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National Repository of Grey Literature

52 records found  39 - 48  jump to record:

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	New challenges in managing Liquidity risk - Liquidity Black Holes Holovka, Martin ; Witzany, Jiří (advisor) ; Burešová, Jana (referee) Following the financial turmoil in 2007/2008 liquidity black holes (LBH) has become arising topic often discussed among academics as well as portfolio managers all around the world. More recent view on liquidity risk covers those liquidity black holes which occur when the liquidity completely dries up in a particular market and the market becomes one-sided. There are basically 2 channels through which liquidity can be affected - Demand and Supply. In first case, the portfolios of investors lose the value and consequently the investors lose confidence in financial system. In the second case, banks hit their capital constraints, they tighten the terms of providing credits and loans to reduce the credit risk exposure and hence it becomes more difficult for firms to raise the funds. At this point dangerous spiral arises and the liquidity of financial system evaporates rapidly. The crucial point of this master thesis is to find the main determinants of Liquidity Black holes and find possible solutions to avoid their appearance. Detailed record
	Extremal energy shifts of radiation from a ring near a rotating black hole Sochora, Vjačeslav ; Karas, Vladimír We present a semi-analytical solution to the problem of finding minimal and maximal energy shifts of radiation originating from an accretion ring near a black hole. The solution is given implicitly in terms of a set of two coupled equations for two unknowns – the constants of photon motion. Detailed record
	Porovnání modelů relativistické čáry železa Svoboda, Jiří ; Dovčiak, Michal ; Goosmann, René ; Karas, Vladimír The analysis of the broad iron line profile in the X-ray spectra of active galactic nuclei and black hole X-ray binaries allows us to constrain the spin parameter of the black hole. We compare the constraints on the spin value for two X-ray sources, MCG-6-30-15 and GX 339-4, with a broad iron line using present relativistic line models in XSPEC - LAOR and KYRLINE. Detailed record
	Časová škála kroužícího světla Bursa, Michal ; Abramowicz, M. A. ; Karas, Vladimír ; Kluzniak, W. ; Schwarzenberg-Czerny, A. We study the timescale of encircling light. Detailed record
	O existenci haló orbit v Kerrových-Newmanových prostoročasech Kovář, J. ; Stuchlík, Z. ; Karas, Vladimír We discuss existence of halo orbits in Kerr–Newman spacetimes. Detailed record
	Modelování stochastické proměnnosti akrečních disků Pecháček, Tomáš ; Karas, Vladimír We model an accretion disc stochastical variability. Detailed record
	Záblesky ze spirálních vln ovlivněné efektem čočkování a časového zpoždění? Karas, Vladimír ; Dovčiak, Michal ; Eckart, A. ; Meyer, L. We examine physics of flares from spiral waves by lensing and time-delay amplification. Detailed record
	Změna primárního a reprocesovaného záření v modelu záblesků a skvrn Dovčiak, Michal ; Karas, Vladimír ; Matt, G. ; Goosmann, René We study variation of the primary and reprocessed radiation in the flare-spot model. Detailed record
	Orbity hvězd v gravitačním poli hmotného toru v blízkosti centra galaxie Šubr, L. ; Karas, Vladimír We further examine orbits of satellite stars in the gravitational field of a dark supermassive compact body, which is surrounded by a self-gravitating accretion disc or a massive molecular torus. Detailed record
	Sestupující orbity v okolí rotující černé díry Pecháček, T. ; Karas, Vladimír We consider orbits of a test body near a rotating black hole. The orbits are perturbed by two effects which drive them away from purely geodesic motion. Detailed record

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