Original title: Regulation of banks under Basel frameworks
Translated title: Regulation of banks under Basel frameworks
Authors: Miškovič, Branislav ; Hnilica, Jiří (advisor) ; Kováč, Jakub (referee)
Document type: Master’s theses
Year: 2010
Language: eng
Publisher: Vysoká škola ekonomická v Praze
Abstract: [eng] [cze]
This diploma thesis provides a high-level overview of banking regulation under the general rules of the Basel agreements that are followed in almost every international bank globally. The introductory part of this paper is devoted to the fundamental purpose of regulation and explains the risks banks are exposed to. The following chapters outline the evolution of banking regulation as agreed by the Basel committee, explain the various capital adequacy frameworks, risk measurement methodologies and look into the proposed future developments in the regulatory area, including ex-post (Basel I, II) and ex-ante analysis of the practical impacts on banks. The final part of this diploma work is focused on actual real world application of the Basel II rules in a banking organization, precisely Barclays Capital, the investment banking arm of Barclays Plc. headquartered in London, UK and regulated by the Financial Services Authority (FSA). Táto diplomová práca má az cieľ vysvetliť reguláciu bánk podľa zásad prijatých Bazilejskou komisiou, ktorou sa riadia banky takmer na celom svete. Úvod sa venuje základným dôvodom pre reguláciu a popisuje riziká, ktorým banky podstupujú. Nasledujúce kapitoly podrobnejšie rozoberajú jednotlivé Bazilejské dohody vrátene metodológií merania rizík a takisto sa venujú pravdepodobnému budúcemu vývoju vo sfére bankového dohľadu, vrátane ex-post hodnotenia (Basel I, II) a ex-ante predpokladaných dopadov Basel III. Záverečná časť diplomovej práce je zameraná na praktickú implementáciu zásad Basel II na príklade Barclays Capital PLC, kde je ukázané ako v praxi funguje meranie a reportovanie rizík v investičnej banke, pod dohľadom regulátora v UK, ktorým je Financial Services Authority (FSA).
Keywords: Banking regulation; Basel; Capital Adequacy; Basel; Bazilejské dohody; regulácia bánk

Institution: University of Economics, Prague (web)
Document availability information: Available in the digital repository of the University of Economics, Prague.
Original record: http://www.vse.cz/vskp/eid/28842

Permalink: http://www.nusl.cz/ntk/nusl-71940


The record appears in these collections:
Universities and colleges > Public universities > University of Economics, Prague
Academic theses (ETDs) > Master’s theses