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Risk analysis and its significance for management information systems
Kadochová, Lucie ; Svatá, Vlasta (advisor) ; Kalina, Jaroslav (referee)
Work is focused on summarizing progress in the development of risk analysis and its importance for businesses. Work includes the analytical procedure over the definition of assets for the firm important to identify the hazards involved and asset also includes a process for the final risk analysis, including methodologies, which can develop a risk analysis. The work also includes a basic overview of laws, rules and regulations covering the analysis and risk management, and that can be used in the analysis.
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Application of Value at Risk method on market risk management
Vostatek, Jan ; Witzany, Jiří (advisor) ; Witzany, Jiří (referee)
The bachelor's thesis is focused on the Value at Risk method which is widely used for management of market risk. Value at Risk is put in the whole risk management framework and it is explained its application on the two of three main ways of calculation. The thesis also deals with the role of Value at Risk in regulatory rules of European Union and possible future development of market risk regulation of financial institutions. Some chapters of the thesis describe the application of Value at Risk on economic capital allocation and setting limits on trading desks. At the end of the thesis Value at Risk is deeply evaluated in respect of all relevant information.
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The Risks Connected to the International Trade and the Methods of Their Managing
Mindlová, Jitka ; Černohlávková, Eva (advisor) ; Čajka, Radek (referee)
This thesis gives a structured view of the risks connected to the international trade and methods of their managing. The first part defines risk as a term and its characteristics. The definition is followed by the outline of particular types of risks that have a crucial meaning to the international trade e.g. territorial risks, commercial risks, exchange rate risks etc. The second part focuses on methods of risk managment that result from the first part. The risk analysis is placed at the beginning of the chapter because it should always come before the risk management itself. Methods of risk mitigating are outlined and the significant part of this chapter concerns with methods of risk transferring. The risks could be transferred to other economic subjects e.g. banks, insurance companies, business partners or other specialized companies. The sources of this thesis are bibliographical as well as web-based and its aim is to combine the theoretical knowledge with practical examples.
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System for assessing projects in terms of risk
Šustrová, Lenka ; Švecová, Lenka (advisor) ; Novotný, Petr (referee)
The goal of this work was to create a system of risk assessment in companies engaged in software development. In the aplication part three already finished projects were analysed. The result of the analysis was compiling a register of risks. The register contains a list of 14 causes and 4 key risk factors. At first these risk factors and their causes undergo an expert evaluation by a subjective probability of their occurrence and intensity of their potential impact in the system. Experts' estimation of the impact strength is complemented by a sensitivity analysis. Subsequently, the system evaluates the risks and compiles a list of key risks. System also provides with arrangements that serve to reduce the extent of key risks. In conclusion, the system carries out a quantitative analysis in the form of a probability tree.
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Business Activity Monitoring
Frühauf, Michal ; Řepa, Václav (advisor) ; Pálka, Jan (referee)
Main focus of the thesis lies in the corporate management decision support deploying and using IT / ICT. Specific technology described is Business Activity Monitoring. The contribution of the work lies primarily in two planes. The first plane is to create as far as the most comprehensive view of the BAM. The findings are collected from different directions and areas. The first direction of research is focused on the development of Business Intelligence and description of BAM as a trend of BI, including the stages of development and projections into the future. The second direction focuses primarily on a detailed circumscribe of BAM. Its definition, deployment assumptions, basic models, the way how business can benefit from BAM usage. The third guideline shows the classification of BAM surrounded by the other / similar technologies and business solutions -- BI and BSM, and the search key differences. The second level of the work is to support the AML implementation in a specific environment of banks using BAM. This is a practical demonstration of the possibility of using BAM in practice. Basic design solution lies in the analysis of risks arising from the law and the current state of the solution. By mapping of banking processes and searching for points of risk it is then possible to deploy these risks BAM tools for their management. Motion of support lies mainly in conceptual terms.
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Modification the block IS/ICT Project Management by the risk management
Kocman, Martin ; Chocholatý, Drahomír (advisor) ; Hausmann, Oto (referee)
The aim of this thesis is modification of the teaching block IS/ICT Project Management at the Department of Information Technologies of the Prague University of Economics by the risk management issues. At present, insufficient space is given to this topic and this may thus create the feeling with the students that this is a marginal issue in the project management. The theoretical starting points to this thesis are above all the PMBOK methodologies of the PMI organization and further the PRINCE2 of the OGD organization. As these are the internationally acknowledged IT project management standards, therefore the key significance is given to them as to the theoretical starting points. Naturally, the part of these methodologies related to the project management is utilized of them. To sketch in the point of view of the issue, the RIPRAN methodology is added that is of Czech origin and was developed by doc. Ing. Branislav Lacko of the Brno University of Technology. This methodology deals only with the risk management. The own new point of view of the risk management that comes out from the above-mentioned theoretical presumptions is divided into following parts: planning, identification, qualitative analysis, quantitative analysis, project simulation, evaluation. As the primary utilization of this thesis is for the students of the Prague University of Economics, namely above all for the students of the given course, this fact is taken into account also in the course of work with the risks. This means, among others, that it is not possible to implement the project according to the plan, and thus simulation tools are utilized for its implementation. All aspects coming out from this school environment have been included in the thesis. A tool in MS EXCEL table editor has been developed for the work with the risks where all steps of the risk management are carried out, namely including the data for subsequent creation of the outputs -- reports, analyses, etc. An advantage of this environment is the possibility of its utilization for automatic procedures. Full use of this characteristic has been made in the tool.
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Basel II and IS/ICT
Kovář, Petr ; Bruckner, Tomáš (advisor) ; Fleischmann, Martin (referee)
The Basel II Framework ensures banks are well capitalized. It is designed to be more risk sensitive than the old Basel Capital Accord and considers operational risk, such as "the risk of loss resulting from inadequate or failed internal procesess, people and systems or from external events." Banks are forced to calculate the regulatory capital charge for operational risk and want to optimize it. IT is a substantial part of operational risk and therefore is a part of the regulatory capital charge for operational risk. The Basel Committee requires banks to implement a framework to manage operational risk. One objective of this study is to provide description of this framework, IT aspects of operational risk and IT governance under Basel II, based on available sources of information. Another objective is to design processes for assessing and managing IT and operational risks under Basel II. Last but not least objective of this study is to disclose recent credit risk data and indicators for consolidated sector and large banks in the Czech republic. The amount of the regulatory capital charge for operational risk is an important part of the overall capital charge. This work increases IT practitioner's understanding of such topics as assessing and managing operational risk under Basel II.
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Řízení rizik v podniku
Matějka, Karel ; Hnilica, Jiří (advisor) ; Pardubický, Tomáš (referee)
Cílem této diplomové práce je zmapování dopadů implementace BASEL II na poskytování úvěrů, a to zejména malým a středním podnikům, a na základě této analýzy poskytnout základní rady, jak by se malé a střední podniky měli těmto změnám přizpůsobit. Hlavní důraz je kladem na malé a střední podniky z toho důvodu, že u nich je dopad BASEL II předpokládán jako nejcitelnějším vzhledem ke skutečnosti, že si nemohou z důvodu svých omezených zdrojů dostatečně personálně ošetřit rizikový management a nemohou si ani dovolit najmout specializovanou poradenskou firmu, která by jim příslušné procesy zavedla. Diplomová práce je členěna do několika kapitol. V úvodu se zabývá především posledním vývojem v bankovnictví v oblasti řízení rizik, důvody, proč jsou rizika v bankách řízena a rozdělením rizik. Jsou zde také popsána pravidla řízení rizik stanovené Basilejskou komisí pro bankovní dohled. V další části je popsán dopad BASEL II na poskytování úvěrů malým a středním podnikům. Je zde nastíněn obecný proces poskytování úvěrů v bankách a pravidla, kterými se banky při poskytování úvěrů řídí, a to s ukázáním změn způsobených novou basilejskou kapitálovou dohodou (NBCA - New Basel Capital Accord Basel II). Dále je zde popsáno několik pravidel, kterými by se měl zájemce o úvěr řídit.
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Basic parts of company's internal control system
Basař, Ondřej ; Králíček, Vladimír (advisor) ; Tauchman, Karel (referee)
This diploma thesis is focused on basic parts of internal control systems in modern companies and its interaction among them. It expains main control mechanisms, approach to risk management and impact of Sarbanes-Oxley Act on internal controls. Application part describes actualisation, testing and validation of internal controls in Sarbanes-Oxley 404 Annex 4 form.
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Project management in BI
Vacek, Antonín ; Pour, Jan (advisor) ; Zajíc, Jan (referee)
Project management as a branch is nothing new, that doesn't mean that there is not the possibility of improvement or implementating of new methodics in this field. The goal of the opening theorethical section of this work is to explain the problematic of the project management in IS/ICT in general as well as partially in the BI enviroment. In this section the reader is going to learn from which activities project management consists, what documents or templates in which stage of the project are commonly used, as well as some practical examples from project management practice. The rest of this work is then focusing on implementing the theoretical knowledge from the opening section into the practice of the real project in SYSTIXT, ltd. (the name of the company is made-up, the real one wished not to be named in this work). The main output from this section is the concept of the project management plan of this project (some of the parts are done in MS Project 2007). Very important output of this practical section is also creating of some templates for project management that will suit the forementioned company needs. A part of this section is also evaluation of current practices in project management in the SYSTIXT ltd. and the proposal of some changes in this field.
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