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The impact of macroeconomic shocks on credit risk of Slovakian banking sector and its stress testing
Lörinčík, Martin ; Dědek, Oldřich (advisor) ; Kubíček, Martin (referee)
Credit risk tracking and quantification play important roles in risk management and they are not applied only by financial institutions on microeconomic level, but also by central banks on the background of aggregated data. This master thesis deals with the analyses of shocks of given significant macroeconomic variables and their reply on changes of households' and firms' defaulted, non performing loans in Slovakian banking sector. In introductory part, the method of data handling is described, because of their inconsistency in the given field of research. That is caused on one hand by the post-transformational consolidation process of Slovakian banking sector and on the other hand by legislative shifts and changes in calculation methodology of non performing loans. The main aim of the thesis is not to describe and interpret most precisely the economic relations that could influence the level of non performing loans, but the effort to widen the range of credit risk stress testing possibilities in Slovakian banking sector. In order to check the macroeconomic variables' significance, OLS regression is used. Important part of the stress tests is the application of Monte Carlo method which simulates high number of stress scenarios and macroeconomic variables' shocks and therefore helps to improve the...
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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.
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Loan book credit risk stress testing : survey on practice in the Czech Republic
Argayová, Šárka ; Kubíček, Martin (referee) ; Pečená, Magda (advisor)
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...
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Kubíček, Martin ; Očenášek, Vladimír (advisor)
NAME
The Role and History of Information Technology in Today's Companies
GOAL
The main goal is to map the development of information technologies and their implementation in corporate environments.
From the very beginning of the introduction of computers to today's situation companies.
Showing today's role of IT to a particular enterprise (allocation of jobs in IT department, individual tasks, catalog services, ...)
STRUCTURE
-precursor of information technology
-history development of information technology
-modern information technologies and their future prospects
-companny IT processes
-description one particular IT department
BOOKS
Jan Dohnal; Jan Pour - IT v řízení podniku - Professional Publishing - 2016 - 978-80-7431-160-4
Jitka Kominácká - Moderní ICT pro podporu rozhodování - C. H. Beck - 2014 - 978-80-7400-531-2
Libor Gála; Zuzana Šedivá; Jan Pour - Podniková informatika -- Počítačové aplikace v podnikové a mezipodnikové praxi - 3., aktualizované vydání - Grada - 2015 - 978-80-247-5457-4
Erik Brynjolfsson; Andrew McAfee - Druhý věk strojů Práce, pokrok a prosperita v éře špičkových technologií - Jan Melvil publishing - 2015 - 978-80-87270-71-4
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Web Game Portal
Kubíček, Martin ; Křivka, Zbyněk (referee) ; Burget, Radek (advisor)
The subject of this thesis is the design and reconstruction of the already existing ImmortalFighters web portal system. The thesis analyses in detail the current system in order to prevent errors right from the start of the proposed changes in design. As part of the proposed change, a new database and a new site structure were created. The nature and logic of the Dungeons & Dragons fantasy game and the possibility of using modern object-oriented technology for use in the web-based versions were explored. An analysis was made of possible technologies that are or have the capability of object-oriented design, and could therefore be used for the actual implementation. The most suitable technology was then chosen for this according to very clearly defined criteria. The work also presents the proposed changes that arise from analysis and personal experience accumulated from a long-term presence on the web portal. The practical part of the proposal is done using special technology - the Symfony 2 and Doctrine 2 PHP frameworks of an object-relational model, so that significant improvement and fundamental differences as compared the current solutions were clearly seen.
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Sestavení rodinného finančního plánu
Kubíček, Martin
This thesis is concerned with constructing a family financial plan. In the theoretical part of the thesis, the reader is introduced to a list of the basic principles of creating a family financial plan. They are then gradually introduced to the area concerning budget, how it is dealt with and how it would be correctly calculated. These are the following areas: securing income, provide housing, income protection, creation of reserves and ensuring annuities for retirement. Each area is going to be discussed separately and will be presented to companies with these products available in the market.
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Inclined plane
KUBÍČEK, Martin
This final project deals with physical analysis of simple machine - inclined plane. After theoretical analysis is nessesary to build a measurement device. This device is used for measurement of friction coefficient and uniform acceleration in practical exercises.
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