National Repository of Grey Literature 21 records found  1 - 10nextend  jump to record: Search took 0.01 seconds. 
Paleozoic glaciation as an analog for Quaternary glacial cycles?
Kubíček, Martin ; Laurin, Jiří (advisor) ; Laibl, Lukáš (referee)
This bachelor thesis is focused on the comparison of the two main glacial periods of the Phanerozoic, the Late Paleozoic Ice Age and the Cenozoic Ice Age including Pleistocene. The main goal of the thesis is to compare the factors of glaciation and their controlling mechanisms on short and long-term scales, and the basic features of the Earth's circulation. Last but not least, the evaluation of unresolved questions and consideration of the possibility of using data from the Cenozoic, which point to a very complex behaviour of the climate system components. In both periods compared, the main climate driver appears to be the atmospheric greenhouse gas content. Another common feature is the declining trend in temperature, manifested initially by a less significant and ephemeral glaciation during the Upper Devonian, Eocene and Oligocene. The transition to the coldest phases with the lowest average temperature and the largest ice volume is characteristic. Based on CO2 content, amplitude of glacioeustatic oscillations or Milankovitch cycles, a sequence of several glaciation events in the Serpukhovian to Sakmarian interval can be considered as an analogue of the Pleistocene. The difference from the Pleistocene glaciation is presence of a large number of glaciation centres in the Gondwana area. Some...
Loan book credit risk stress testing : survey on practice in the Czech Republic
Argayová, Šárka ; Pečená, Magda (advisor) ; Kubíček, Martin (referee)
Stress testing is a general term for framework that can assess possible impact of an adverse shock on the financial health and a capital adequacy of a financial institution or whole financial system. Because credit risk is typically the most important risk for a bank and many international surveys describe the credit risk stress testing as one of the least developed, it is be the main topic of this thesis. The thesis concentrates on the micro level stress tests that are run by each individual bank. It describes the whole credit risk stress testing procedure, Basel II regulatory requirements, the importance for an institution and offers examples of stress tests. The first significant contribution to the topic is a survey of the practice in the mayor Czech banks that analyze whether they are influenced in their credit risk stress testing framework by their parents or the supervisory institution, whether the stress techniques and scenarios vary across the Czech banks considerably and whether the scenarios changed in some way before or during the current crisis. The other contributive part contains a model of stress test on a real corporate credit portfolio of one Czech bank, which uses data on PD for different level of segmentation of this portfolio. The scenarios used are the most actual forecasts of the...
Insurance as one of operational risk management tool
Suchánková, Lucie ; Rippel, Milan (advisor) ; Kubíček, Martin (referee)
Operational risk has recently become one of the key issues in financial institutions - there have been two main reasons for development of operational risk. First, there was the explicit incorporation of operational risk in the document called Basel II; second, there have been high losses from operational loss events. The insurance as one of operational risk's tool is the main point of the diploma thesis. In theoretical part, this tool is analyzed in relation to the operational risk (the insurability of operational risk, the main characteristic of insurance, the obstacles in the usage of this tool, its relation to capital and capital adequacy, benefits and negatives of this tool). In practical part, the use of insurance as operational risk management tool in one Central European bank is analyzed in order to find some relation to operation risk parameters as risk categories, business lines, gross loss etc. The identification of risk areas in bank was done as well. The main reason of this identification is finding whether the most risk areas are managed by this tool. The analysis should confirm or refute the hypothesis that insurance is relevant factor in operational risk management - whether it has positive influence on reduction of risk exposition or whether it is only formal tool.
Insurance as one of operational risk management tool
Suchánková, Lucie ; Rippel, Milan (advisor) ; Kubíček, Martin (referee)
Operational risk has recently become one of the key issues in financial institutions - there have been two main reasons for development of operational risk. First, there was the explicit incorporation of operational risk in the document called Basel II; second, there have been high losses from operational loss events. The insurance as one of operational risk's tool is the main point of the rigorous thesis. In theoretical part, this tool is analyzed in relation to the operational risk (the insurability of operational risk, the main characteristic of insurance, the obstacles in the usage of this tool, its relation to capital and capital adequacy, benefits and negatives of this tool). In practical part, the use of insurance as operational risk management tool in one Central European bank is analyzed in order to find some relation to operation risk parameters as risk categories, business lines, gross loss etc. The identification of risk areas in bank was done as well. The main reason of this identification is finding whether the most risk areas are managed by this tool. The analysis should confirm or refute the hypothesis that insurance is relevant factor in operational risk management - whether it has positive influence on reduction of risk exposition or whether it is only formal tool.
Korporátní úvěrové riziko v rámci Basel II
Kubíček, Martin ; Mejstřík, Michal (advisor)
This thesis presents research on corporate credit risk modeling under the New Basel Capital Accord framework using a real data set. This study provides theoretical foundations of credit risk modeling under the New Basel Capital Accord as well as empirical application of credit risk modeling to a unique data set of Czech companies provided by Creditreform. Several alternative logit regression models are presented, statistically tested and compared. Furthermore, two distinct approaches to calibration of rating classes of a rating system are developed and validated. Finally, the minimum regulatory capital requirements under the standardized approach and the internal ratings based approach of the New Basel Capital Accord are calculated and compared to the capital requirements under the current regulation. Powered by TCPDF (www.tcpdf.org)
Creating a Depth Map of Eye Iris in Visible Spectrum
Kubíček, Martin ; Kanich, Ondřej (referee) ; Drahanský, Martin (advisor)
Diplomová práce si dává za cíl navrhnout a uvést v praxi metodiku snímání oční duhovky ve viditelném spektru. Klade přitom důraz na kvalitu snímků, věrohodné podání barev vůči reálnému podkladu a hlavně na kontinuální hloubku ostrosti, která odhaluje dosud nezk- oumané aspekty a detaily duhovky. V poslední řadě se také soustředí na co nejmenší vys- tavení duhovky fyzickému stresu. Metodika obsahuje přesné postupy jak snímat duhovku a zajištuje tím konzistentnost snímků. Tím umožní vytvářet databáze duhovek s ohledem na jejich vývoj v čase či jiném aspektu jako je například psychologický stav snímané os- oby. Na úvod je v práci představena anatomie lidského oka a zejména pak duhovky. Dále pak známé způsoby snímání duhovky. Následuje část, jež se zabývá správným osvětlením duhovky. To je nutné pro požadovanou úroveň kvality snímků zároveň ale vystavuje oko velkému fyzickému stresu. Je tedy nutné najít kompromis mezi těmito aspekty. Důležitý je popis samotné metodiky obsahující podrobný popis snímání. Dále se práce zabývá nutnými postprodukčními úpravami jako je například složení snímků s různou hloubkou ostrosti do jednoho kontinuálního snímku či aplikací filtrů pro odstranění vad na snímcích. Poslední část práce je rozdělena na zhodnocení výsledků a závěr, v němž se rozebírají možné rozšíření či úpravy metodiky tak, aby ji bylo možné použít i mimo laboratorní podmínky.
Creating a Depth Map of Eye Iris in Visible Spectrum
Kubíček, Martin ; Kanich, Ondřej (referee) ; Drahanský, Martin (advisor)
Diplomová práce si dává za cíl navrhnout a uvést v praxi metodiku snímání oční duhovky ve viditelném spektru. Klade přitom důraz na kvalitu snímků, věrohodné podání barev vůči reálnému podkladu a hlavně na kontinuální hloubku ostrosti, která odhaluje dosud nezkoumané aspekty a detaily duhovky. V poslední řadě se také soustředí na co nejmenší vystavení duhovky fyzickému stresu. Metodika obsahuje přesné postupy jak snímat duhovku a zajištuje tím konzistentnost snímků. Tím umožní vytvářet databáze duhovek s ohledem na jejich vývoj v čase či jiném aspektu jako je například psychologický stav snímané osoby. Na úvod je v práci představena anatomie lidského oka a zejména pak duhovky. Dále pak známé způsoby snímání duhovky. Následuje část, jež se zabývá správným osvětlením duhovky. To je nutné pro požadovanou úroveň kvality snímků zároveň ale vystavuje oko velkému fyzickému stresu. Je tedy nutné najít kompromis mezi těmito aspekty. Důležitý je popis samotné metodiky obsahující podrobný popis snímání. Dále se práce zabývá nutnými postprodukčními úpravami jako je například složení snímků s různou hloubkou ostrosti do jednoho kontinuálního snímku či aplikací filtrů pro odstranění vad na snímcích. Poslední část práce je rozdělena na zhodnocení výsledků a závěr, v němž se rozebírají možné rozšíření či úpravy metodiky tak, aby ji bylo možné použít i mimo laboratorní podmínky.
Insurance as one of operational risk management tool
Suchánková, Lucie ; Rippel, Milan (advisor) ; Kubíček, Martin (referee)
Operational risk has recently become one of the key issues in financial institutions - there have been two main reasons for development of operational risk. First, there was the explicit incorporation of operational risk in the document called Basel II; second, there have been high losses from operational loss events. The insurance as one of operational risk's tool is the main point of the rigorous thesis. In theoretical part, this tool is analyzed in relation to the operational risk (the insurability of operational risk, the main characteristic of insurance, the obstacles in the usage of this tool, its relation to capital and capital adequacy, benefits and negatives of this tool). In practical part, the use of insurance as operational risk management tool in one Central European bank is analyzed in order to find some relation to operation risk parameters as risk categories, business lines, gross loss etc. The identification of risk areas in bank was done as well. The main reason of this identification is finding whether the most risk areas are managed by this tool. The analysis should confirm or refute the hypothesis that insurance is relevant factor in operational risk management - whether it has positive influence on reduction of risk exposition or whether it is only formal tool.
Korporátní úvěrové riziko v rámci Basel II
Kubíček, Martin ; Mejstřík, Michal (advisor)
This thesis presents research on corporate credit risk modeling under the New Basel Capital Accord framework using a real data set. This study provides theoretical foundations of credit risk modeling under the New Basel Capital Accord as well as empirical application of credit risk modeling to a unique data set of Czech companies provided by Creditreform. Several alternative logit regression models are presented, statistically tested and compared. Furthermore, two distinct approaches to calibration of rating classes of a rating system are developed and validated. Finally, the minimum regulatory capital requirements under the standardized approach and the internal ratings based approach of the New Basel Capital Accord are calculated and compared to the capital requirements under the current regulation. Powered by TCPDF (www.tcpdf.org)

National Repository of Grey Literature : 21 records found   1 - 10nextend  jump to record:
See also: similar author names
12 KUBÍČEK, Martin
1 Kubíček, M.
1 Kubíček, Marek
4 Kubíček, Matěj
7 Kubíček, Michal
2 Kubíček, Milan
2 Kubíček, Miloš
1 Kubíček, Miroslav
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