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Analýza zpracování karetních operací v ČR
Buková, Zuzana ; Dvořák, Petr (advisor)
Tato práce je věnována problematice platebních karet. V první části se zabývá vznikem a rozvojem platebních karet ve světě i v ČR a rozdělením platebních karet dle různých kriterií. Jádrem celé práce je popis zpracování karetních transakcí, počínaje autorizací přes clearing až po samotné zúčtování. Závěrečná část práce obsahuje stručný přehled poplatků souvisejících se zpracováním transakcí platebních karet.
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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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Banking regulation in the Czech Republic
Škapa, Václav ; Dvořák, Petr (advisor) ; Janda, Karel (referee)
The theory of bank regulation is based on several principles. The prime one percieves bank as specific subject in economy. Bank differs in pattern of its activities, structure of its assets and debts, spectrum of undergone risks, etc. Efficient regulation is achieved by establishing generally binding rules, most often legal rules. These rules define enviroment of banks' business. When evaluating legal settings in the Czech Republic, differences between the settings and theoretical solutions must be involved. Conclutions relevant to the efficiency of bank regulation system may be set on the basis of this comparision.
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Analýza bankovního sektoru ve vybraných zemích východní Evropy
Křížek, Tomáš ; Dvořák, Petr (advisor) ; Janda, Karel (referee)
The thesis analyzes the banking sectors in selected countries of CEE region, in particular in Albania, Serbia, and Bosnia and Herzegovina and compares their development with the Czech Republic as it is CEE country with one of the most advanced banking sectors in the region. Three parts of the paper analyzing separately each of the countries are supplemented by country comparison and final conclusions. General development, development of banking sector as well as banking market and financial performance of banks are examined. As a conclusion, all the countries develop in a different way and with different starting conditions. Albania relies more on qualitative development with low absolute figures but high relative indicators with respect to the utilization of available resources. The development in Serbia is rather quantitative, in contrary to the situation in Albania. Bosnia and Herzegovina is progressing quite ambiguously also due to uncertain political situation in the country. It can be also concluded that all the three countries still have to go a long way to reach comparable level of their banking systems with the Czech Republic.
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Comparison of european banks profitability
Šebor, Jan ; Dvořák, Petr (advisor) ; Tuček, Miroslav (referee)
The aim of this paper is to determine, whether the conclusions reached by some authors about the influence of the development of the financial system, bank size and taxation on bank profitability are also applicable to the European banking sector. This thesis is divided into 4 thematic parts. The first part tries to summarize the recent events that have had influence on the European banking sector as well as on the whole world and sum up their possible impact on bank profitability. A lot of attention is paid to the events of 2007 and 2008. The second and third subsection describes the basic theory, on which the thesis is build on. The balance and income statement is analysed in short as well. Further, an insight into the profitability ratios is given, because the comparison of these ratios is the centre of this paper. The forth, methodological, subsection and the fifth as well are focusing on the process contiguous our comparison. The data selection process and the influences on it are described in this section. The section also includes the fundamental base and hypotheses. The profitability comparison can be found in the next three subsections. The banks are not looked at as individual institutions, but there are concentrated into bigger units, based on country of residence and size. The last section deals with the influence of taxation on bank's profitability. The conclusion is dedicated to a summary of all the findings that were discovered during the previous sections.
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CDO jako druh sekuritizace
Bogun, Alona ; Málek, Jiří (advisor) ; Dvořák, Petr (referee)
Vymezení CDO jako samostatného druhu sekuritizace a porovanání se sekuritizaci tradiční. Vymezení základních parametrů (kreditní struktura, účel vytvoření, struktura tranší, podkladová aktiva), které charakterizují CDO a systematizace CDO dle uvedených parametrů. Vysvětlení specifik vybraných struktur (Cash Flow, Market Value, Syntetická CDO) a rizik s nimi spojených. Popis kolaterálu a specifik struktury Structured Finance CDO.
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Operačné riziko v bankách
Holá, Miroslava ; Dvořák, Petr (advisor) ; Tuček, Miroslav (referee)
Nové regulatórne pravidlá BASEL II, ktorých hlavným cieľom je zvýšiť bezpečnosť a stabilitu finančných systémov, posilniť konkurenciu medzi bankami a umožniť väčšiu rizikovú citlivosť definujú nový typ rizika, ktoré je potrebné pokryť dodatočným kapitálom - riziko operačné. BASEL II vymedzuje 3 prístupy (základný, štandardizovaný a pokročilý), ktoré je možné použiť k výpočtu regulatórneho kapitálu, potrebného na pokrytie strát vzniknutých v dôsledku realizácie operačného rizika. V prvej časti diplomovej práce je popísaný nový koncept bankovej regulácie, v časti druhej je vymedzený pojem operačné riziko a základné prístupy k jeho kvantifikácii. Tretia kapitola obsahuje návrh zjednodušeného teoretického modelu, ktorý umožní kapitálovú požiadavku na pokrytie operačného rizika kvantifikovať.
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Výkonnosť bánk a možnosti jej kvantifikácie
Paholok, Igor ; Dvořák, Petr (advisor) ; Janda, Karel (referee)
Skúmanie výkonnosti podnikov a teda i bánk denne zapĺňa stránky ekonomicko-finančných novín. Pojednanie o možnostiach analýzy výkonnosti bánk je aj predmetom tejto diplomovej práce. Správna anlýza závisí na korektnom vymedzení pojmu výkonnosť a na vhodnom sposobe jej kvantifikácie. Možnosti kvantifikácie sú predurčené subjektom, ktorý výkonnosť analyzuje. V práci nechýba ani analýza vzťahov, či deteminantov výkonnsoti a stručný popis stavu bankovníctva z pohľadu výkonnosti v ČR v roku 2005.
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Dluhove financovani transakci ve Stredni Evrope a dal
Halás, Vladimír ; Dvořák, Petr (advisor) ; Janda, Karel (referee)
Paper concentrates on issues regarding Leveraged Buyout transactions. It briefly depicts most common structure of transactions and means of financing. Substantial space is dedicated to two main participants on leveraged buyouts; investment banks and private equity funds. Instead on focusing on thoroughly described financing of the acquisition via secured bank loans we dedicate space in the thesis to mezzanine finance and high yield bonds. Second part of the thesis analysis latest development in the two main and most active regions regarding mergers and acquisition activity (Europe and USA) and compares Central Europe with it. Although capital markets developed substantially over past decades they are still lagging significantly former.
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Financial Supervision in Federal Republic of Germany
Veselá, Dominika ; Dvořák, Petr (advisor) ; Veselá, Jitka (referee)
This thesis deals with the organizational structure of financial supervision in Germany with a view to asses the recently completed institutional integration. First, the overview of theoretical models of financial supervisory agencies is submitted including advantages and disadvantages of such concepts. Being aware of the absence of a sole universal applicable solution of the institutional organization of financial supervision, the fundamental requirements are introduced, generally imposed on every financial regulation system in order to perform its tasks effectively. The emphasis of this paper rests upon presenting the German financial supervision in several terms. The main section surveys the evolution of supervision until the formation of BaFin -- Federal Financial Supervision Agency, the ample scope is devoted to legal issues, the inner organization of BaFin is described in detail and the particular attention is paid to funding. The reality of day-to-day supervisory activities is explored in the passage related to problems of financial supervision, where especially the complex question of mutual cooperation between BaFin and Bundesbank In the field of bank supervision comes to light. The supervision-costs analysis focused on the situation prior to integration and mistakenly assumed course after its implementation supplements the general view. Considering all proposed facts the conclusion offers a review of assumptions ensuring a proper supervisory structure.
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