|
|
Dopad nových pravidel Basel III na český bankovní sektor
Kříčková, Veronika
Kříčková, V. The Impact of the new Basel III Rules on the Czech Banking Sector. Di-ploma thesis. Brno: Mendel University, 2019. Diploma thesis is aimed at analysis of the new rules of banking regulation Basel III and their impact on the Czech banking sector. It describes the development of the rules issued by the Basel Committee on Banking Supervision, their structure and then compares their differences. The thesis also presents an analysis of expert studies and empirical research on Basel III and its potential impact on the bank-ing sector and economy. It also deals with the impact of new regulation require-ments on selected indicators of banking sector performance and selected banks. The last part of the thesis deals with an outline of possible future development of banking regulation with a focus on the Czech banking sector.
|
|
|
An alternative view on Czech banking sector's riskiness
Kubeš, Jan ; Teplý, Petr (advisor) ; Troch, Tomáš (referee)
Riskiness of Czech banking sector is subject of interest of this thesis. Since the beginning of 21st century, there is moderately growing number of banks and their overall profitability expressed in absolute values is increasing. Ratio of non-performing loans to total loans is also displaying optimistic values. Four indicators of riskiness are studied through data about Czech banks from 2008 to 2015. These indicators are: z-score, leverage ratio, RWA density and ratio of non- performing loans to total loans. Rather low correlations among these indicators are found, the highest correlation (0,670) is between leverage ratio and RWA density, on the other hand the lowest one (0,093) is between z-score and NPL ratio. In aggregate form are three of the indicators displaying stable trend to lower riskiness in 2008-2015 period, the same can be stated about NPL ratio in 2010-2015 period. Then is regression analysis employing fixed effects estimation and random effects estimation used, with the aim to identify determinants of the four indicators. Size of banks expressed in logarithm of total assets is significant in only one model with RWA density on the place of dependent variable. This significance is at 10 per cent level and corresponding coefficient is negative. In contrary, growth of assets and dummy...
|
|
|
Basel III
Čurdová, Natálie ; Sato, Alexej (advisor) ; Famfule, Jan (referee)
The aim of this bachelor thesis is to evaluate the impact of the new regulatory framework Basel III on liquidity and capital structure in the Czech and European banking sectors. In the first theoretical part the reasons for and forms of banking regulation are described and the new Basel III concept is introduced in detail including its historical development. In the second practical part selected capital and liquidity indicators and impact studies published by the European Banking Authority and the Czech National Bank are analysed. The results of the analysis indicate that both banking sectors are well capitalised with adequate levels of liquidity and the new regulation shouldn't have a significant impact on them.
|
|
|
Analysis of the Basel III banking regulations and their impacts on the Czech banking sector
Waclavek, Rostislav ; Šimíček, Petr (advisor) ; Doležal, Ondřej (referee)
The aim of this thesis is to perform analysis of the state of preparedness of the banking sector in the Czech Republic for the requirements of the new Basel III regulatory measures and to assess which consequences change in the field of regulatory rules could mean for the banking sector in the Czech Republic and for the Czech economy. The main changes which the Basel III regulatory framework has brought with it are examined, this specifically concerning change in the field of capital requirements and introduction of liquidity checks on banks via two new indicators, these being LCR and NSFR. Attention is also paid to introduction of the leverage ratio indicator which is supposed to limit excessive indebtedness on the part of banks. The thesis also concentrates on the indirect consequences of change in the regulatory rules. The Czech Republic is a small open economy which is strongly dependent on economic development abroad, in particular in the countries of the European Union, so the indirect consequences could be relatively significant. A certain influence could also be represented by ownership of several key banks in the Czech Republic by their foreign controlling companies. In terms of this thesis, the issue of bank regulation is also resolved on a general level, whereas the issue of the relationship between liquidity, risk and profitability in the banking sector is also outlined here.
|
|
|
Implementation of the Basel III framework in the banking sector
Haburaj, Martin ; Blahová, Naděžda (advisor)
The main aim of this thesis is the Basel III framework elements characteristic that is known as the new proposal to regulatory changes of banking sector. The paper describes shortly plan of the implementation as it should be established in term of the next years. Further, it is mainly focused on the new components the regulatory framework comes with such as definition of capital, capital buffers, liquidity standards, risk coverage and so on. The second part simply examines an assessment of the long term impact of the implementation. It is divided into part of benefits, which supports the argumentation for the Basel III and part of most discussed costs, which summarizes some of the negative aspects.
|
|
|
The requirements of new regulation and its impact on the banking sector
Krokoš, Pavol ; Blahová, Naděžda (advisor)
Bachelor thesis describes the new requirements of Basel III, which was introduced by the Basel Committee in response to still lingering financial crisis. It analyzes the potential impacts on the global banking sector and specifically the banking sector in the Czech Republic. The work also focuses on the development of the first two capital agreements, particularly Basel II, in order to highlight the shortcomings revealed by the financial crisis.
|
guest ::
