| |
|
Macroeconomic stress-testing of banking systems: survey of methodologies and empirical application
Šimečková, Jana ; Geršl, Adam (advisor) ; Pečená, Magda (referee)
This thesis deals with stress testing as a process that helps to assess the impact of potential adverse shocks on the soundness of a financial system. First section is dedicated to non-technical discussion about stress testing and to some methodological issues. The main focus lies on the system-wide macroeconomic stress testing. The empirical part of the thesis is a contribution to macroprudential analysis of the quality of the aggregate loan portfolio in the Czech Republic. This study adopts a vector autoregression model applied to the Czech banking sector in order to judge its stability and present some evidence on macroeconomic variables affecting the Czech banking system. As a measure of the strength of the loan portfolio is used the stock of non-performing loans vis-à-vis total loans in the sector. The thesis follows the widely used methodology and seeks to identify significant macroeconomic risk factors affecting the loan portfolio quality. The latter part aims also to forecast the most likely development of the loan portfolio.
|
|
A nurse task in the stress test in a cardiology
FIŠEROVÁ, Andrea
The theme of this work is the role of nurses in the cardiology stress tests. The first part of this work is theoretical and the other is practical. We determine the role of nurses in the cardiology stress tests. We focused on how to nurse in the cardiology department in the ward and the nurse directly at the stress tests. We also wanted to map different types of stress tests and activity nurses. The research we selected nurses working in ergometry, spiroegometrie, stress echocardiography and positron emission scintigraphy of the myocardium. Research for this work were 3 research questions.
|
|
Economic Research Bulletin (2014, No.1). Volume 12, Number 1, April 2014, Stress-Testing Analyses of the Czech Financial System
Česká národní banka
This edition of the Research Bulletin presents four articles that introduce the modelling framework of the various stress tests used regularly by the Czech National Bank. The first article focuses on the methodology of the current stress tests employed to assess the stability of the banking sector. It explains the links between the core and satellite models and how various adverse scenarios are generated to test the stability of the Czech banking sector. It also provides guidelines on how stresstest parameters should be calibrated. Concerns about liquidity played an enormous role in the recent financial crisis, and the second article therefore focuses specifically on the liquidity risk of the banking sector. It presents a well-defined methodology used also by other central banks, but tailors it to the specific conditions of the Czech banking sector. The third article presents a recently developed methodology for assessing the ability of Czech households to pay their debts. Using detailed household-level data, it quantifies how different adverse events, such as unemployment and higher interest rates on debt repayment, affect households’ incidence of becoming financially distressed. The fourth article introduces stress-test models for the insurance sector. It discusses the specificities of the stress tests developed for this sector. It also sets out how to extend these already advanced tests to align them with changes going on in the regulatory framework.
Fulltext: PDF
|
|
Load testing of web applications
Jáchym, Jakub ; Mittner, Jan (advisor) ; Buchalcevová, Alena (referee)
This thesis deals with a load testing of web applications. The text is introduced with a definition of the load testing, reasons for its execution and a description of its types. Recommended procedures are provided for preparation, execution and evaluation of the testing. Several commercial and open-source load testing tools are described. Cloud testing -- the contemporary phenomenon -- is also included. The entire process of load testing depicted in this text is demonstrated on a selected application. A following chapter briefly deals with a profiling of web applications. It, again, covers its definition and its purpose, accompanied with a practical example. The aim of this thesis is to introduce the reader to the world of load testing, which is primarily accomplished by describing an example, which provides an in-depth explanation for every step necessary in order to perform the web application testing successfully.
|