National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Current trends in OTC derivatives markets
Šimko, Marek ; Dvořák, Petr (advisor) ; Witzany, Jiří (referee)
The uppermost goal of this diploma thesis is aimed at identification and evaluation of the current trends in one of the largest segments of financial markets. Special attention has been devoted to the regulatory changes, which have not been completely implemented in all major jurisdictions so far. The introductory part deals with the nowadays situation and explanation of post-crisis measures leading to a higher level of transparency and system stability. The following chapters analyze the key elements contributing to specific trends whereby those findings are based on research studies published by the world leading universities and central banks. The author also observes alternative functional concepts in the market and potential impacts affecting real transactions. The final portion has been dedicated to analysis of practical implications in terms of increased costs related to the trades and possible prospective outlook of the OTC derivatives market. The whole text is accompanied by authors personal reflections and comparison between the most important trading regions in respect to the value of underlying assets.
Hedging and currency risk management in the area of commercial banks
Šimko, Marek ; Kolman, Marek (advisor) ; Leová, Simona (referee)
The bachelor thesis is focused on FX risk mitigation and its management in the area of commercial banks. The whole concept deals with a FX risk definition, its quantification through various VaR methods and hedging by using appropriate financial derivatives. Theoretical background is applied into a practical simulation in order to view a decision making process of an imaginary entity influenced by estimated future cash flows resulting from its own portfolio. The final output represents a complex solution of FX risk management with incorporated regulatory authorities requirements.

See also: similar author names
2 Šimko, Martin
2 Šimko, Miroslav
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