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Stress Testing the Private Household Sector Using Microdata
Galuščák, Kamil ; Hlaváč, Petr ; Jakubík, Petr
We develop a methodology for identifying financially distressed households and use it for testing the responses to shocks to the unemployment rate, the interest rate and prices of essential expenditure in the Czech Republic. We extend the approach of Johansson and Persson (2006) for Sweden and Albacete and Fessler (2010) for Austria to allow for full labour market transitions between employment and unemployment, and, due to data availability, to account for heads and spouses within households. This improvement may lead to a higher response of household distress incidence due to the unemployment rate shock than in both Sweden and Austria, while the effects due to the interest rate shock are of similar size as in Austria. We illustrate the use of our approach for stress testing households’ ability to pay their debts using macroeconomic scenarios from the CNB’s official forecast and from the CNB’s Financial Stability Report. The results highlight the importance of using micro-level datasets in the analysis of household distress incidence, as the impact of shocks is more pronounced among lower-income households.
Fulltext:  PDF
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Project management office implementation
Klouček, Ondřej ; Šťastný, Petr (advisor) ; Chlapek, Dušan (referee)
This bachelor's thesis is concerned with describing the project "Implementation of the project management office" in ISP. The aim of this work is to describe the implementation of the project office within the company; to compare the practical setting up with the theoretical knowledge and recommendations followed by suggestions of possible recommendations for improvement. The work is divided into two main parts. The first theoretical part deals with project management and project offices. The second part describes and analyzes the real-life implementation of the project office in a private company. It describes the reasons for setting up a project office, the problems associated with this project, and the benefits of this solution. I also set out my recommendations for the introduction of the project office and the improvements that could help meet the long-term goals that I also suggested in this thesis. While creating my work, I based it on direct experience gained while working on the project as well as on studying available materials.
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Komaparace zátěžových testů bank v EU a v ČR
Rašková, Jana ; Blahová, Naděžda (advisor)
This bachelor thesis deals with the problems of stress testing in the Czech Republic and the rest of Europe. The first theoretical section includes detailed information about applied methodology, the process of stress testing, the IRB approach and the verification of stress tests. The second, key area of thesis is the European wide-stress test in 2011 and four stress tests conducted by the Czech National Bank in the Czech Republic in 2011. The scenarios used in testing and results of concrete tests are desribed here. The thesis also includes a comparison of European stress tests with those made by Czech National Bank. The subpart is a description of micro-stress testing in the Czech Republic.
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Sustainability of European Union’s development cooperation and the importance of the evaluation on the effectiveness of the aid to developing countries
Rajchl, Petr ; Pavlík, Petr (advisor) ; Jeníček, Vladimír (referee)
This diploma thesis deals with the issue of development policy of the European Union, its evolution, instruments in use and outlook for the next multiannual financial framework which will determine the direction in the future. The first part sums up goals and principles of the policy as well as the institutions in respect and their roles. Alongside the financial functioning is described. Next chapter is devoted to the evolution of partnerships in different regions. In the third part the actual implementation procedures are described together with the principles and impacts of evaluation processes. Last chapter introduces current issues of development policy the EU has to resolve and summarizes the present negotiations on multiannual financial framework and European Development Fund.
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Audit DRAMBORA for Trustworthy Repositories: A Study Dealing with the Digital Repository of Grey Literature
Pejšová, Petra ; Vaska, Marcus
This paper will present DRAMBORA (Digital Repository Audit Method Based on Risk Assessment), a methodology and tool for auditing a trustworthy digital repository of grey literature. DRAMBORA is an online instrument which helps organizations develop documentation and identify the risks of a digital repository. DRAMBORA is accessible from http://www.repositoryaudit.eu. The paper will also summarize prevailing advantages and disadvantages of DRAMBORA. The second part of this paper will describe the audit of the National Repository of Grey Literature (NRGL) as a trustworthy digital repository using DRAMBORA as part of creating a digital repository of grey literature in the National Technical Library (NTK). The most important outcome of the audit was represented by the identified risks connected to the repository and potentially endangering its operation, quality, image, and other features. The main principle of the DRAMBORA audit and, at the same time, its main contribution, is its iteration (i.e. its repetition after a certain time period in new conditions when the original risks are reassessed; the measurements adopted for solution are assessed and new risks are identified).
Fulltext: idr-145_2 - PDF
Slides: idr-145_1 - PDF
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