National Repository of Grey Literature 93 records found  previous11 - 20nextend  jump to record: Search took 0.01 seconds. 
Competition and concentration of the Czech banking market using the Competitive Intelligence
Matyášová, Daniela ; Blahová, Naďa (advisor) ; Brada, Jaroslav (referee)
The thesis focuses on the competition and concentration of the Czech banking market, using the Competitive Intelligence tools to gain and maintain the competitive advantage. Assessment of the domestic banking market concentration is based on the results of indicators, such as the concentration ratio and Herfindahl Hirschman Index. On the basis of the degree of the competition among the subjects in this segment the attention is given to the process of the Competitive Intelligence which, if implemented properly in the company structure, ensures the bank to gain and maintain the competitive advantage. Possible areas of interest are also mentioned, systematic monitoring of these areas enables the bank to take timely actions responding to changes in the competitor strategy and leading to improve relationships with clients.
Mortgage Loans and Methods of Their Financing in the Czech Republic
Vaněk, Ladislav ; Brada, Jaroslav (advisor) ; Kováč, Michal (referee)
This bachelor thesis deals with mortgage loans in the Czech Republic. Its goal is to characterize the mortgage loan, include it among banking products and outline the perspective of a client, a bank and a regulator. Other goals include analysis of the mortgage market development and selected influencing determinants. The first chapter describes the progress of mortgage lending especially on development in the Czech Republic from 1990 to the present. The following chapter includes the theoretical definition of the mortgage loan, explaining its significance and inclusion in the system of banking products. There is an example of rescheduling with tables - explaining the influence of the interest rate and the repayment period on the total cost of the mortgage loan. The third chapter deals with the financing of the mortgage loan from the bank point of view, focusing on mortgage bonds. The last chapter focuses on performance determinants influencing the evolution of the mortgage market. Subsequently, an econometric model is used to study their impact on the development of the mortgage market.
Investing of hedge funds using price volatility of investment instruments
Přibáň, Filip ; Brada, Jaroslav (advisor) ; Kováč, Michal (referee)
Volatility of value of assets and revenues is one of the most important factors, which influence current financial markets. Its increase in recent decades is a big risk for financial markets and real economy. But volatility is not just a thread, it is also an opportunity to make profits. It makes sense, that financial instruments that make profits from increase or decrease of volatility on financial markets are very popular nowadays. Because of this in last years investment banks issued a lot of derivatives that make profits from significant changes of value of assets and revenues. Hedge funds want to make profits from volatility as well so they offer their clients funds with sofisticated strategies and different investment attitudes. These strategies and economical models that analyze volatility are very important for us to understand how this phenomenon works. This is not crucial only for traders or portfolio managers, but for macroeconomists as well. Significant movements on currency, stock or bond markets can influence real economy rapidly.
Informatory value of official rating in context of market innovations
Hrouzek, Miroslav ; Mandel, Martin (advisor) ; Brada, Jaroslav (referee)
The subject of this thesis is recent development of credit evaluation industry and analysis of rating agency`s behaviour in relation to official rating changes. In the first chapter, fundamental limitations of analytical ratings are defined. Stating both advantages and disadvantages arising mainly from market defficiency, the second one introduces credit default swap as an alternative manner for credit risk measurement. Next part summarizes existing academic activity in context of rating informatory value, highlighting abnormal and asymmetric market reactions. Based on Moodys` approach, the fouth chapter provides reader with the concept of market implied ratings that are consequently used to analyse relation between CDS-IR and official ratings. The last subchapters investigate sensitivity ratio of how rating gap level determines prospective response of rating agency.
The investments of venture capital funds
Baňas, Ján ; Brada, Jaroslav (advisor) ; Kubát, Max (referee)
Bachelor thesis deals with the analysis and development of the venture capital market which offers an alternative option for financing businesses. The theoretical part describes the characteristics of the basic concepts, the development phases and the process of funding venture capital. The practical part deals with the study of venture capital investment for startups in the world, analyzing the investments in venture capital funds in Europe as one of the possibilities for improving the macroeconomic indicators of individual EU countries. Last study provides an overview of the venture capital funds in Slovak Republic.
Managing risks in international securities portfolios
Folprecht, Marek ; Brada, Jaroslav (advisor) ; Kováč, Michal (referee)
The bachelor´s thesis examines the gains from hedging the currency exposure from the perspectives of American and Canadian investors. It is shown that exchange rate risk is a largely nondiversifiable factor which might negatively affect the performance of equity portfolios. Therefore, it is necassary to effectively control the exchange rate risk. It is found that the effect of currency risk on total portfolio risk varies among different currency pairs depending predominantly on the correlation between equity and currency returns. For this reason, it is essential to choose a different approach for each currency pair. The hedging strategy, which is refered to as optimal currency hedging, aims at minimizing the volatility of currency hedged portfolio returns. The optimal hedge ratios for individual currencies are also estimated. Over the period from 2004 to 2015, hedging the currency exposure considerably reduced the volatility of returns in the case of American investor. From the perspective of Canadian investor, hedging the currency risk reduced the volatility of returns only to a limited degree. The reason is that Canadian dollar behaves in a pro-cyclical fashion, strenghtening when the world economy surges and weakening when the economy turns down. Therefore, foreign currency exposure tend to reduce the volatility of portfolio returns from the perspective of Canadian investor.
Investment strategy on the electricity market
Jurík, Martin ; Brada, Jaroslav (advisor) ; Kováč, Michal (referee)
This diploma thesis inquiries into business activities of the electricity market retailer. Thesis starts with an explanation of retailers role and its relations with other market participants in the Czech Republic. In application part there are two solved examples of tasks hidden behind retailers profitable operations.
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.
Audit of banking institutions in the Czech Republic
Ognev, Denis ; Brada, Jaroslav (advisor) ; Kubát, Max (referee)
This diploma thesis deals with external audit of banks in Czech Republic. The main objective of this thesis is to describe in detail the techniques, strategy and methods which are used by the external auditor during the engagement and to compare them with those used in internal audit. The main emphasis during the stage of interim audit is put on control of risk management activities. The first part of this diploma thesis is devoted to theoretical issues and legal aspects of audit profession. Specific characteristics of banking institutions audit including major risks and the scope of external auditor's activities are described in the second chapter of the thesis. Third part describes the main stages, used methodology and the process of external audit of banking institutions. Last chapter is devoted to a brief description of the internal auditor's activities in the bank and their comparison with the external audit.
History and Present of Financial Derivatives
Skalický, Pavel ; Brada, Jaroslav (advisor) ; Kováč, Michal (referee)
The bachelor thesis deals with the history of financial derivatives and their history. The work is divided into three main parts. The first part is focused on history of financial derivatives and their evolution in the time. The second part is about history of valuation of financial derivatives and the last part is focused on exotic financial derivatives.

National Repository of Grey Literature : 93 records found   previous11 - 20nextend  jump to record:
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1 Brada, Jan
5 Brada, Jiří
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