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Methods of bank ratings by central bank
Hampl, Richard ; Půlpánová, Stanislava (advisor) ; Dobrovolný, Marek (referee)
This bachelor thesis deals with the problem of bank ratings. The main part is focused on analysis and methods, which are used by the Czech National Bank. The first section consists of basic description of bank, central bank and the czech banking system. It also includes description of other groups, which operate on the financial market and are interested in bank ratings. Next section describes in detail how the supervision of banks by the Czech National Bank work. This section is divided into two parts -- top-down approach and bottom-up approach. The last section describes legislative changes and the supervision of banks in the Czech Republic during years 2006 and 2011.
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Securitization - Analysis and Implications
Maťašová, Dominika ; Komárková, Lenka (advisor) ; Myška, Petr (referee)
In the present work we study the securitized products of ?financial markets with focus on collateralized debt obligations and the impact of fi?nancial crisis on the markets in the world. First part the thesis is focused on the methodology of the reasons behind launching these products, the portfolio, tranches and further on mechanisms how these structures are working. In the second part the thesis teoretically describes the valuation methods for which the Markov chains and copula functions are used. Further on follows the practical part with output from the quantitative analysis and at the end the thesis describes the impacts on economics of di?fferent countries and practically introduces the stress testing as the precaution tool.
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Performance testing of information systems
Klaška, Jan ; Novotný, Ota (advisor) ; Sýkora, JIří (referee)
This thesis if focused on performance, especially load testing of information systems. In the first part is defined software quality and reader is provided by fundamentals of software testing. Process of sofware testing is well described here. The rest of the paper is oriented on perfomance testing and it's processes and attributes. Specified are goals and principles of performance testing as well as types of performance tests and their purpose. Defined is load testing methodology including metrics for reliability and efficiency of information systems. Metrics are derived from well known international ISO standard 9126 - Software quality model. Methodology and metrics are validated during load test project on which author of this work participated. One chapter is also devoted to the tools used for load testing automatization. This paper is focused on the testing experts as well as on the other readers who want to acquire information on load testing, software efficiency or generally on testing of software quality.
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