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National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Managing operational risk using scenario analysis
 Vostatek, Jan ; Blahová, Naděžda (advisor) ; Brada, Jaroslav (referee)
The master thesis is dealing with the contemporary issues of operational risk management in financial institutions. Author sets a theoretical basis and legal background of the topic and describes the contemporary practices of managing the operational risk. Author focuses on the scenario analysis as a specific method which is described and evaluated. Scenario analysis is applied on the rogue trading risk. In the thesis there is created a model institution on which author applies the operational risk theory using best practices and expert opinions. The model situation provides the analysis of the processes of the financial institution and choose the suitable measures in order to defend against the risk. The author also analyses the past cases of rogue trading which helps to understand the prevention and the historical significance of the operational risk.
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Application of Value at Risk method on market risk management
 Vostatek, Jan ; Witzany, Jiří (advisor) ; Witzany, Jiří (referee)
The bachelor's thesis is focused on the Value at Risk method which is widely used for management of market risk. Value at Risk is put in the whole risk management framework and it is explained its application on the two of three main ways of calculation. The thesis also deals with the role of Value at Risk in regulatory rules of European Union and possible future development of market risk regulation of financial institutions. Some chapters of the thesis describe the application of Value at Risk on economic capital allocation and setting limits on trading desks. At the end of the thesis Value at Risk is deeply evaluated in respect of all relevant information.
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See also: similar author names
1 Vostatek, Jakub
2 Vostatek, Jaroslav
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