|
|
Capital Regulation, Bank Ownership and Bank Risks: Evidence from Central and Eastern Europe, and Asia
Gwee, Tian Jie ; Gregor, Martin (advisor) ; Dědek, Oldřich (referee) ; Bruno, Randolph Luca (referee)
The aim of this thesis is to investigate the association of ownership structure and bank risk-taking as well as the effects of capital regulation. This study employs simultaneous equations, panel data and instrumental variables (IV) models on a sample of 192 banks from Eastern Central Europe and Asia Regions from 2005-2014. An assessment was made on how banks adjust their capital level as well as portfolio risks when there is a minimum capital regulatory ratio. The results indicate that firstly, banks react to the capital regulatory pressure by increasing capital and changes in capital and bank risk changes are positively related. Secondly, it is found that Foreign-owned banks have higher default risks than Domestic-owned banks; however, Government-owned banks are more stable in terms of asset risks measure during the year when there is election. When taking the market forces into account, in listed banks, insider owners and institutional owners have positive impacts on asset risks while positive asset risks on listed Government-owned banks only during the election. Finally, the findings also show that when capital regulation is taken as a moderating variable, it has influenced the impacts of ownership structure and bank risk, however, the increasing effects can only be proven for insider owners...
|
|
|
Capital Regulation, Bank Ownership and Bank Risks: Evidence from Central and Eastern Europe, and Asia
Gwee, Tian Jie ; Gregor, Martin (advisor) ; Dědek, Oldřich (referee) ; Bruno, Randolph Luca (referee)
The aim of this thesis is to investigate the association of ownership structure and bank risk-taking as well as the effects of capital regulation. This study employs simultaneous equations, panel data and instrumental variables (IV) models on a sample of 192 banks from Eastern Central Europe and Asia Regions from 2005-2014. An assessment was made on how banks adjust their capital level as well as portfolio risks when there is a minimum capital regulatory ratio. The results indicate that firstly, banks react to the capital regulatory pressure by increasing capital and changes in capital and bank risk changes are positively related. Secondly, it is found that Foreign-owned banks have higher default risks than Domestic-owned banks; however, Government-owned banks are more stable in terms of asset risks measure during the year when there is election. When taking the market forces into account, in listed banks, insider owners and institutional owners have positive impacts on asset risks while positive asset risks on listed Government-owned banks only during the election. Finally, the findings also show that when capital regulation is taken as a moderating variable, it has influenced the impacts of ownership structure and bank risk, however, the increasing effects can only be proven for insider owners...
|
|
| |
|
|
Risk management of commercial banks in CR
Trefil, Tomáš ; Půlpánová, Stanislava (advisor) ; Pumprová, Zuzana (referee)
This thesis deals with methods and approaches, which are applying in risk management. In opening part is applying to specification of credit, market, liquidity and operating risk. In the following part the thesis stems from this division and deals with individual methods of bank risk management. Final chapter closes whole issue with a capital adequacy ratio, where the thesis focuses on particular approaches of calculating the capital requirements towards credit, market and operating risk.
|
|
|
The Role of Rating Agencies in Assessing Banking Risks
Strelcov, Olga ; Witzany, Jiří (advisor) ; Tuček, Miroslav (referee)
This thesis evaluates the current status of rating agencies and their importance in assessing bank risk. The first part provides an overview of the rating agencies, describes their evolution and role in the financial markets. The second part describes the effectiveness of new regulation of rating agencies and other steps that should increase the efficiency of measures adopted.
|
|
|
The credit risk management during the process of extending credit
Čedíková, Gabriela ; Půlpánová, Stanislava (advisor)
The subject of this bachelor thesis is a credit risk, which I try to define, as well as some other risks, that are threatening the banking institutions. I also address its management during the process of extending credit by a bank. This procedure has several important phases, which include evaluation of creditworthiness of a client. It depends on a character of the client and the type of the provided credit. The bank evaluates specific characteristics and information, which can be acquired from example from one of the four Credit Bureaus operating in the Czech republic. Important part of the management is formed by creating adjusting entries, that are used for covering of incidental losses in the case of client's failure. This process is partially influenced by the Czech National Bank, in the role of regulator and supervising authority. The last big changes on the part of CNB were made by accepting the Basel II concept, which revises for example measuring of the credit risk. Even if all the prescribed requisities are followed, the approach of every bank is different. As an illustration I show the processes of Ceska sporitelna.
|
guest ::
