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Principles of bank lending to small and medium-sized enterprises
Cernenco, Marina ; Půlpánová, Stanislava (advisor)
The subject of this thesis is the credit risk and management methods applied in the lending process to small and medium-sized enterprises. Significant attention is paid to stages of credit process, organizational structure of credit department and division of authority, credit policies, rules and procedures, which are applicable in bank for identification, measurement, control and possible reduction of the negative impact of credit risk on bank activities. In this context, there are also discussed methods of assessment of the counter-parties' creditworthiness, which are based on the principles of rating and financial analysis and help bank analytics in decision-making process. The regulatory requirements of the Czech National Bank and innovation in ways of calculation of capital adequacy, which brought the current concept Basel II, have very important role and considerable influence on the management of risks. In the application part of this work the complex analysis of Znovín Znojmo ltd. for illustration of basic banking procedures.
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Analysis of credit process
Jeřábek, Jan ; Půlpánová, Stanislava (advisor)
The bachelor thesis is focuses on credit area and describes individual steps of credit process, through analysis of creditworthiness of customer, until possible solutions to problem loans. At first thesis describes basic characteristics, systematization of credits and risks related to credits. Second part of thesis analyzes each step of credit process. At the end thesis is focused on negative development of loans. It describes basic ways of solutions these loans and simultaneously there is shown currently czech banking market situation of default loans and specific approach of particular bank Česká spořitelna, a.s., which is illustrated on data from financial statements.
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Development of consumer credits in the Czech Republic
Bobovych, Renata ; Půlpánová, Stanislava (advisor)
This bachelor thesis deals with consumer lending. It defines its particular types. It analyzes the legal adjustment of the product, compares the previous law of 2001 with the new Consumer Credit Act in force since 2011. Introduces with credit risk and its management method. The central part of the work deals with the development of banking and non-banking consumer loans in the Czech Republic. Finally,there is a comparison of market in the Czech Republic, the Slovakia and the FRG.
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Comparison of bank and non-bank consumer loans
Kubíková, Eva ; Půlpánová, Stanislava (advisor)
This bachelor thesis deals with consumer lending. It explains its legislation under the new law in force since 2011. It presents various types of consumer loans offered by Czech banks and non-banking institutions. Readers are familiar with the need for credit risk management. There are the current client information registers in the Czech Republic presented. It aims to compare the evolution of the volume of consumer loans in the banking and non-banking sector in recent years. It also examines the impact of financial crisis on this market.
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Analysis of credit process
Zemanová, Eva ; Půlpánová, Stanislava (advisor)
This bachelor thesis focuses on crediting and it describes different parts of credit process -- forming credit policies, first contact with client and data collection, credit analysis, decision about loans and consecutive credit-monitoring. The thesis also includes definition and systematization of loans, credit legislative and related risks. At the conclusion of thesis, development of indebtedness in the Czech Republic is shown and differences between volumes of credits for particular types of debtors are stressed.
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The credit risk management at credit operations of Czech banks
Václavíková, Petra ; Půlpánová, Stanislava (advisor)
From a general point of view the bachelor thesis deals mainly with credit risk and also with all procedures used in the credit risk management. Firstly, the general phases of credit risk management are described giving emphasis on counterparty risk resulting from credit operations of Czech banks. Moreover, the thesis also pays attention to capital requirements for credit risk coverage run by bank institutions in relation to the concept of Basel II in Czech banking sector. Additionally, process of administration receivables from credit operation is analyzed. Above all, attention is paid to procedures and methods of receivable categorization from financial activities, specific allowances and possibilities of collateral and receivables collection. Finally, specific examples of Komerční banka, a.s. approaches are given for overall clarity.
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Capital adequacy and its calculation based on the principles of Basel II
Petrák, Lukáš ; Dobrovolný, Marek (advisor)
This bachelor thesis deals with the New Basel Capital Accord, so-called Basel II, with a focus on the calculation of capital requirements for credit, market and operational risk. The work briefly examines the reasons for the regulation of the banking sector and the various instruments of regulation. The thesis addresses the development of rules for the calculation of capital adequacy as well as the various methods for calculation of capital requirements -- i.e., the basic and advanced methods. Furthermore the comparison of basic and advanced approaches for calculation of capital requirements within each risk is involved. Advanced approaches within each risk, i.e. approach based on internal ratings (IRB), the method of value at risk (VaR) and the approach AMA can be used by banks after previous agreement of the Czech National Bank provided many quantitative and qualitative requirements have been met. As a matter of fact, the Czech banks have not much employed the advanced approaches yet, but their utilisation is expected to increase year by year.
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Comparison of approaches to creating credit scoring models
Hofman, Elena ; Šedivý, Jan (advisor)
This work is focused on the management of a credit risk related to the traditional bank lending business to individuals. The paper deals with a theory of measuring risk with help of PD (Probability of Default) parameter when different scoring models are used. The goal is to outline an issue with the credit risk and its management in general, attention is paid to details of a process of creating scoring models. There are three specific modeling techniques listed, namely logistic regression, decision trees and neural networks. Methods are explained in detail and are given possibilities of mutual comparison. The application part is devoted to the evaluation and comparison of credit scoring models based on these methods.
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The Effect of Introduction of Basel II on Capital Adequacy of Selected Czech Banks
Kubíček, Antonín ; Dvořák, Petr (advisor)
The aim of this bachelor thesis is to evaluate the impact of new rules for calculating capital adequacy in the Czech banking sector in general and then in the selected sample of four banks. The subject of my analysis is the relative amount of capital adequacy before and after implementation of Basel II across the Czech banking sector and the capital requirements before and after implementation of Basel II which showed the selected four banks. The question I want to answer is the extent to which new practices that Basel II allows banks to use for calculating the capital requirements for credit and operational risk change the relative level of capital adequacy and the total amount of capital requirements in banks selected by me.
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Analysis of mortgage loans and factors affecting their development
Kutová, Nikola ; Křížek, Tomáš (advisor)
This work focuses on mortgage loans and the mortgage market in the Czech Republic. In the first part, mortgage loans are outlined from the legislative viewpoint, their parameters and means of financing. Furthermore, the most common types of loans, state aid during debt repayment and individual phases of the mortgage process itself are analysed. The second part focuses on the mortgage market in the Czech Republic, affected by the financial crisis in the U.S. and other credit risks, over the course of the last few years. The final section characterises a model subject. The subject tries to gain a mortgage loan for housing needs on the basis of processed information from previous theoretical sections, and to select the right type of mortgage with favourable conditions, based on appropriate selection criteria.
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