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Credit risk of central bank foreign exchange operations
Vlazneva, Anna ; Brůna, Karel (advisor) ; Skoupil, Lubomír (referee)
The current thesis titled "Credit risk of central bank foreign exchange operations" aims to explain the concept of credit risk and its types from theoretical perspective and to define sources of credit risk that are specific for central banks and which arise from central bank's operations. It also aims at the analysis of possible methods of credit risk limitation. The practical part of this thesis is dedicated to the study of specific sources of credit risk as well as methods of credit risk management which are presented on the examples of the central banks of Great Britain, Japan and the European central bank. Closer attention is also paid to the response of these central banks to the 2008 financial crisis and the impact that this crisis had on the extent of their exposure to credit risk.
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Collateral Composition, Diversification Risk, and Systemically Important Merchant Banks
Derviz, Alexis
We study the impact of collateral diversification by non-financial firms on systemic risk in a general equilibrium model with standard production functions and mixed debt-equity financing. Systemic risk comes about as soon as firms diversify their collateral by holding claims on a big wholesale bank (called merchant bank in the paper) whose asset side includes claims on the same producer set. The merchant bank sector proves to be fragile (has a short distance to default) regardless of competition. In this setting, the policy response, consisting in official guarantees for the merchant bank’s liabilities, entails considerable government loss risk. An alternative without the need for public sector involvement is to encourage systemically important merchant banks to introduce a simple bail-in mechanism by restricting their liabilities to contingent convertible bonds. This line of regulatory policy is particularly relevant to the containment of systemic events in globally leveraged economies serviced by big international banks outside host country regulatory control.
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Financing of the real property in the Czech Republic
TOMÁŠKOVÁ, Pavlína
The aim of this bachelor thesis is to analyze and compare the possibilities of financing the acquisition of the real estate in The Czech Republic. The work is concentrated in mortgages and building savings loans, including bridging loans. Other possibilities of financing are also mentioned. The main aim of this thesis is the analysis and comparation of the advantageousness of these two products. The theoretical part is attended to the characteristics of mentioned forms of financing, especially the characteristics of building savings and mortgage loans, its legislative form, building saving stages and a disposal of the mortgage loan. In the practical part of this work are described possibilities of financing the housing by building savings and mortgages loans, which are offered by slected institutions in our country. The offers of these products are applied in a model comparsion. The advantages and disadvantages of these products are also compared in the last part of the work.
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Bank financing of pharmaceutical company
Drexlerová, Hana ; Půlpánová, Stanislava (advisor) ; Burešová, Jana (referee)
The aim of my thesis is to propose a financing structure for the selected company and then process the credit application. The first part is focused on the strategy of the bank, lending products and the risks that the bank undertakes. Also contains a description of the credit process - the calculation of a credit rating, financing structuring, collateral, covenants determination and processing of credit application. The thesis analyses the specifics of the pharmaceutical industry. Theoretical knowledge is applied to the example of financing of pharmaceutical company and the preparation of a credit application.
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Collateral use for financial derivatives
Nguyenová, Le Ha ; Baran, Jaroslav (advisor) ; Málek, Jiří (referee)
The bachelor thesis focuses on the topic of "Collateral use for financial derivatives". Collateral is used as a tool to mitigate credit risk in the financial derivatives contracts. The aim of this thesis is to analyze advantage and disadvantage of using the collateral, to describe different types of assets accepted and provided as the collateral and to explain the process called magrin call. The importance of using the collateral effectively depends on the well-negotiated contracts (the ISDA Master Agreement, CSD) and on the collateral management.
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The credit risk management in the Czech banks
Čedíková, Gabriela ; Půlpánová, Stanislava (advisor) ; Zetek, Pavel (referee)
Subject of my thesis is a credit risk in the czech banking environment. It consists of five chapters. First one contains description of basic risks banks are exposed to. The next one addresses the credit risk itself and its management, including determination of credit policy and the process of credit granting. Related to this topic is hedging, in broader sense also including provisioning and reserves creation. Third chapter is about credit derivatives, via which the credit risk can be reduced. Closely related to this topic is a securitisation process and it's products. Fourth chapter deals with regulation, which is an essential part of the banking sector nowadays. I focus primarily on Basel II and its credit risk part. In the final chapter I describe credit risk management of one of the biggest czech banks, Ceska sporitelna, which granted most credits in 2010.
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Insurance products of commercial insurance companies designated for insurance protection of children
Blažková, Lucie ; Daňhel, Jaroslav (advisor)
My bachelor thesis focuses on research of the insurance product "Child Life Insurance" among selected insurance companies operating on our market. These products are used for assuring the child's future and at the same time provide financial support for the child in case of death or injury of his or her parents. In the most detailed part of the thesis I decided to cover particular parts of this insurance product at every insurance company individually. At the end I compared selected products on a model example.
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Member's ownership interest in a limited liability company
Sachr, Jan ; Kalinová, Miluše (advisor) ; Kropáčová, Marie (referee)
The thesis is focused on a member's ownership interest in a limited liability company. First part of the thesis is providing basic information about institutes of limited liability company such as creation and incorporation and statutory body. The main aim of the thesis offers the view on the member's ownership interest in a limited liability company and the possible disposal. At the end are mentioned the contemporary trends relevant to limited liability company.
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