National Repository of Grey Literature 213 records found  previous11 - 20nextend  jump to record: Search took 0.00 seconds. 
Basel III: Evaluation and Impact in the Czech Republic
Gleta, Jakub ; Teplý, Petr (advisor) ; Geršl, Adam (referee)
The thesis is focused on content and impact of the new Basel Capital Accord, commonly known as Basel III. These rules react to recent development in global financial markets and introduce some substantial changes into regulatory approach, which include changes to the definition and required amount of regulatory capital and presents new liquidity requirements. The thesis then assesses new rules form two points of view. First, a quantitative model is constructed that predicts the impact of new rules on capital adequacy of four major Czech banks based on default rates data. In the second part of the analysis, institutional impact of new regulation is stressed, namely the question of how new rules fit within the theoretical framework of optimal regulatory architecture and what pitfalls they have. The thesis is unique in the eclectic nature of its approach, whereby two seemingly disparate approaches oppose each other and an attempt at synthesis is presented. Keywords Banking regulation, Basel II, Basel III, capital adequacy, capital accords, regulatory impact analysis, credit risk JEL classification G21, G28
Manipulation of basel risk weights: revising the Czech banking sector
Nováčková, Tereza ; Andrlíková, Petra (advisor) ; Jakubík, Petr (referee)
This thesis provides the empirical analysis of the second Basel regulatory framework implementation in Czech banks together with the economic performance inspection of the Czech banking sector. With Basel II, banks face the possibility to implement internal models to calculate capital adequacy related to bank's risk exposure. This possibility opens a discussion of its economic effect, transparency and potential misuse of the internal models. The empirical part of this thesis examines how the profitability and the reported riskiness change with internal models implementation. Furthermore, the role of cost efficiency to bank's profitability and risk adequacy ratio is evaluated. The panel data analysis of all Czech banks over a period 2006 to 2012 demonstrates that internal models for capital adequacy calculation increase bank's profitability together with a decrease of the reported riskiness measured by risk weighted assets. Moreover, the cost efficiency has proven to be a significant indicator of both profitability and capital adequacy ratio.
Post-crisis banking regulation development in the EU
Didyk, Anna ; Tomášek, Michal (advisor) ; Vondráčková, Aneta (referee)
Post-crisis banking regulation development in the EU Abstract (EN) After the Global Financial Crisis and the subsequent European sovereign debt crisis, there was a clear need for changes in the EU regulatory framework. Insufficient regulation was identified as one of the main reasons why the crisis led to such far-reaching negative consequences in the financial system. This work aims to analyse the developments in the financial regulation in the EU banking system following the aforementioned crisis. It starts by outlining the banking regulation in place before the Global Financial Crisis, follows with the description of the crisis itself and the reasons behind it, and, finally, examines in detail the changes in the regulatory framework that were implemented in the EU in order to prevent the same scenario from happening in the future. This thesis presents the most significant regulatory changes that have occurred, such as the European System of Financial Supervision, implementation of Basel III in the EU through the Capital Requirements Directive and the Capital Requirements Regulation, creation of the Banking Union and the Deposit Guarantee Schemes Directive. It further analyses the reasons for the implementation of the aforementioned changes to the regulation, and, ultimately, tries to assess whether the...
Privatization of banks in Slovakia and its impact on bank market
Soták, Branislav ; Půlpán, Karel (advisor) ; Slavíček, Ján (referee)
This diploma thesis deals with the transition and privatization of banks in Slovak Republic. In the beginning, it describes the theoretical background of financial transition. It then copes with the emergence of two-tiered banking and privatization and its implications for the uprise of a Slovak specific corporate governance model, in which banks played a crucial role. The third part investigates problems of the development of the banking sector until late 90s, mostly the vast non-performing loan portfolio. These problems eventually led to a banking crises, that was necessary to be solved via costly restructuring and privatization of banks with the entry of strategic foreign investors, the fourth part describes the process. The last part is dedicated to an empirical analysis of the impact of various ownership forms on the cost efficiency of banks in the sample of Czech and Slovak banks in the period 1996-2005. To estimate the efficiency we use the stochastic frontier approach with the translog specification of the cost function. The results support the hypothesis that privatized banks are more cost efficient than stateowned banks.
Personal data processing in banking sector within the context of banking secrecy
Milerová, Sylvie ; Bakeš, Milan (advisor) ; Radvan, Michal (referee) ; Kohajda, Michael (referee)
Personal data processing in banking sector within the context of banking secrecy Abstract Banking secrecy is a concept which has been intertwined with the provision of banking services since the very beginnings of this industry. Even though it is a universally known concept, its legal definition, including piercings of banking secrecy, is not comprehensive. In recent years, its form and the possibilities of piercing it have been evolving considerably due to often conflicting modern legislative trends (emphasis on consumer protection, emphasis on data processing transparency, support of client mobility in the banking sector, support of innovative financial services, sharing of data for crime prevention incl. terrorism, money laundering and tax evasion). The goal of this thesis is to present banking secrecy in a complex manner including the categories and the respective individual concrete piercings within the context of data processing legislation, including laying out interpretation problems from practice and proposing concrete solutions. Further, the thesis, where suitable, the thesis also includes proposals de lege ferenda. The thesis begins with an introduction to the subject matter and is further divided into four chapters, which are followed by a conclusion that sums up the partial conclusions made...
Personal data processing in banking sector within the context of banking secrecy
Milerová, Sylvie ; Bakeš, Milan (advisor) ; Radvan, Michal (referee) ; Kohajda, Michael (referee)
Personal data processing in banking sector within the context of banking secrecy Abstract Banking secrecy is a concept which has been intertwined with the provision of banking services since the very beginnings of this industry. Even though it is a universally known concept, its legal definition, including piercings of banking secrecy, is not comprehensive. In recent years, its form and the possibilities of piercing it have been evolving considerably due to often conflicting modern legislative trends (emphasis on consumer protection, emphasis on data processing transparency, support of client mobility in the banking sector, support of innovative financial services, sharing of data for crime prevention incl. terrorism, money laundering and tax evasion). The goal of this thesis is to present banking secrecy in a complex manner including the categories and the respective individual concrete piercings within the context of data processing legislation, including laying out interpretation problems from practice and proposing concrete solutions. Further, the thesis, where suitable, the thesis also includes proposals de lege ferenda. The thesis begins with an introduction to the subject matter and is further divided into four chapters, which are followed by a conclusion that sums up the partial conclusions made...
Topics in central banking
Brož, Václav ; Kočenda, Evžen (advisor) ; Tůma, Zdeněk (referee) ; Égert, Balázs (referee) ; Martin, Reiner (referee)
This dissertation consists of three research papers dealing with selected issues relevant for central banks after the global financial crisis. The post-crisis world has seen a significant strengthening of the role of central banks with regard to the financial system as well as the real economy. Correspondingly, agendas of some central bankers have grown substantially, encompassing among others monetary policy, financial stability (macro- and microprudential policies) as well as resolution mechanisms. This dissertation thesis reflects the broad focus of some contemporary central banks in three original research articles that concern current unexplored issues for monetary policy and financial stability in the European Union, the Czech Republic, and the United States, potentially bringing policy implications for the relevant authorities. The first article analyzes inflation convergence in the whole European Union (EU) over 1999-2017 and provides comprehensive and robust evidence that the process of inflation convergence among the countries of the EU was not permanently disrupted during the global financial crisis, the European sovereign debt crisis, or the period of zero lower bound interest rates. Specifically, the convergence process did not noticeably weaken after the crisis and the occurrence of...
Risk Analysis in Banking
Grycová, Jana ; Koblihová, Markéta (referee) ; Adamec, Vladimír (advisor)
This thesis is devoted to the issue of risk management in the banking sector. It deals with methods application and analysis of risk assessment. Out of the evaluated analyses, there are proposed measures designed to reduce the identified risks at Sberbank CZ, a.s. The thesis is divided into three parts. In the first part, there is an insight into the issue, history and current trends. Subsequently, there are selected methods via which the next part is elaborated and in the last part there are suggested measures which lead to the reduction of identified risks in the bank.

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