|
|
Vplyv QE Európskej centrálnej banky na profit vybraných komerčných bánk Európskej únie
Humajová, Lenka
The master thesis focuses on the economical development of Europe after the fi-nancial crisis and the steps used by the ECB needed for the recovery of the Europe-an economy. The empirical part analyzes the quantitative easing of the ECB and its delayed impact on inflation. The second part of the empirical master thesis re-searches the quantitative easing of the ECB and its impact on the rentability of commercial banks in the Eurozone (Deutsche Bank, BNP Paribas) and identifies factors with the strongest impact on the chosen commercial banks as well. The rentability analysis of commercial banks and the impact on inflation is made by a regression time-series analysis.
|
|
|
The future of investment banking
Kulikova, Asia ; Teplý, Petr (advisor) ; Fučík, Vojtěch (referee)
The goal of my bachelor´s thesis is to describe all the important changes the investment banking went through during the financial crisis and in the years after. On this basis I would also like to try to predict the future development. For this purpose I used the first chapter as a historical review revolving around the most important events which shaped the whole branch. The collapse of the Bretton Wood system and the mortgage crisis are among them. In the second part I focused on an analysis of the two investment banks which play the most important role in the European and American banking - Goldman Sachs and Deutsche Bank. In the last part I evaluate the present trends which create the base for the future development of investment banking.
|
|
|
Influence of BASEL III regulation on risk management in banking
Havlíček, Radek ; Blahová, Naďa (advisor) ; Pour, Jiří (referee)
The diploma thesis focuses on the regulatory framework of the BASEL III in coherence with risk management and measurement of market and credit risks. The accent is focused upon methodology of calculation and determination of the capital requirements of above mentioned risks. In the introductory part of the thesis are mentioned basic procedures regarding risk management as well as theoretical methodology and development of calculation of the capital requirements in coherence with current standard BASEL III. In the practical part of the thesis are presented capital management policies with regards to BASEL III in Deutsche Bank AG, globally presented institution and Komerční banka, a.s., operating on the Czech market. Accented are mainly the expositions of the institutions and the size of the capital required by the regulatory framework.
|
|
|
Comparision of spot and option market developement during a financial crisis
Buksová, Jana ; Dvořák, Petr (advisor) ; Jablonský, Petr (referee)
This graduation thesis analyses the spot and forward markets; the focus is on stock and stock-call options for two German companies -- Deutsche Bank and Commerzbank. Price movement and evaluation/devaluation for the financial instrument are measured over a specific period of time. The closing chapter compares both markets using three criteria -- leverage effect, analysis of volume and traded contracts, and how volatility affects the call option price.
|
guest ::
