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Cyber risk in banking
Linert, Jan ; Teplý, Petr (advisor) ; Stádník, Bohumil (referee)
The bachelor thesis deals with the cyber risk in banking industry. Its main goal is to stress the imporatance of cyber risk both verbally and numericaly and review the approach of banks to this risk. The first part of this thesis specifies what cyber risk is and how it fits among other operational risks, presents the common cyber-attacks and archetypes of cyber criminals, later it delves into the cyber risk in Czech Republic and at the end of this part it mentions the legislation that covers the cyber risk. The second part of this thesis examines the cyber risk from three different angles: the amount of security threats from the analyses of security experts, the importance of cyber risk to the bankers from market analyses and evolution of the regulatory capital for operational risk from annual reports of chosen banks and the statistical data of EBA, ECB and ČNB.
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Dopad Basel III na české banky a efektivita kapitálových pomerov predpovedať finančnú tieseň bánk
Matejašák, Milan ; Dvořák, Petr (advisor) ; Teplý, Petr (referee) ; Seidler, Jakub (referee)
The aim of this thesis is to evaluate the impact of Basel III on Czech banks and to compare the effectiveness of capital ratios in predicting bank distress. After a short introduction, in the second chapter we estimate the impact of tightened Basel III capital regulation on lending spreads in the Czech banking sector. In this chapter we conclude that the tightened capital regulation will not lead to more expensive borrowing in the Czech Republic mainly because the banking sector has been well-capitalized. In the third chapter we identify the strategies that Czech banks adopted in order to significantly increase their capital ratios between 2009 and 2013. Our analysis shows that retained earnings have played a major role in increasing the average capital adequacy of Czech banks. In addition, the Czech banks have decreased their average asset risk to further strengthen the overall capital adequacy ratio. In the last chapter, using a dataset on bank distress in European banks during 2008-2012, we compare the performance of risk-weighted capital ratios and simple leverage capital ratios to predict bank distress. Our results suggest that simple leverage ratios can perform better than complex risk-weighted capital ratios when predicting bank distress. While such a finding is not conclusive, it suggests that more complex risk modeling does not always mean better risk modeling.
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External audit of commercial banks in the Czech Republic
Ágošton, Peter ; Teplý, Petr (advisor) ; Rybák, Zdeněk (referee)
This master thesis deals with the area of commercial bank's external audit in the Czech Republic. Its main goal is to highlight the different techniques and specific procedures which are used during statutory audit of commercial bank. Another goal of this master thesis is to investigate of a linear dependence between count of changes of auditors and selected commercial bank's performance indicators. In the first part we could find a general framework of the external audit with emphasis on legal aspects. The second part describes differences between bank and non-banking institution. The third part of this master thesis deals with a description of audit phases with emphasis on the interim audit phase at which the author of this master thesis was a part of audit providing team. The final part investigates the linear dependence between count of changes of auditors and selected commercial bank's performance indicators.
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Mechanisms for resolution of bank crisis
Pochman, Jiří ; Teplý, Petr (advisor) ; Cibulka, Jakub (referee)
This diploma thesis deals with mechanisms which can be used to resolve crisis of a bank. The first chapter introduces the reader to essential theoretical background and basis for following chapters. The second chapter describes and analyzes measures used by governments to support their financial sectors in 2008 -- 2012. The first part of third chapter deals with insolvency regimes for banks and general description of new recovery and resolution regimes. The other part of third chapter contains qualitative analysis of recovery and resolution regimes adopted by European Union member states in the form of BRRD. Final chapter analyzes on the sample of ten systematically important banks applicability of bail-in tool to resolution of their crisis.
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Impact of european legislation on the czech financial market
Chytilová, Alice ; Křížek, Tomáš (advisor) ; Teplý, Petr (referee)
The thesis is focused on European markets financial instruments directives effective for czech financial market and is divided into three main parts -- a summary of european legislation in the financial markets field, evaluation of the impact of MiFID on the czech financial market and assumption for passing MiFID II with assessing whether new legislation needed. The thesis contains assessments of formation, progress and impact of European law on czech financial market. Evaluation of impacts is not just a description, but the real assessment of impact based on quantitative indicators. Recommendations concerning adoption of a new legislation proceed from lacks and issues found out on czech financial market.
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The Economics of Bankruptcy - International Perspective
Rakićová, Anna ; Janda, Karel (advisor) ; Teplý, Petr (referee)
Presented work deals with the issues of bankruptcies in pre-selected countries: Czech Republic, Slovak Republic, Serbia and Croatia, both from an economic and legal viewpoint. First four chapters are devoted to more detailed analysis of insolvency (bankruptcy) laws of each country with regard to their development and current practice. At the end of each chapter is described a current "bankruptcy situation" on the markets of individual economies. The sixth chapter deals with bankruptcies in Europe (Western Europe and Central and Eastern Europe). Part of this chapter is also devoted to the development of selected economies in terms of their GDP. The seventh chapter highlights the economic aspects of bankruptcy and the eighth chapter analyzes the data obtained. The work focuses only on corporate bankruptcies and is completed with appropriate graphs and tables both in the text and in the appendices.
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Regulatorní arbitráž pod úmluvami Basel
Chroustovský, Jiří ; Teplý, Petr (advisor) ; Kuklik, Robert G. (referee)
Bachelor thesis deals with the phenomenon of regulatory arbitrage. The work seeks to identify opportunities for regulatory arbitrage under Basel I and Basel II accords. The aim of the thesis is to determine whether banks engaged in regulatory arbitrage, and how it affected the financial system. In examining regulatory arbitrage, it was found that the Basel I and Basel II provided a potential for regulatory arbitrage, and banks did not hesitate to engage in it. The thesis identifies that the main problem of banking regulation is the change in incentives of players in the financial markets leading to regulatory arbitrage, and consequently to a greater concentration of risk in financial markets. The work suggests a creation of the fourth pillar of the Basel accords, which would provide rules for bank resolution mechanisms. Thus, it tries to alleviate the problem of moral hazard currently present in the banking system.
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Credit Risk Management In The Lease Company
Koďousek, Tomáš ; Půlpánová, Stanislava (advisor) ; Teplý, Petr (referee)
This thesis is focused on the credit risk management with special orientation in the lease companies. Firstly, the basic risk features are defined, the general risk management process is explained and risks which the lease companies are exposed to are classified. The main theoretical part analyses the features of the credit risk important for the credit analysis, i.e. the classic approach to the evaluation of the borrower's creditworthiness. The theoretical part is the basis for the practical part within which the analysis of the credit risk management process in the lease company is performed, including the case study analysis.
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The Bill and real possibilities of its use in the practice of Czech banks
Knéblová, Hana ; Půlpánová, Stanislava (advisor) ; Teplý, Petr (referee)
The thesis on "The Bill and real possibilities of its use in the practice of Czech banks" is focused on the characteristics of bills as a directing and payment instrument and possible ways of its use, taking into account both economic and legal aspects. This work includes a wide range of banking products, in which the bills are used, indicating their advantages and disadvantages too. The conclusion provides justification for attractiveness of bills for the banks, but also the reasons for which it is viewed by public with some skepticism.
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