National Repository of Grey Literature 6 records found  Search took 0.00 seconds. 
The Czech banking sector: Determinants of Profitability
Hykl, Daniel ; Pečená, Magda (advisor) ; Teplý, Petr (referee)
This thesis is concerned with Czech banking sector in 2015 - 2020 and its profitability. A set of bank-specific and macroeconomic variables is tested for profitability determination effects by a general profitability model estimated with system GMM, FE, and OLS methods, yearly and quarterly data are used. The results indicate negative effects on bank profitability of the following on both yearly and quarterly bases: capitalization, operational efficiency, and inflation change, and positive effects on bank profitability of the following on both yearly and quarterly bases: bank size and GDP growth. The thesis also analyzes quarterly changes in bank assets, liabilities, and equity. The results indicate systematic drops of liabilities and assets reported as of year-ends. Potential explanations are discussed along with suggestions for further research as this study presents a complex set of insights, results, and experience ready to be augmented with further efforts.
Loan Portfolio Quality of Microfinancial Institutions
Koutná, Barbora ; Zetek, Pavel (advisor) ; Rajl, Jiří (referee)
The first chapter of this thesis is an introduction to issue of microfinance. This chapter is about characteristic, targets and social importance of microfinance loans and about birth and history where microfinance started to help and who is founder of microfinance. There is also describing of today's microfinance market, the distribution and characteristics every single microfinance regions: number of microfinance institution, gross loan portfolio and another main attribute for every region. The aim of next chapter is to review actual trends which are typical for microfinance sector. The most important trends are new products, separation microfinance institutions for profit and non-profit institutions, financial sources, rising regulation of microfinancial institution and changing quality of gross loan portfolio in time. The last chapter is about the quality of loan portfolio selected states from Latin Amerika and Asia where the impact of internal and macroeconomics variables to quality of gross loan portfolio is tested by regression model.
The Management of Credit Risk SME Segment
Ježek, Michal ; Ulrich, Milan (advisor) ; Stanislav, Stanislav (referee)
Diploma thesis Credit risk management of SME segment is engaged in the credit process in the segment of entrepreneurs and small business owners, and also part of the segment of the public and nonprofit sectors in an existing bank operating in the Czech market. In the theoretical part there are defined basic approaches in bank risk management and their divisions. Follows overview of the different approaches. Another part is more detail devoted to credit risk. Credit risk is then solved by the credit case, incl. analysis of the credit approval process. Emphasis is also placed on the rating process by which the credit approval begins and ends. The practical part of the work is focused on the analysis of product portfolio of the bank. The work deals with various credit products of the banks in this segment, in terms of supportability, delinquency, and overall risk. The second part is an analysis of the portfolio in terms of individual sectors, where are evaluated selected risky and less risky sectors.
Vliv nekooperativního oligopolu bankovního sektoru na jeho procyklikalitu
Tisoň, David
Neracionální jednání bank v době ekonomického ochlazení ve formě nezdravé redukce úvěrů pro reálnou ekonomiku se stalo v poslední době diskutovaným tématem. Podle dostupných studií může být následkem předešlých nadměrných úvěrových expanzí v době ekonomické prosperity. Následné superkonzervativní jednání bankovního sektoru může naopak prodlužovat ekonomickou depresi se zpětnými efekty do úvěrových portfolií bank. Zda-li je toto neracionální jednání optimální z hlediska inteligentního hráče z teorií her, je předmětem této analýzy. Studie popisuje tento fenomén pomocí několika modelů teorií her z nichž ústřední je Bayesovská hra, která modeluje prostředí konfliktní situace s nedokonalými informacemi. Výsledek implikuje, že dominantní bankovní strategií bez ohledu na jednání ostatních hráčů, je právě agresivní strategie s nízkou averzí k riziku a tedy volba rizikovějšího, nicméně potenciálně výnosnějšího portfolia v době ekonomické prosperity. Toto řešení však není Paretooptimální. Příčinou tohoto jednání je neznalost informací o portfoliové strategii ostatních hráčů a jejich vzájemná rivalita v navýšení tržního podílu. Tedy vedle již známých příčin procyklikality, vstupuje do hry taktéž rivalita oligopolistů. Závěr práce nabízí východisko v podobě otevřených bankovních kartelů (kooperujícího oligopolu) za účelem koordinace strategie. Cílem by byla volba vhodné úvěrové expanze celého bankovního sektoru (vice versa úvěrové restrikce)s přijatelným ziskem a rizikem pro banky a únosnými podmínkami pro dlužníky vhodné pro dané stádium ekonomického cyklu.
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The analysis of quality development of selected bank's credit portfolio
Řehořová, Magdaléna ; Dvořák, Petr (advisor) ; Kolman, Marek (referee)
The aim of this bachelor thesis is to analyze the quality of credit portfolio of selected Czech banks. The analysis is divided according to particular articles: categorized debts to customers, provisions for receivables and reserves for credit risk, capital requirements for credit risk and it is supplemented with indicators of credit risk and the relationship among the considered articles. The analysis of individual articles for the selected banks is followed by analysis of articles for the whole banking sector. The chapter on regulatory requirements within the study area, the concept of banks and their evolution over time precedes the analytical part of the thesis.
Analysis of loan portfolio of selected Czech banks
Kupsová, Gabriela ; Dvořák, Petr (advisor)
This paper analyzes the loan portfolio of selected Czech banks. The first two chapters are theoretical. It describes basic characteristics of credit risk and classification of assets in the banking sector. The practical part deals with the structure of the credit portfolio of the banking sector during the financial crisis. The portfolio is analyzed from the sectoral point of view and in terms of risk of loans. Greater attention is paid to the claims of failure. The same procedure is applied on two large and one medium-sized banks operating in the Czech banking market.

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