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Using Rating in Regulation Practice
Řehořová, Monika ; Blahová, Naďa (advisor) ; Metrah, Samy (referee)
This master thesis deals with the issue of using rating in the context of determining capital requirements. The focus is on using the Standardised Approach and the Internal Rating-Based Approach to calculate credit risk capital requirements. Different approaches to managing the risk and evaluating the capital adequacy. Criticism of rating agencies as well as the complexity of Internal Rating-Based Approach is taken into account. Furthermore, the thesis discusses the issue of responsibility of external rating agencies for their evaluations, and together with the issue of lacking competition. Various alternatives to external rating are discussed. The internal rating process is discussed in more detail along with the factors which affect rating evaluations of exposures to various entities. Subsequently, the thesis focuses on determining the rate of provision for impairment expected losses on receivables, and a possible impact of accepting IFRS 9 on capital adequacy.
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Historical development and modern approach of banking regulation and supervision in Great Britain
Yudina, Daria ; Blahová, Naďa (advisor) ; Gevorgyan, Kristine (referee)
This bachelor thesis is focused on historical development and modern approach of banking regulation and supervision in Great Britain. Provision of banking services plays a key role in this country. It deals primarily with acts that have been adopted throughout the existence of banking in this area and which are concerned with the adjustment of the regulatory framework of this industry. Significant importance in this work was given to appropriate steps that were taken by the regulator during the financial crisis and subsequent reforms to ensure the stability of the British banking system. The conclusion is devoted to the current method of regulation and supervision of the banking sector.
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Analysis of degree of the financial market regulation in the US and expected trends
Malyk, Kateryna ; Blahová, Naďa (advisor) ; Marková, Jana (referee)
The bachelor thesis is focused on the analysis of the US financial market regulation system and the investigation of certain cyclical events, which then lead to a change of regulation. The aim is to provide an overview of the real situation on the financial market. Another aim of this thesis is to highlight the existing significant issue in the US market and warn of possible consequences. Attention is also paid to the interconnection with the cycle of the US President's election. The first chapter generally describes the history of development and transformation of regulation in the United States. The second chapter focuses on the structure of the US financial market regulation and supervision system by regions. In the third part of the bachelor thesis, selected impulses of regulation change are analyzed and the current situation in the US market is described. The conclusion includes a summary and my opinion on the future development potential in the field of regulation.
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Banking regulation and supervision in Belarus
Ali, Ferial ; Gevorgyan, Kristine (advisor) ; Blahová, Naďa (referee)
The bachelor thesis focuses on issues of regulation and supervision of banks in Belarus. The main objective is the characterization of the supervision and regulation system in the Republic of Belarus, its basic features and attributes, the current situation of the banking sector in the context of regulation. The thesis consists of three chapters. The first one contains the basic concepts of regulation and supervision. The second part describes the historical development of supervision and regulation in epitome in the territory of Belarus. The third chapter is devoted to the current state of the regulatory system in the Republic of Belarus. The content of the conclusion is a summary of the acquired knowledge.
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Analysis of the financial multinational company
Bělčický, Martin ; Blahová, Naďa (advisor) ; Brada, Jaroslav (referee)
The aim of this bachelor thesis is to financially analyze the subsidiary company Arca Capital Bohemia, a. s. during the period 2012 to 2015. The data and information which are used are publicly available on the Public register and Collection of documents, Ministry of Justice, Czech republic. The first part of bachelor thesis is a theoretical part where it is described what financial investments companies are focusing on, how they are investing and who those companies are monitored and regulated by. At the end of the theoretical part I present financial instruments which are offered by those companies to their investors in order to help them to invest with them. In the practical part I introduce my analyzed company and then I provide an analyze of this company. In the financial analyze I use absolute indicators, difference indicators, financial ratios, credit model and bankruptcy model. All indicators are always presented and subsequently practiced on Arca Capital Bohemia. All the calculations are always followed by the evaluation of the company and the figures are compared with a competitive company. In conlusion of the thesis I present a complete evaluation of the company in terms of financial health.
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Financial literacy survey of pupils at primary schools and multi-year grammar schools
Hermannová, Barbora ; Blahová, Naďa (advisor) ; Marková, Jana (referee)
The bachelor thesis deals with the financial literacy of 9th-grade pupils in primary school and the corresponding years in multi-year grammar school. Financial literacy is one of the components of consumer protection in the financial market and has nowadays become a phenomenon. The aim of my work is to find out what impact the implementation of financial education has on the Framework Educational Plan and to find out if the type of educational institution or educational project affects the level of financial literacy of pupils. The thesis should provide a comprehensive overview of the subject together with the definition of the basic concepts related to the financial literacy. The conclusion brings together an assessment of the level of financial literacy of pupils from 26 elementary schools and multi-year grammar schools in a total of 839 pupils.
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Development of credit union sector of the Czech Republic
Plavčko, Matúš ; Blahová, Naďa (advisor) ; Marková, Jana (referee)
The bachelor thesis is focused on the topic of credit union sector of the Czech Republic. The theoretical part introduces the historical development of the sector along with the legislative changes. The empirical part follows an analysis of the current situation with an emphasis on the relevant indicators of financial health. The findings point to a deviation from the original principles and the introduction of profitability orientation, which leads to increased risk of credit union market. In response to the sector crisis, an amendment of Act was adopted in 2014, opening up the question of the future of individual market participants. The thesis introduces 3 basic scenarios of the future development - the bankruptcy, the continuation of the activity as a credit union or transformation into a bank.
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Analysis of the current state of the banking union
Sluka, Petr ; Blahová, Naďa (advisor) ; Marková, Jana (referee)
This bachelor thesis aim to bring near look to development of banking union building, describing single parts, explains under what circumstances was established, examines current state and evaluates its current and potential contribution or the risks which go alongside with banking union. It describes how European Union approaches to bank regulation and supervision and what lessons it has learned from financial crisis. It also predict the future structure of banking union and banking sector in Europe and analyzes the development of values, related to banking supervision and regulation.
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An analysis of the stress testing methodology in accordance with IMF
Vrška, Vratislav ; Blahová, Naďa (advisor) ; Marková, Jana (referee)
This master's thesis is focused on the issues of stress testing in the context of financial stability. It consists of two major parts. The first part deals with methodology of general stress tests with special regard to stressed indicators and relevant risks. In the second part, the difficulties and shortcomings of general stress tests are analysed with respect to the dynamic expansion of financial instruments and markets. A special attention is paid to integrate liquidity risk and contagion risk into the current stress testing framework. Furthermore, the alternative instruments for increasing the complexity of banks financial soundness analysis are presented. It can be said that the system of financial stability analysis before the crisis was not sufficient because it did not reflect on all risk exposures. The main contribution of this thesis is the organized presentation of possible solutions which would help to enhance the quality of stress testing outputs and to a certain extent unify these outputs as well.
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Relationship between government debt and sovereign rating
Antonyová, Kristýna ; Blahová, Naďa (advisor) ; Brada, Jaroslav (referee)
A main focus of this thesis is a relationship between government debt and rating of a respective country. The first chapter forms a theoretical basis and deals with a general characteristics of rating for all economic subjects, introduction of the three most important rating agencies and last but not least with government debt. The theoretical part is followed by a description of government debt's development and rating of the Czech Republic. An application part of the thesis conducts a basic analysis of relationship between government debt and rating and subsequently the core analysis using a specific framework from a rating agency.
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