Original title: Optimalizace marže vkladových produktů banky
Translated title: Optimalizace marže vkladových produktů banky
Authors: Hejmová, Barbora ; Hanuš, Martin (advisor) ; Myška, Petr (referee)
Document type: Master’s theses
Year: 2009
Language: eng
Abstract: In the presented work we study xing of term deposit margins on Czech deposit market. Financial crisis which in fluenced almost each financial system hit also Czech banks. It resulted in almost no trading on interbank market and banks started to hoard liquidity from primary deposits. At the beginning of the thesis we introduce origin and expansion of liquidity crisis. Next we introduce term deposits and their basic properties on Czech deposit market. Then work is focused on term deposits and on xing their margins in dependence on several factors. Next part introduce model for optimal margin in dependence especially on demand for term deposits and competitive margin. There is also description of crisis impacts on suggested model. Results are built on term deposit of one of the largest banks on Czech deposit market. Data cover period from 2006 to 2008.

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/27427

Permalink: http://www.nusl.cz/ntk/nusl-458785


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Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses