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The comparison of development of a capital adequacy in chosen banks during the period of crisis in years 1997 and 2008.
Brázdil, Jan ; Dvořák, Petr (advisor)
This Bachelors thesis tries to introduce one of the most important indicator in banking sector -- capital adequacy. Text is aimed for a progress of a capital adequacy in chosen banks within Czech banking system during the period of crisis in years 1997 and 2008. Also it compares the steps taken by the banks in order to minimize negative impact of the crisis. Conclusion if steps in question were right or wrong is left for the reader. Analysis results from commonly known and available data and the assessment comes from the expected knowledge of a third class student of an University of Economics.
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The analysis of the trend of capital adequacy in chosen banks in Slovakia
Drahoš, Marián ; Dvořák, Petr (advisor)
This thesis deals with trend of capital adequacy ratio in four chosen banks in Slovakia- in Slovenská sporiteľňa, Dexia banka Slovensko, Privatbanka and Tatra banka in years from 2005 to 2009. The core of thesis is divided into 3 chapters. The first part provides basic information's about keystone, significance and development of capital adequacy principles. Next chapter is dedicated to characterization of Slovak bank sector, concerning legal regulations and short analysis of the trend of capital adequacy for whole bank sector. The most important part of the thesis is analysis of capital adequacy in four chosen banks, where I put emphasis on analysis of factors influencing value of capital adequacy- capital and risk weighted assets. I also evaluate other impacts, for example the implementation of the new regulation rules Basel II.
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Capital adequacy and its calculation based on the principles of Basel II
Petrák, Lukáš ; Dobrovolný, Marek (advisor)
This bachelor thesis deals with the New Basel Capital Accord, so-called Basel II, with a focus on the calculation of capital requirements for credit, market and operational risk. The work briefly examines the reasons for the regulation of the banking sector and the various instruments of regulation. The thesis addresses the development of rules for the calculation of capital adequacy as well as the various methods for calculation of capital requirements -- i.e., the basic and advanced methods. Furthermore the comparison of basic and advanced approaches for calculation of capital requirements within each risk is involved. Advanced approaches within each risk, i.e. approach based on internal ratings (IRB), the method of value at risk (VaR) and the approach AMA can be used by banks after previous agreement of the Czech National Bank provided many quantitative and qualitative requirements have been met. As a matter of fact, the Czech banks have not much employed the advanced approaches yet, but their utilisation is expected to increase year by year.
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The Effect of Introduction of Basel II on Capital Adequacy of Selected Czech Banks
Kubíček, Antonín ; Dvořák, Petr (advisor)
The aim of this bachelor thesis is to evaluate the impact of new rules for calculating capital adequacy in the Czech banking sector in general and then in the selected sample of four banks. The subject of my analysis is the relative amount of capital adequacy before and after implementation of Basel II across the Czech banking sector and the capital requirements before and after implementation of Basel II which showed the selected four banks. The question I want to answer is the extent to which new practices that Basel II allows banks to use for calculating the capital requirements for credit and operational risk change the relative level of capital adequacy and the total amount of capital requirements in banks selected by me.
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The impact of Basel II on capital adequacy of banks.
Koplová, Martina ; Witzany, Jiří (advisor) ; Půlpánová, Stanislava (referee)
This thesis is focused on the new basel capital accord - Basel II. The first part of the work deals with financial risks and their regulation. Next part is concerned on Basel I and Basel II. This part defines basic terminology and three pillars - minimum capital requirements, supervisory review process and market discipline. In the last part there is an analysis of impact of Basel II on capital adequacy of czech banks.
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Commercial bank as a object of ČNB regulation
Kovář, Petr ; Půlpánová, Stanislava (advisor)
The bachelor thesis deals with a look to bank regulation in Czech republic. In the first chapter I tried to explain the meaning of capital adequacy. In the second chapter I described the meaning of bank liquidity and it's relation to commercial bank regulation. In the third chapter I explained how the commercial bank deal with informations. And the last chapter tried to make clear in the de Larosier report.
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Analysis of the developement of the capital adequacy of chosen banks
Pavlovič, Daniel ; Dvořák, Petr (advisor)
The aim of these bachelor work is to analyse of the capital adequacy of chosen bank in Czech Republic. It describes risks in bank and chosen methods of their proceedings which influence the hight of given capital request and influence the hight of required capital adequacy. The most extensive part of work describes risk management methods of the three biggest banks in Czech Republic (Ceská sporitelna a.s., Komercní banka a.s., Ceskoslovenská obchodní banka a.s.. The end of the work is formed by comparison of counting operational risk by basic measurement and advanced measurement approaches used by banks. Operational risk is one of the youngest risk in Czech Republic to which is capital request counted and it can be eliminated by every employee of the bank.
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Trends in the Area of Bank Regulation and Supervision and Their Effects in the Czech Republic
Vágner, Marek ; Petrušová, Martina (advisor)
This bachelor thesis is dealing with major changes in the regulation and supervision of banks at the international level. Firstly is focused on the specification of bank regulation and supervision and the reasons for a higher level of regulation of the banking sector. Following section is focused on selected rules of regulation and supervision such as capital adequacy, compulsory deposit insurance and the principle of single licence. The last part of the thesis analyses the development and the current legal form of these rules in the Czech republic. The emphasis of this work is placed on assesing the effects of capital adequacy, compulsory deposit insurance and the principle of single licence in Czech banking.
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Credit risk from Basel II point of view
Čabrada, Jiří ; Dvořák, Petr (advisor) ; Onder, Štěpán (referee)
The thesis "Credit risk from Basel II point of view" deals with new capital concept with main focus on the credit risk. The particular emphasis is laid on the chief issue of Basel II concept i.e. internal models. The thesis quite in detail describes the usage of basel parameters - LGD particularly - in various day-to-day business processes of credit institutions. An individual part of the thesis is devoted to credit risk mitigants and their impacts on the amount of capital requirements. The analysis carried out precedent Basel II implementation indicated the launching of Basel II should imply risk weighted assests to credit risk decline. This documents the last chapter.
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An internal audit in the securities trader
Fenstererová, Klára ; Dvořáček, Jiří (advisor) ; Kafka, Tomáš (referee)
First part of this thesis content basic information about an audit, its history and present, relation between internal and external audit, an internal audit and its function, an Internal Auditor. Separate part is applied to risk management. Second part of this thesis characterize a company, the securities trader, present specifics of an internal audit and risk management in this company and briefly clarify a conception of a capital adequacy. Further describe execution of an internal audit and risk management, judge their benefits for the company and content suggestions for more efficient execution and usage of an internal audit and risk management.
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