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Optimization capital charges in VaR model utilizing dynamic risk management strategies
Kyjonková, Petra ; Baxa, Jaromír (advisor) ; Doležel, Pavel (referee)
Diploma thesis "Optimization capital charges in VaR model utilizing dynamic risk management strategies" deals with banks opportunity to reduce Basel capital requirements via estimation volatility in VaR model for separate time periods differently. It analyses current crisis, its sources, process, but especially its influence of new worldwide accepted regulatory standards, which require nearly doubled regulatory capital. Regarding high impact to industry return on equity the thesis discusses the possibility of dynamic capital optimization based on alternating conservative and aggressive risk management strategies. Empirical part of thesis tests outcomes of volatility modeling based on historical quotes of six European indexes since 2003, which are classified by volatility levels and broken down into several time periods. We suggest approach which enables financial institutions to reduce the impact of new Basel rules on their ROE, while they meet all VaR model conditions defined by the regulator. However, there are also negative consequences of this lowering level of capital represented by increasing failure rates of models. Although banks are able by suggested approach to achieve capital reduction by 20 percent, they are in the same time forced to use one of a very aggressive strategies. Dynamic...
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Německá důchodová reforma z roku 2001
HEIDU, Rudolf F.
In the Federal Republic of Germany, the prevailing opinion is that due to the demographic development the pay as you go system needs partial substitution by private pension funds with state subsidies. The retirement behavior virble in current data is mainly influencend by the 1972 reform which made the German pension system the most generous in the Word The German social security contribution rate, in 2003 at 19.5 % of gross income, was projected at the end of the 1980s to exceed 40 percent of gross income at the peak of population ageing if the accustomed replacement rates and the indication of pensions to gross income were maintained. The article describes the situation when indications of financial deficits due to demographic changes are overestimated and describes the problems of private management of suplementary funded private pension funds as a component of Riester reform. Conclusion answers the question of how far do lower income persons participate in the third pillar and what the expected financial results of their participation achieves in order to meet this first pillar pension deficite as an important element in preventing poverty in old age.
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Choice of the most suitable type of rent
Chytil, Jaroslav ; Vítková, Eva (referee) ; Krejza, Zdeněk (advisor)
Price, value, evaluation of investment, payback period, net present value, lease, rent, sell, apartment, flat, taxation, revenue, expense I focused on choosing the best type of rent. For illustration and example, I chose an apartment in the Brno center. The solution was used knowledge from the field of investment and valuation of real property. The result is both an economic evaluation using indicators (in this case net present value of the investment), but also verbal assessment of individual options and their pros and cons. Rewarding this work can not only be for retail investors who prefer investing in "something tangible".
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Analysis of the Anti-crises Tax Measurements in the Selected EU Member States
Kiška, Jiří ; Láchová, Lenka (advisor) ; Dugová, Alena (referee)
The diploma thesis analysis the anti-crises tax measurements in Latvia, Hungary and Ireland. To provide comprehensive overview on the selected countries situation this diploma thesis also includes tax reforms performed before the economic crises started and, therefore, covers the period within the years 2006 and 2010. The diploma thesis intends to provide the comprehensive overview of the efficiency and impacts of the anti-crises tax measures on the government tax income and on the basic macroeconomics indicators, together with its possible impact on the future country development.
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The role of the nurse is to aid in the improvement of the quality of life for children who have been through meningitis
ŠPAČKOVÁ, Jana
The role of the nurse is to aid in the improvement of the quality of life for children who have been through meningitis. In recent years, the issue of quality of life has become of interest in many disciplines and the general public. In health care, the quality of life is known as HRQoL - Health Related Quality of Life - loosely translated as ?the quality of life related to health?. The term of ?diagnostic quality of life in children and adolescents? is primarily used for the area of professional health care and it is an important indicator of disease severity and the outcomes of provided care. The objective of this thesis was to assess the quality of life of children who have been through meningitis, to identify the main areas in which the quality of life of these children is reduced, and to suggest nursing interventions aimed at improvements. The data collection took place in the period November 2009 - June 2010 at the Clinic for Childhood Infectious Diseases, University Hospital Brno. A qualitative research used the technique of studying written documents and, subsequently, non-standardized in-depth interviews with respondents were carried out. Prior the beginning of the qualitative survey, five research questions were established. Question 1: What kind of care and what interventions do children expect from nurses? Question 2: What kind of care and what interventions do parents expect from nurses? Question 3: How to evaluate subjectively the quality of children?s? life after meningitis as compared to the state prior the disease? Question 4: How do parents see the quality of life of their child after meningitis as compared to the state prior the disease? Question 5: In which areas is the quality of children?s life reduced most? Question 6: What nursing interventions can help nurses to improve the children?s lives? All of the questions were answered using a quantitative research method involving a standardized questionnaire named ?HEALTH AND SATISFACTION QUESTIONNAIRE?. This questionnaire is used in the project ?QOLOP? ? Quality of Life Longitudinal Study of Paediatric Oncology Patients. Hypothesis H 1 was defined prior the start of the quantitative research: The quality of life of children who have been through meningitis is lower than in healthy children. This hypothesis was not confirmed. It is clear, from what has been mentioned above, that the objective of this thesis has been met. This project will be useful in practice. The generated ?Algorithm of Initial Care for a Child with Meningitis? and ?Subsequent Care of a Child with Meningitis? should help nurses orientate and identify the basic needs of children with this disease. Moreover, this thesis can be used as a theoretical basis for the education of nursing students.
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The reproductive strategies of families in the Czech Republic
FÁBEROVÁ, Veronika
The Bachelor thesis deals with reproductive strategies and family behavior in the Czech Republic. The thesis points on changes in form, function and value of the family both in its evolution (especially characteristics of modern and traditional family). It describes changes in the Czech society since 1989 including the factors, which influence reproductive behavior of young people. The significant aspects describing the current Czech family include growing number of unmarried cohabitation, increasing number of illegitimate children, the increase of autonomy and individuality, post pohement of entry into marrge and birth of first child for later date, high divorce-rate and new alternative forms of family life. In the work are given this thesis oves these indicatous into historical end european context.
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Atom Egoyan's Films
Šperkerová, Magdaléna ; Dufek, Jiří (advisor) ; Mravcová, Marie (referee)
This thesis is dealing with a film creation of Canadian director Atom Egoyan. It includes more detailed survey of his filmography divided into several periods. It pays attention namely to his feature films, but also to important short films. Marginally it mentions works for television. Separate subject matter is an Armenian ethnicity. Repeated themes in Atom Egoyan?s creation are an influence of communication technologies on human relationships, alienation, dysfunctional family, identity, etc. The analysis individual films concentrate on narrative method, structure, typical creative marks and style, but mainly on characters. Dramaturgically study is psychological and sociological orientated.
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Development and interrelationships of economic indicators
Klimentová, Veronika ; Löster, Tomáš (advisor) ; Bílková, Diana (referee)
The present bachelor thesis focuses on development and interrelationships of selected economic indicators in the European Union -- gross domestic product, inflation rate, the amount of government debt and unemployment rate. The first part of the thesis is devoted to the definition and description of the selected indicators and the statistical methods that were used for analysis of these indicators. The main part is then focused on examining the link between the values of individual indicators and the gross domestic product by analysis of variance. It also deals with the analysis of development of the indicators. During the reporting period, it was especially in 2004 that the economic indicators were affected the most. In that year the European Union witnessed by far the biggest enlargement, which meant among other things opening the labour market. In some of the member states it lead to a significant decline in unemployment. It is also possible for virtually all the indicators to monitor the impact of the economic crisis. In most states, for example, there was an increase in unemployment rate or a reduction in gross domestic product.
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What is the price elasticity of demand for owner-occupied housing for region of Pardubice?
Skalická, Eliška ; Rod, Aleš (advisor) ; Matějka, Marek (referee)
This bachelor thesis examines an assumption that a demand for owner-occupied housing is price-inelastic in the district of Pardubice. The data for the period from 2008 to 2012 are used in the thesis. The test has proved the demand for housing is truly price-inelastic; it means that 1% increase in housing prices causes a decrease by 0,85 % of demands. Some control variables are also added into the model. This expanded model estimates coefficients in range from 0,72 to 0,96 in absolute values.
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Změna vlastností nerezových ocelí v agresivním prostředí
Dobrovolný, Pavel
The bachelor thesis on the topic: Changing the properties of stainless steels in aggressive environments examines the influence of heat exposure and aggressive environment on mechanical properties of stainless steels. The theoretical part describes the principle of corrosion, possibility of spreading corrosion, selected corrosive environments, types of corrosion and the factors that affect the intergranular corrosion of stainless steels. The practical part deals with verification experiment that consists in finding the influence of corrosion degradation on mechanical properties of stainless steels. Etalons and corrosion exposed samples from various grades of stainless steels were subjected to tensile test. The evaluation experiment was done by comparing the measured values of tensile test. Practical measurements complement metallographic images.
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