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Impact of the Global Crisis on Banking Sector Soundness: Czech Republic, Hungary and Poland
Zsigraiová, Monika ; Geršl, Adam (advisor) ; Kudrna, Zdeněk (referee)
The theses assesses the influence of the Crisis on the soundness of banking sector in the Czech Republic, Hungary and Poland. The analysis using bank-specific and country-specific data employs the descriptive and econometric tools. Especially, the fixed-effects method helps to reveal an impact of the Crisis on gross loans, liquid assets, non-performing loans, return on average asset and capital adequacy ratio. The results suggest that the crisis affected negatively the bank soundness of each discussed country, specifically the macroeconomic transmission channel was proven to be significant in all studied countries. The funding transmission channel was significant only in case of Poland.
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Capital Adequacy of Commercial Banks
Husár, Marian ; Kotáb, Petr (advisor) ; Kohajda, Michael (referee)
Capital Adequacy of Commercial Banks The purpose of the thesis is to analyse particular capital adequacy issues. The thesis is composed of three chapters, each dealing with particular aspects of capital adequacy. The introductory Chapter One clarifies the meaning of capital adequacy. The thesis is based on two main aims. Chapter Two examines Basel Committee of Banking Supervision materials and following relevant EU and Czech legislation. The methodology used in this chapter vests in comparative analysis and legal analysis of current Czech national legislation. The first aim is to tackle the legal issues of implementation and effective enforcement of current capital adequacy rules, with concentration on the key problem of inconsistency of implementation among countries. The Chapter Three describes the reasons for adoption of new regulatory rules of capital adequacy in connection with recent turbulent changes in financial markets. To make a conclusion whether Basel III is a sufficient reaction is the second main aim. It focuses on analyse of the Basel III rules as a set with some practical notes on ongoing implementation in the world or in the Czech Republic in particular. The Basel Committee rules need to be implemented carefully. Whether by partial or incomplete implementation of Basel rules or by...
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Basel III: Evaluation and Impact in the Czech Republic
Gleta, Jakub ; Teplý, Petr (advisor) ; Geršl, Adam (referee)
The thesis is focused on content and impact of the new Basel Capital Accord, commonly known as Basel III. These rules react to recent development in global financial markets and introduce some substantial changes into regulatory approach, which include changes to the definition and required amount of regulatory capital and presents new liquidity requirements. The thesis then assesses new rules form two points of view. First, a quantitative model is constructed that predicts the impact of new rules on capital adequacy of four major Czech banks based on default rates data. In the second part of the analysis, institutional impact of new regulation is stressed, namely the question of how new rules fit within the theoretical framework of optimal regulatory architecture and what pitfalls they have. The thesis is unique in the eclectic nature of its approach, whereby two seemingly disparate approaches oppose each other and an attempt at synthesis is presented. Keywords Banking regulation, Basel II, Basel III, capital adequacy, capital accords, regulatory impact analysis, credit risk JEL classification G21, G28
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Influence of BASEL III regulation on risk management in banking
Havlíček, Radek ; Blahová, Naďa (advisor) ; Pour, Jiří (referee)
The diploma thesis focuses on the regulatory framework of the BASEL III in coherence with risk management and measurement of market and credit risks. The accent is focused upon methodology of calculation and determination of the capital requirements of above mentioned risks. In the introductory part of the thesis are mentioned basic procedures regarding risk management as well as theoretical methodology and development of calculation of the capital requirements in coherence with current standard BASEL III. In the practical part of the thesis are presented capital management policies with regards to BASEL III in Deutsche Bank AG, globally presented institution and Komerční banka, a.s., operating on the Czech market. Accented are mainly the expositions of the institutions and the size of the capital required by the regulatory framework.
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The development of banking system in Ukraine during the crisis of 2014-2015
Andrianova, Anna ; Dvořák, Petr (advisor) ; Galuška, Jiří (referee)
In my thesis I analyse the development of the banking system of Ukraine and the assessment of the concentration level of the banking system in conditions of crisis 2014-2015. The theoretical part is devoted to classification and causes of the banking crisis; also, it describes the historical aspects of crisis formation in Ukraine. The practical part is focused on the evaluation of the financial security level and macroeconomic situation in Ukraine. This part emphasises problems and the specifics of functioning of domestic banks. In addition, it considers the concentration level of the banking market. The analysis performed shows that the banking crisis is the result of accumulated macroeconomic imbalances of the past and present mistakes in the implementation of anti-crisis policy. Currently the efficient functioning of most domestic banks remains at insufficient level.
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Financial Analysis of the Czechoslovak Commercial Bank
Klecker, Tadeáš ; Ducháčková, Eva (advisor) ; Daňhel, Jaroslav (referee)
I deal with specific problems in the financial analysis for the banking sector. I use these indicators bank bank liquidity, bank profitability, capital adequacy, productivity, quality of bank assets, capital adequacy. I found calculate solvency capital adequacy using CSOB and by calculating, I found that I have been over 8%, and therefore CSOB solvent.
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Risk Management of Bank Credit System and Decision Making Process
Skovajsa, Radek ; Kryštof, Zdeněk (referee) ; Čižinská, Romana (advisor)
The theoretical part of this thesis describes the development of Czech banking sector, especially with emphasis on post-revolutionary rebirth within the new conditions of market economy. The following part demonstrates the decision-making credit account process of a bank on a particular case study based on the methodics and procedures leading up to maximal elimination of credit risk. At the same time, the author presents a partially modified internal opinion on a decision of particular business transaction. It is accented that every decision of a bank must comply with the regulations of CNB. The conclusion of the thesis affirms the maximal efforts of domestic banks to minimalize risks within their decision-making credit account processes, which is mirrored in current stability in the development of Czech banking sector.
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BASEL III - leveraga ratio
Fořtová, Nikola ; Špániková, Kateřina (advisor) ; Fleischmann, Luboš (referee)
The purpose of this bachelor thesis Basel III Leverage Ratio is to describe the development of regulatory concepts published by Basil authorities especially the Basel III Leverage Ratio concept. This concept was realized in reaction to the financial crisis in 2008, when many defects of the previous concept were discovered. Innovation were made, including adjustments to capital adequacy, capital buffers, leverage ratio, liquidity and others. This thesis focuses on the leverage ratio indicator. The main goal of the paper is to describe this component, its implementation and evaluate expected fallouts or outcomes. The last part of this thesis sums up the situation in Czech Republic and the opinion of Czech National Bank on the Basil III implementation.
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Analysis of capital adequacy development of banks in Czech republic
Krondiak, Ladislav ; Dvořák, Petr (advisor) ; Fleischmann, Luboš (referee)
The main focus of this thesis is the analysis of channels used by Czech banks to increase their capital ratios. We identify the increase in capital as the main channel used. Further, within these channels we find retained earnings to be the main tool used. In addition, growth in the loans volume was the dominant tool within the channel of asset volume. Furthermore, we observe an increase in the use of more advanced capital requirements quantification methods, especially in larger banks. We also identify several factors, other than capital regulation, that might have contributed to the observed developments.
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Basel III
Čurdová, Natálie ; Sato, Alexej (advisor) ; Famfule, Jan (referee)
The aim of this bachelor thesis is to evaluate the impact of the new regulatory framework Basel III on liquidity and capital structure in the Czech and European banking sectors. In the first theoretical part the reasons for and forms of banking regulation are described and the new Basel III concept is introduced in detail including its historical development. In the second practical part selected capital and liquidity indicators and impact studies published by the European Banking Authority and the Czech National Bank are analysed. The results of the analysis indicate that both banking sectors are well capitalised with adequate levels of liquidity and the new regulation shouldn't have a significant impact on them.
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