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Archetypal analysis of students' behavior in banking sector
Malíčková, Jana ; Červinka, Michal (advisor) ; Cingl, Lubomír (referee)
Archetypal analysis is statistical method used in market segmentation, however, it has minor results of application in economics. This method finds out typical behavior - archetypes. Every sample point consists of one or more archetypes and every archetype consists of few sample points. In this thesis, we explore behavior of college students at Czech universities in banking sector as there is no evidence of this research. In the model with four archetypes, the archetypes named the Pauper, the Buffett, the Elvis and the Sleeping Beauty arose.
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Supervision in banking industry
Kubáňová, Klára ; Vondráčková, Pavlína (advisor) ; Kohajda, Michael (referee)
The aim of submitted thesis Supervision in banking is to define the nature and the importance of banking supervision, to justify its existence and to analyze the applicable mechanisms while the system of banking regulation and supervision in this thesis is primarily examined in the European context, with a focus on the Czech Republic. The thesis is divided into five main chapters. The first chapter is devoted to the financial system and the importance of banks in this system, it defines the characteristics of banking systems, provides the definition of the term bank and describes the banking system and the banking environment in the Czech Republic. The second chapter focuses on general aspects of banking regulation and supervision, it defines and distinguishes these concepts; furthermore, it specifies its objectives and deals with the arguments against banking regulation and supervision. The third chapter analyzes the various instruments of banking regulation, in particular the banking license, and other particular requirements, including but not limited to capital adequacy requirement. The chapter also deals with the compulsory deposits insurance and the position of the central bank as a lender of last resort. The fourth chapter focuses on banking supervision, which involves mainly the examination...
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Information support in financial institution
Bezchleba, Jiří ; Papík, Richard (advisor) ; Lipková, Helena (referee)
(anglicky) This thesis entitled Information support in a financial institution discusses how information services and resources are currently used internally in an institution focusing on the Czech banking environment. The reader is thus provided an insight directly into the organization and the position it takes towards working with information aiming at fulfilment of its employees' information needs. The thesis also reflects description of the most important information sources. Information needs of employees were analyzed and identified based on their frequency of occurrence and distribution across the bank. The following part of the work covers detailed identification of information services. The reader is hereby given the opportunity to find out where, by whom and to what extent the services are used. The conclusion deals primarily with the information models of the flow of information in the organization and the analysis of various entities affecting the relevant processes.
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Banking transactions
Kolařík, Jakub ; Kotáb, Petr (advisor) ; Kohajda, Michael (referee)
Englishsummary Banking The main goal of my thesis,,Banking"is to explain the meaningof this word and how are the legal relations,which resultsfrom interactionsbetweencommercial banksandclientswithin thetermbanking,regulatedin the Czechlegalorder. However,I didn't dealwith all the kinds of bankingin the thesis,but I focused on the two main categoriesof banking,which aregenerallyusedby ordinarypeoplethe most.Thesetwo categoriesarethedepositbankingandthe creditbanking. This thesisis divided into five chapters.The first chapteris relatedto the term bank andits legal definition,becausebanksareusuallytypical andthe main subjectsof bankinglegalrelations. The second chapter concernsa definition of banking, explains this term and severalpossibilitieshow to divide banking into severalcategoriesdependingon the different aspectsareincluded there. In the third chapterof my thesis,I focusedon the first main categoryof banking, which is depositbanking.The bank is in the role of the debtorin relationto its client. The first option,how bankscan acquiremoneyfrom the clients,is the form of savings on currentaccountsor savingaccounts.The secondpossibility for the bank is to issue bank securities.The examplesof the bank securitiesarebank bondsor depositbill of exchange. The fourth chapteris focusedon the secondmain categoryof...
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Financial literacy
Stárková, Zuzana ; Krahulcová, Beáta (advisor) ; Zelinková, Olga (referee)
STÁRKOVÁ, Zuzana, Financial literacy, Prague, 2011. Zuzana Stárková - Charles University in Prague - Husitská teologická fakulta. Supervisor, Prof. PhDr. Beáta Krahulcová, CSc. Main Theme of the thesis is financial literacy, especially its level among the citizens of the Czech Republic. It concerns also with main consequences of insuffícient financial knowledge of Czech citizens nowadays. First part of the thesis deals with definition of financial literacy, its causes and consequences. Further, it covers social and psychological aspects of financial literacy. Last chapters are devoted to the topics of personal bankruptcy and insolvency act. The thesis is finished with a casuistry of an indebted family. Key words: Financial literacy, Financial education, Family finance, Banking, Indebtedness, Execution, Insolvency act, Social and legal counselling
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Stress Testing of the Banking Sector in Emerging Markets A Case of the Selected Balkan Countries
Vukelić, Tatjana ; Jakubík, Petr (advisor) ; Mejstřík, Michal (referee)
Stress testing is a macro-prudential analytical method of assessing the financial system's resilience to adverse events. This thesis describes the methodology of the stress tests and illustrates the stress testing for credit and market risks on the real bank-by-bank data in the two Balkan countries: Croatia and Serbia. Credit risk is captured by the macroeconomic credit risk models that estimate the default rates of the corporate and the household sectors. Setting-up the framework for the countries that were not much covered in former studies and that face the limited availability of data has been the main challenge of the thesis. The outcome can help to reveal possible risks to financial stability. The methods described in the thesis can be further developed and applied to the emerging markets that suffer from the similar data limitations. JEL Classification: E37, G21, G28 Keywords: banking, credit risk, default rate, macro stress testing, market risk
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The Changes of agricultural Landscape of Microregion Sedlčany in the years 1850-1943
Mašková Janotová, Šárka ; Jakubec, Ivan (advisor) ; Štemberk, Jan (referee)
The thesis is focused on the economic situation development in the Sedlčany region from the first half of the 19th century till second half of the 20th century. The period observes changes from the agrarian landscape. At the end of period of the Second Czechoslovak Republic the landscape could be described as agrarian-industrial landscape. Traditionally, the Sedlčany region is considered industrially influenced. The presented thesis deals with confirmation or disproof of this idea. The research tries to find the potential focuses of dynamic economic development. If the focuses existed in the past, the research deals with comparison economic development of the Sedlčany region with other parts of Bohemia and finds the circumstances of the development. The economic situation of this area is located into wider context of the industrialization in the Czech countries during given period. Of course, the phenomenon of industrialization process relates to many factors, such as demographic development, transportation, trade, banking, agriculture and administrative activities. The federation actions are followed up in the region. The main aim of the associations is economic development of this region. They emphasize mainly upward movement of the peasant status. Keywords Sedlčany, economic history,...
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Taxes and similar charges in banking business
Pieran, Ondřej ; Kotáb, Petr (advisor) ; Kohajda, Michael (referee)
The purpose of the thesis is to analyse the relation between tax legislation and banking services. The thesis is formed of two parts. The first part (Chapter 1-3) covers aspects of the actual tax legislation in relation with banking services, the second part (Chapter 4-8) addresses trends which may be followed in the future regarding financial sector taxation. The thesis is composed of eight chapters. Chapter One deals with the position of banks as taxpayers of income tax, tax aspects of the banking business, tax provisions and the position of the banks as a payer of tax. The conclusions may be made that only limited pieces of income tax legislation are exclusive for banks. Peculiarities of banking transactions are reflected by accounting rules. Chapter Two focuses on the exemption of financial services from the system of value added tax. Some of financial services which are subject to the VAT are mentioned. Alternatives to the exemption approach are also investigated. Chapter Three is devoted to the system of deposit insurance and contributions of banks to the Deposit Insurance Fund. Future development in this field is also commented. Chapter Four deals with a general approach to the financial sector taxation, its motives, opportunities and related risks. Chapter Five examines the state of...
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Credit Risk Models and Their Relationship with Economic Cycle
Jakubík, Petr ; Teplý, Petr (advisor) ; Mejstřík, Michal (referee)
The significance of credit risk models has increased with the introduction of new Basel accord known as Basel II. The aim of this study is default rate modeling. This thesis follows the two possible approaches of a macro credit risk modeling. First, empirical models are investigated. Second, a latent factor model based on Merton's idea is introduced. Both of these models are derived from individual default probability models. We employed data over the time period from 1988 to 2003 of the Finnish economy in the first part of this thesis. Time series of bankruptcy and firm's numbers were used. Aggregate data for whole economy as well as industry specific data were available. First, linear vector autoregressive models was used in case of dynamic empirical model. We examined how significant macroeconomic indicators determined the default rate in the whole economy and in the industry specific sector. However these models cannot provide microeconomic foundation as latent factor models. We employed a one- factor model in our estimation although, multi-factor models were also considered. A one-factor model was estimated using disaggregated industrial data. This estimation can help understand relation between credit risk and macroeconomic indicators. Obtained results were used in the second part of this...
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Interest Rate Risk and Liquidity Risk of Banking Books in the Czech Republic
Džmuráňová, Hana ; Tůma, Zdeněk (advisor) ; Tripe, David (referee) ; Witzany, Jiří (referee) ; Kotlán, Viktor (referee)
Univerzita Karlova v Praze Fakulta sociálních věd Institut ekonomických studií Název disertační práce/ Dissertation title Interest Rate Risk and Liquidity Risk of Banking Books in the Czech Republic Anglický překlad / Title in English Interest Rate Risk and Liquidity Risk of Banking Books in the Czech Republic Autor/ka/ Author Mag. Hana Džmuráňová Rok zpracování/ Year 2021 Školitel / Advisor Doc. Ing. Zdeněk Tůma CSc. Počet stran / No. of pages 197 Abstract in English The thesis Interest Rate Risk and Liquidity Risk of Banking Books in the Czech Republic deals with the management of interest rate risk and liquidity risk stemming from the core banking system purpose - the maturity transformation. Across five articles, we provide comprehensive theoretical description, regulatory background, and develop models for embedded behavioural options of client products such as non-maturity deposits, with special focus on savings accounts in the Czech Republic in one of our case studies, or loans with prepayment option. We apply our models on the major Czech and Slovak banks and we calculate the exposure of those banks to interest rate risk in terms of regulatory guidelines. We derive that all banks in our analysis are positioned to benefit when interest rates increase as demand deposits like current accounts are...
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