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Valuation of Economic Risk of Investor in Realization of Investment Project
Rusínová, Alena ; Dvořáčková, Šárka (referee) ; Hromádka, Vít (advisor)
This thesis is focused on assessing the economic risk for the investor in the implementation of the investment project. An investor's decision on the implementation of the project depends on the economic feasibility analysis identified outputs, these outputs are burdened by economic uncertainty, which raises the risk. Therefore, it is necessary to manage risk. The process of risk management consists of a phase of risk analysis and risk management phase. In the analysis phase is to identify risks, assessments of materiality and risk measurement. In the phase of risk management risks identified evaluate and establish measures to prevent their occurrence or impact.
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Proposal of Measures for Risk Reduction in the Company JOSA KOVO s.r.o.
Salaj, Tomáš ; Fojtů, Kateřina (referee) ; Škapa, Stanislav (advisor)
Diploma thesis focuses on the analysis of selected process of company JOSA KOVO s.r.o. and on the detection of selected risks. Acquired knowledge from the theoretical part is utilized for the application of selected risk analysis method in the practical part. Detection of risks will be performed with the use of analysis of internal and external company environment and risk analysis method. Identified risks will be evaluated and with the use of acquired knowledge there will be made a proposal of recommendations and measures, which will lead to reduction of risks. Diploma thesis provides a comprehensive view of measuring and reducing risks in business environment, in terms of theoretical methods and also practical application for a selected company.
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Residential Construction as a Development Project
Škarka, Jan ; Vlasák, Jaroslav (referee) ; Nováková, Jana (advisor)
This thesis is concerned with developer project Rezidence Austerlitz in Slavkov u Brna realized by KALÁB company. It describes managing this project from buying the grounds to selling the real estate to clients. At the same time the thesis deals with the project's financing, time schedule and assesses market and construction risks. Part of the work is also analyzing the estate market which adverts to evolution of housing construction across the whole Czech Republic in the past ten years. Progress of real estate construction in Jihomoravský kraj is described in detail, including the progress of estate valuation.
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Risk management proposal of select business entity
Zach, Jakub ; Vojáček, Cyril (referee) ; Škapa, Stanislav (advisor)
Diploma thesis titled „Risk management proposal of select business entity“ deals with risk management, analyzing and optimizing in the Synergent, s.r.o. The first part of thesis is focused on theoretical background, which describes the basic concepts and methods of risk management. The second part of thesis includes indentifying risks in the company that were found by the internal and external analysis and methods for risk analysis. In the conclusion of thesis are recommendations for measures to help minimize risks in company on preventive or corrective level.
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Risk management of Obchodní společnost Slokov, a.s.
Řičica, Pavel ; Kerbrová, Barbora (referee) ; Koráb, Vojtěch (advisor)
Diploma thesis is focused on risk management of Obchodní společnost Slokov, a.s. which is engaged in production of heating equipment. Thesis contains issues of risk management, risk analysis and proposal of measures which will eliminate the result of identified risks. The first part of thesis is focused on theoretical background, which describes the analytical methods and basics of risk management. The second part includes application of the selected methods. Risk identification of company is performed. Risks were found by internal and external analysis and method of risk analysis. In the conclusion of thesis are recommendation to help minimize risks in company on preventive or corrective level.
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Risk Management of the Company
Zavadil, Jaroslav ; Dočekal,, František (referee) ; Koch, Miloš (advisor)
The diploma thesis titled „Risk Management of the Company“ deals with risk management of selected process, analyzing and optimizing risk in purpose to reduce the risk in the company TIZZI KM, spol. s r.o. The first part is focused on explanation of the relevant therms for better understanding. This part describes basic therms and methods of risk management. The second part is focused on the analysis of the current situation and analysis of the risks that have been identified based on the selected proces of the change. The final part is focused on proposed recommendations and measures that will minimize the risks in the company.
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Technical reserves of non-life insurance in the internal solvency models
Thomayer, Jiří ; Mertl, Jakub (advisor) ; Pešta, Michal (referee)
Title: Technical reserves of non-life insurance in the internal solvency model Author: Bc. Jiří Thomayer Department: Department of Propability and Mathematical Statistics Supervisor: Mgr. Ing. Jakub Mertl Abstract: In this work we study and describe calculation of solvency capital using the standard formula contained in the Directive of the European Union (Solvency II), which should be put into practice in Europe on 1 January 2013. This calcu- lation is described in quantitative impact study 5. We describe a general approach to risk measurement and we show some particular practical measures used to risk measurement. We explain under what conditions the standard formula or its parts can be replaced by internal model. Next, we show disadvantages of using the stan- dard formula and we propose possible internal model to calculate risk premiums and risk reserves in non-life insurance. Finally we apply the proposed model for calculation risk reverses in non-life insurance in practice. Keywords: Standard formula, Risk measurement, Solvency II, Internal model;
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Interest rate risk measurement and management in theory and practise
Stará, Pavla ; Pečená, Magda (advisor) ; Patáková, Magdalena (referee)
The bachelor thesis is focused on the risk management in a bank, notably, on the interest rate risk measurement and management. For banks it is important to know the level of risk exposure and according to that to select appropriate management strategy that will minimize adverse fluctuations in bank's profitability. The thesis summarizes the basic models used for measurement, whereas we find out that none of them is perfect and their functionality is conditional upon various assumptions. Furthermore, it deals with analyzing selected basic instruments used for interest rate risk management, which implies that the management process is complex. The usage of various instruments may expose the bank to additional risks. Therefore, it is not possible under the effort to successful management to focus exclusively on the interest rate risk, however, it is necessary to analyze the other risks at the same time. The case study is aimed at the estimation of interest rate risk exposure on the basis of provided GAP analysis. There are three calculation methods presented, although the third one was not possible to apply due to lack of data. Regarding that the obtained results contain just estimates, the final calculations might be affected.
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Technical reserves of non-life insurance in the internal solvency models
Thomayer, Jiří ; Mertl, Jakub (advisor) ; Pešta, Michal (referee)
Title: Technical reserves of non-life insurance in the internal solvency model Author: Bc. Jiří Thomayer Department: Department of Propability and Mathematical Statistics Supervisor: Mgr. Ing. Jakub Mertl Abstract: In this work we study and describe calculation of solvency capital using the standard formula contained in the Directive of the European Union (Solvency II), which should be put into practice in Europe on 1 January 2013. This calcu- lation is described in quantitative impact study 5. We describe a general approach to risk measurement and we show some particular practical measures used to risk measurement. We explain under what conditions the standard formula or its parts can be replaced by internal model. Next, we show disadvantages of using the stan- dard formula and we propose possible internal model to calculate risk premiums and risk reserves in non-life insurance. Finally we apply the proposed model for calculation risk reverses in non-life insurance in practice. Keywords: Standard formula, Risk measurement, Solvency II, Internal model;
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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.
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