|
|
Financial Analysis of the Czechoslovak Commercial Bank
Klecker, Tadeáš ; Ducháčková, Eva (advisor) ; Daňhel, Jaroslav (referee)
I deal with specific problems in the financial analysis for the banking sector. I use these indicators bank bank liquidity, bank profitability, capital adequacy, productivity, quality of bank assets, capital adequacy. I found calculate solvency capital adequacy using CSOB and by calculating, I found that I have been over 8%, and therefore CSOB solvent.
|
|
|
Risk Management of Bank Credit System and Decision Making Process
Skovajsa, Radek ; Kryštof, Zdeněk (referee) ; Čižinská, Romana (advisor)
The theoretical part of this thesis describes the development of Czech banking sector, especially with emphasis on post-revolutionary rebirth within the new conditions of market economy. The following part demonstrates the decision-making credit account process of a bank on a particular case study based on the methodics and procedures leading up to maximal elimination of credit risk. At the same time, the author presents a partially modified internal opinion on a decision of particular business transaction. It is accented that every decision of a bank must comply with the regulations of CNB. The conclusion of the thesis affirms the maximal efforts of domestic banks to minimalize risks within their decision-making credit account processes, which is mirrored in current stability in the development of Czech banking sector.
|
|
|
BASEL III - leveraga ratio
Fořtová, Nikola ; Špániková, Kateřina (advisor) ; Fleischmann, Luboš (referee)
The purpose of this bachelor thesis Basel III Leverage Ratio is to describe the development of regulatory concepts published by Basil authorities especially the Basel III Leverage Ratio concept. This concept was realized in reaction to the financial crisis in 2008, when many defects of the previous concept were discovered. Innovation were made, including adjustments to capital adequacy, capital buffers, leverage ratio, liquidity and others. This thesis focuses on the leverage ratio indicator. The main goal of the paper is to describe this component, its implementation and evaluate expected fallouts or outcomes. The last part of this thesis sums up the situation in Czech Republic and the opinion of Czech National Bank on the Basil III implementation.
|
|
|
Analysis of capital adequacy development of banks in Czech republic
Krondiak, Ladislav ; Dvořák, Petr (advisor) ; Fleischmann, Luboš (referee)
The main focus of this thesis is the analysis of channels used by Czech banks to increase their capital ratios. We identify the increase in capital as the main channel used. Further, within these channels we find retained earnings to be the main tool used. In addition, growth in the loans volume was the dominant tool within the channel of asset volume. Furthermore, we observe an increase in the use of more advanced capital requirements quantification methods, especially in larger banks. We also identify several factors, other than capital regulation, that might have contributed to the observed developments.
|
|
|
Basel III
Čurdová, Natálie ; Sato, Alexej (advisor) ; Famfule, Jan (referee)
The aim of this bachelor thesis is to evaluate the impact of the new regulatory framework Basel III on liquidity and capital structure in the Czech and European banking sectors. In the first theoretical part the reasons for and forms of banking regulation are described and the new Basel III concept is introduced in detail including its historical development. In the second practical part selected capital and liquidity indicators and impact studies published by the European Banking Authority and the Czech National Bank are analysed. The results of the analysis indicate that both banking sectors are well capitalised with adequate levels of liquidity and the new regulation shouldn't have a significant impact on them.
|
|
|
Dopad Basel III na české banky a efektivita kapitálových pomerov predpovedať finančnú tieseň bánk
Matejašák, Milan ; Dvořák, Petr (advisor) ; Teplý, Petr (referee) ; Seidler, Jakub (referee)
The aim of this thesis is to evaluate the impact of Basel III on Czech banks and to compare the effectiveness of capital ratios in predicting bank distress. After a short introduction, in the second chapter we estimate the impact of tightened Basel III capital regulation on lending spreads in the Czech banking sector. In this chapter we conclude that the tightened capital regulation will not lead to more expensive borrowing in the Czech Republic mainly because the banking sector has been well-capitalized. In the third chapter we identify the strategies that Czech banks adopted in order to significantly increase their capital ratios between 2009 and 2013. Our analysis shows that retained earnings have played a major role in increasing the average capital adequacy of Czech banks. In addition, the Czech banks have decreased their average asset risk to further strengthen the overall capital adequacy ratio. In the last chapter, using a dataset on bank distress in European banks during 2008-2012, we compare the performance of risk-weighted capital ratios and simple leverage capital ratios to predict bank distress. Our results suggest that simple leverage ratios can perform better than complex risk-weighted capital ratios when predicting bank distress. While such a finding is not conclusive, it suggests that more complex risk modeling does not always mean better risk modeling.
|
|
|
The Impacts of Basel II and Basel III Capital Requirements on the Banking Sector in the Czech Republic
Čechura, Jakub ; Matejašák, Milan (advisor) ; Špániková, Kateřina (referee)
The goal of this bachelor thesis is the analysis of regulatory framework Basel II and Basel III with the focus on their impact on the Czech banking sector. Firstly it is focused on the development of the capital adequacy rules till the emergence of Basel II. Basel II and its three-pillar structure, which consists of minimum capital requirements, supervisory and market discipline are analysed then. When shortcomings of Basel II are mentioned, it is proceeded to introducing the new regulatory framework Basel III. The innovations of Basel III lie in the enhanced quality of regulatory capital and the setting up of new capital requirements. The last part of the thesis focuses on the compliance with the capital requirements of the Czech banking sector in the past and the evaluation of its readiness to implement Basel III.
|
|
|
Credit risk management from the perspective of banks and credit unions
Jeřábek, Michal ; Málek, Jiří (advisor) ; Matejašák, Milan (referee)
This thesis deals with the comparison of banks and credit unions with a focus on the comparison in terms of access to credit risk management. Both institutions are analyzed on the basis of aggregated data within the Czech financial market, capital adequacy, liquidity, asset quality of the loan portfolio and other key indicators of solvency and financial stability. In the final part of the thesis, there are analyzed the causes of failure of these credit unions: "Metropolitní spořitelní družstvo", "UNIBON -- spořitelní a úvěrní družstvo" and "WPB Capital, spořitelní družstvo".
|
|
|
Analysis of the Italian banking sector in comparison with the Czech banking
Dědek, Jiří ; Daňhel, Jaroslav (advisor) ; Rybák, Zdeněk (referee)
The subject of the bachelor thesis titled "Analysis of the Italian banking sector in comparison with the Czech banking" is an analysis of the present situation and the latest development of the banking sector in Italy and its comparison with the banking sector of the Czech Republic. First part specifies historical development of banking in Italy. Second part is focused on the analysis of the present situation in Italian banking sector, it describes the structure of the banking system, evaluates quality of assets and fulfillment of capital requirements according to the results of Comprehensive assessments from ECB and Financial stability report of the Bank of Italy. The final part represents comparison of these two banking sectors in terms of stability, structure of assets and liabilities. Furthermore, the final part is focused on finding similarities as well as differences between those two.
|
|
|
Basel III countercyclical measures and their possible impact on czech banks
Černý, Tomáš ; Witzany, Jiří (advisor) ; Špániková, Kateřina (referee)
This diploma thesis deals with countercyclical measures of Basel III which will come into force in future. Thesis outlines the issue of cyclical effects which appeared in connection with application of Basel II and provides basic information about new treatment of this issue in Basel III. Further the thesis discusses preparedness of the czech banking sector for the introduction of countercyclical buffers and possibility of Tier I capital formation which should be the main part of the new bank capital adequacy including the capital buffers in future. Subsequently this thesis informs about conditions of using the countercyclical buffers and examines possible appropriate timing for their application. In the other parts of the thesis three selected foreign banking sectors and czech banking sector are examinated with the main focus on their weak spots and their possible development in the case of application of Basel III before the beginning of the world economic crisis in 2007 . In the end the stability of the czech banking sector is examined in detail by using the crisis scenarios and also the impact of application of Basel III before 2007 is discussed.
|
guest ::
