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National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Analysis of systemic risk in the context of the financial systems stability surveillance
 Cipková, Dagmara ; Půlpánová, Stanislava (advisor) ; Coufal, Libor (referee)
Diploma thesis deals with the issue of systemic risk and its impact on the financial system. In terms of the explanation of the individual regularities analyses principles of systemic risk and its impact on the financial sector. The first part of this work is dedicated to a complex analysis of the systemic risk sources and a description of different measurement methods among others also dedicated to detection of systemically important institutions. The analytical part demonstrates an application of one of the model for systemic risk measurement on the real data from the United States of America between years 1990 and 2011 and the analysis of the newly adopted Dodd-Frank Act regulation. The main merit of this work is to describe and evaluate the complex perspective of the systemic risk, which is a prerequisite for its successful application and management.
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