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The credit risk management in the Czech banks
Čedíková, Gabriela ; Půlpánová, Stanislava (advisor) ; Zetek, Pavel (referee)
Subject of my thesis is a credit risk in the czech banking environment. It consists of five chapters. First one contains description of basic risks banks are exposed to. The next one addresses the credit risk itself and its management, including determination of credit policy and the process of credit granting. Related to this topic is hedging, in broader sense also including provisioning and reserves creation. Third chapter is about credit derivatives, via which the credit risk can be reduced. Closely related to this topic is a securitisation process and it's products. Fourth chapter deals with regulation, which is an essential part of the banking sector nowadays. I focus primarily on Basel II and its credit risk part. In the final chapter I describe credit risk management of one of the biggest czech banks, Ceska sporitelna, which granted most credits in 2010.
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Loans used to finance housing needs
Součková, Barbora ; Půlpánová, Stanislava (advisor) ; Zetek, Pavel (referee)
The thesis is focused on loans for the financing of housing needs (mortgage loans, construction loans and consumer loans on the property). The work deals with the important parameters of each product. In particular, the definition of the purpose of financing, interest calculation, interest rate guarantees, collateral, repayment duration. Furthermore, the work focuses on state aid granted in these products, as well as credit risk, which is the issue of lending inextricably linked.
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Development of mortgage loans by czech households
Cislerová, Šárka ; Jílek, Josef (advisor) ; Štěpánková, Kateřina (referee)
This thesis focuses on analyzing the development of mortgage loans which were provided by Czech households. The first chapter is devoted to the theory of mortgage loans and their basic characteristics. In the second chapter I focus on credit risk. Its management, monitoring and reduction methods. The third chapter includes the causes of debt and the amount of elemental analysis based on macroeconomic variables of mortgage loans (mortgage loan rate, GDP, inflation, unemployment, gross wage). Proof of this dependence is part of the last chapter using regression and correlation analysis.
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Credit Insurance
Kačuriak, Juraj ; Kolář, Pavel (advisor) ; Hašková, Simona (referee)
The main goal of thesis is to give explanation of credit insurance process. Theoretical unit describes potential risks in the international and domestic trade and instruments by which these risks can be eliminated or reduced. The practical part is focus on the service of credit insurance as an effective tool to ensure against the risk. On the case study is calculated by using Net Present Value dependence on the size of discount rate, size of insured loss and date of insurance claim. In the final part of the thesis author take a think of what extent are credit insurance companies responsible for the deepening of economic recession.
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Macroeconomic consequences of indebtedness of households in the example of the Czech Republic
Hanzl, Jiří ; Dočkal, Dalibor (advisor) ; Czesaný, Slavoj (referee)
Subject of my work is problem of households indebtedness. I figure on Czech republic data rapid growth credits households, the biggest part rank credit on living, especially mortgage credit. Incidence increased credit activities can have devastating effect. During economic fall, at growing unemployment and fall earnings, some households have not enough sources and stop pay off a debt. Then non-performing loans on overall debt very fast grew since 2008 to current 4,5 %. Banks have to handle credit risk, because every unpaid loan presents loss. Important indicators relative indebtedness, which compare debt against wealth and household's savings, is in Czech republic in most affably. Households are clean takers interests from financial assets, so they can pay back the credit. To banks important share credits to deposits is on 60 per cent. Expected progress suppose growth non-performing loans, but there is no expectation to make bank condition worst.
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Credit process of a particular credit union
Čučová, Magdaléna ; Radová, Jarmila (advisor) ; Novotný, Milan (referee)
This thesis deals with methodics of credit process of a particular credit union present on the Czech market. Because of confidentiality, the name of the credit union is not mentioned. The thesis is divided into four parts. The first part deals with characteristics of credit unions, their specifications and differences from banks. You can find in this part comparison of development of particular values of the analyzed credit union with the whole sector of Czech credit unions and bank sector as well. The second part is focused on importance of credit process, specifics of the balance of credit institutions, description of risks connected to credit process and principle of state regulation of this process. The third part describes in more details credit process of the analyzed credit union with further focus on acquisition period, credit analysis and decision making process. The last part explains questions of guarantee with all the types of guarantee of the analyzed credit union mentioned. Hence in the whole thesis the theory and practice is mixed together. In the concluding part I evaluate quality of credit process of the analyzed credit union, including the differences from credit process of bank institutions.
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Modelování portfoliového kreditního rizika
Kolman, Marek ; Witzany, Jiří (advisor) ; Stádník, Bohumil (referee)
Thesis Portfolio Credit Risk Modeling focuses on state-of-the-art credit models largely implemented by banks into their banking risk-assessment and complementary valuation system frameworks. Reader is provided in general with both theoretical and applied (practical) approaches that are giving a clear notion how selected portfolio models perform in real-world environment. Our study comprises CreditMetrics, CreditRisk+ and KMV model. In the first part of the thesis, our intention is to clarify theoretically main features, modeling principles and moreover we also suggest hypotheses about strengths/drawbacks of every scrutinized model. Subsequently, in the applied part we test the models in a lab-environment but with real-world market data. Noticeable stress is also put on model calibration. This enables us to con firm/reject the assumptions we made in the theoretical part. In the very end there follows a straightforward general overview of all outputs and a conclusion.
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KMV model in the Czech capital market
Jezbera, Lukáš ; Witzany, Jiří (advisor) ; Burešová, Jana (referee)
The thesis is focused on the options of quantifying credit risk by using the concept of the KMV model. The introduction outlines the basic approaches to measuring credit risk. In the following chapters is specified the nature of KMV model with the focus on its application in the Czech capital market. Self-calibration of the KMV model is made in this part. The analytical part related to the quantification of credit risk using the KMV model is implemented on selected companies which are traded on the Prague Stock Exchange. The results obtained are consequently confronted with the official rating degrees of agency Moody's.
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Credit risk insurance
Pospíšil, Marek ; Ducháčková, Eva (advisor) ; Daňhel, Jaroslav (referee)
The theme of the work is credit risk insurance. The main objective is to analyze this specific type of insurance, define its role in insurance system and for covering credit risk. Analyzed are both commercial insurance and insurance with state support. The important part of this work is also analysis of czech and world insurance markets and influence of global economic recession. At the end of the work there are presented alternative instruments for minimizing credit risk and their comparison with insurance products.
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