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A Tool for Robustness Testing of Web-Services
Zelinka, Tomáš ; Očenášek, Pavel (referee) ; Rychlý, Marek (advisor)
This project deals with testing of web services. The result of this work will be a tool for load testing of web services using fault injection in their communication. The first part of the project discusses the basic aspects of testing web services. The second part of the work is more focused on testing high loads in combination with fault injection. The tool will allow automated run of the tests. The distributed model of the tool was designed to simulate real loads. In the last chapter are summarized achieved results.
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Perfecting the analysis of 10Gbit/s computer network
Ťápal, Tomáš ; Polívka, Michal (referee) ; Škorpil, Vladislav (advisor)
The master’s thesis consists of several parts. Describes the technology 10 Gbps Ethernet. Analyzer Ixia and Endace presents, especially their use for traffic analysis and stress testing the network devices. It deals with documents RFC concerning the routers and switch testing. Thesis includes the reports of tests switches and router performed by RFC 2544 and RFC 2889 documents. Part of the thesis is dedicated to COMBO FPGA cards. Documentations to the analyzers is created in this thesis and macro is on the CD for presentation of measurement results.
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Importance and development of stress tests of banks in Czech Republic and the EU
Štefančíková, Michaela ; Radová, Jarmila (advisor) ; Rybák, Zdeněk (referee)
This thesis deals with the stress testing of banks in Czech Republic and the EU. The first part discusses the financial stability. Attention is paid mainly to different opinions of financial institutions and other experts. The first part includes the financial stability assessment tools of two major financial institutions that deal with financial stability (IMF and ECB). The second part is devoted to one the specific assessment tool for financial stability - stress testing. Stress testing part targets to include the latest theoretical knowledge that are related to stress testing. The third part deals with the stress testing of the banking sector in the Czech Republic and examines the evolution of stress scenarios and methods of stress tests, which are the responsibility of CNB. The fourth part analyzes in detail the stress scenarios and the results of stress tests of the banking sector in the Czech Republic. The last part of the thesis is devoted to the analysis of stress tests of the EU banking sector.
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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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Models for Stress Testing in the Insurance Sector
Komárková, Zlatuše ; Gronychová, Marcela
The project is focused on top-down stress testing of the Czech insurance sector. The aim of the present paper is to describe the advanced method for macro stress testing of insurance companies used by the CNB. We apply the presented stress test to eleven Czech insurance companies. The shocks applied are designed to replicate a macroeconomic scenario and to impact on both the asset and liability sides of the balance sheet. We consider both investment and insurance risks relating to the Czech insurance sector. An application of the simulated scenario to the Czech insurance sector illustrates that the sector is sufficiently resilient and stable.
Fulltext: PDF
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Methods of bank ratings by central bank
Hampl, Richard ; Půlpánová, Stanislava (advisor) ; Dobrovolný, Marek (referee)
This bachelor thesis deals with the problem of bank ratings. The main part is focused on analysis and methods, which are used by the Czech National Bank. The first section consists of basic description of bank, central bank and the czech banking system. It also includes description of other groups, which operate on the financial market and are interested in bank ratings. Next section describes in detail how the supervision of banks by the Czech National Bank work. This section is divided into two parts -- top-down approach and bottom-up approach. The last section describes legislative changes and the supervision of banks in the Czech Republic during years 2006 and 2011.
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Securitization - Analysis and Implications
Maťašová, Dominika ; Komárková, Lenka (advisor) ; Myška, Petr (referee)
In the present work we study the securitized products of ?financial markets with focus on collateralized debt obligations and the impact of fi?nancial crisis on the markets in the world. First part the thesis is focused on the methodology of the reasons behind launching these products, the portfolio, tranches and further on mechanisms how these structures are working. In the second part the thesis teoretically describes the valuation methods for which the Markov chains and copula functions are used. Further on follows the practical part with output from the quantitative analysis and at the end the thesis describes the impacts on economics of di?fferent countries and practically introduces the stress testing as the precaution tool.
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Performance testing of information systems
Klaška, Jan ; Novotný, Ota (advisor) ; Sýkora, JIří (referee)
This thesis if focused on performance, especially load testing of information systems. In the first part is defined software quality and reader is provided by fundamentals of software testing. Process of sofware testing is well described here. The rest of the paper is oriented on perfomance testing and it's processes and attributes. Specified are goals and principles of performance testing as well as types of performance tests and their purpose. Defined is load testing methodology including metrics for reliability and efficiency of information systems. Metrics are derived from well known international ISO standard 9126 - Software quality model. Methodology and metrics are validated during load test project on which author of this work participated. One chapter is also devoted to the tools used for load testing automatization. This paper is focused on the testing experts as well as on the other readers who want to acquire information on load testing, software efficiency or generally on testing of software quality.
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