperation development needed for Economic and monetary union establishment. Real convergence state evaluation and maastricht criteria discharging in Czech Republic are the main goals of the thesis. Current global financial crisis is shown in readiness of Czech Republic of EMU entering conclusions.
ETF funds
Veselovský, Eduard ; Brada, Jaroslav (advisor) ; Šedivý, Jan (referee)
This thesis deals with exchange traded funds (ETFs). The goal is to explain how different kinds of ETFs work and to find out whether some of them operate inefficiently when it comes to following their benchmarks. The thesis describes the collective investments industry, characteristics and valuation of ETFs, and compares the performance of chosen commodity funds among themselves as well as to their benchmarks. The thesis reaches an interesting conclusion.

National Repository of Grey Literature : 16 records found   1 - 10next  jump to record:
See also: similar author names
5 ŠEDIVÝ, Jiří
6 Šedivý, Jakub
5 Šedivý, Jiří
4 Šedivý, Josef
2 Šedivý, Jozef
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