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The diverse system for heat transfer from the active zone
Lamoš, Pavel ; Suk, Ladislav (referee) ; Martinec, Jiří (advisor)
This bachelor’s thesis is focused on diverse system for heat transfer from the active zone of the nuclear power plant Temelín. This result is output of stress tests. These stress tests were resulted as a necessary output from the nuclear accident at Fukushima - Daiichi, in order to improve nuclear safety. The outcomes of stress tests of nuclear power plants in Czech Republic are mentioned in next section of the thesis. Part of the safety systems of nuclear power plant Temelín is described in the next section. Next section is focused on the diverse system. In the end of the thesis is final energy balance between a steam generator and an amount of coolant in case that the diverse system for heat transfer from the active zone would be used.
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Importance of stress tests for top cross country skiers
Fusková, Dana ; Hráský, Pavel (advisor) ; Bunc, Václav (referee)
Topic: The importace of stress tests for cross- country skiing Aim: The aim of this bachelor thesis is to determine the use of stress tests for cross-country skiing. Another aim is to determine the content and basic knowledge about stress tests. Under which conditions are the stress test proceede and what are the specifics for cross-country skiing. Methods: In my thesis I analyzed the publications and compared the views of experts, who are dealing with the isme of cross- country skiing and stress tests. Results: I have found that the stress test are very important part of each summer training for the best skiers. It is because, they can controle and check how well are the skiers trained and they can figure out the functional parameters. Key words: Stress tests, cross- country skier, load, performance, laboratory condition
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Optimization and stress tests
Fašungová, Diana ; Dupačová, Jitka (advisor) ; Kozmík, Václav (referee)
Title: Optimization and stress tests Author: Diana Fašungová Department: Department of Probability and Mathematical Statistics Supervisor: Prof. RNDr. Jitka Dupačová, DrSc., Department of Probability and Mathematical Statistics Abstract: In the thesis we apply contamination technique on a portfolio optimiza- tion problem using minimization of risk measure CVaR. The problem is considered from a risk manager point of view. We stress correlation structure of data and of revenues using appropriately chosen data for this kind of problem and for ge- nerated stress scenarios. From behaviour of CVaR with regard to contamination bounds, we formulate recommendations for the risk manager optimizing his port- folio. The recommendations are interpreted for both types of stress scenarios. In the end, limitations of the model and possible ways of improvement are discussed. Keywords: contamination bounds, stress tests, portfolio optimization, risk mana- gement
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Stress tests conducted by Czech National Bank and market risk modelling in big Czech banks
Fedynets, Yuriy ; Šedivý, Jan (advisor) ; Dvořák, Michal (referee)
This bachelor thesis deals with bank stress testing practices and risk modelling, risk measurement and risk management in banking sector. The theoretical part is focused on definition and description of different types of market risk, models and instruments used for their measurement, regulation, explanation of the nature of stress tests and their further classification. Output of the practical part includes analysis of stress tests conducted by Czech National Bank in recent years and their comparison with reality, replication of VaR calculation of the foreign exchange instruments of the real banking portfolio and measurement of the impact of the adverse market events on the banks financial situation.
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An analysis of the stress testing methodology in accordance with IMF
Vrška, Vratislav ; Blahová, Naďa (advisor) ; Marková, Jana (referee)
This master's thesis is focused on the issues of stress testing in the context of financial stability. It consists of two major parts. The first part deals with methodology of general stress tests with special regard to stressed indicators and relevant risks. In the second part, the difficulties and shortcomings of general stress tests are analysed with respect to the dynamic expansion of financial instruments and markets. A special attention is paid to integrate liquidity risk and contagion risk into the current stress testing framework. Furthermore, the alternative instruments for increasing the complexity of banks financial soundness analysis are presented. It can be said that the system of financial stability analysis before the crisis was not sufficient because it did not reflect on all risk exposures. The main contribution of this thesis is the organized presentation of possible solutions which would help to enhance the quality of stress testing outputs and to a certain extent unify these outputs as well.
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European Union approach to stress testing of banks
Likovská, Veronika ; Blahová, Naďa (advisor) ; Šíma, Ondřej (referee)
The diploma thesis deals with stress testing as a specific tool which is used by European Banking Association for banking sector financial stability assessment. The main aim is to provide reader with analysis of EBA stress testing. Both the EBA methodology and 2016 results are analyzed in second part. Due to high costs spend on stress testing process I consider practical usage from the bank point of view as very important. This issue is discussed in fourth part of this thesis.
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Development of the household indebtedness in the Czech Republic
Nováková, Kamila ; Blahová, Naďa (advisor)
Bachelor thesis deals with the development of the household indebtedness in the Czech Republic between 2007 and 2016. The aim of the work is to describe indebtedness and its causes, types of loans and types of institutions providing loans. Furthermore, this thesis is focused on changes that were introduced by the new Consumer Credit Act. The thesis also focuses on the situation in the area of enforcement proceedings and on the changes that can be brought by the amendment to the Insolvency Act. The thesis describes the methodology and results of household stress tests performed by the Czech National Bank. Practical part of the thesis includes description of the development of the household indebtedness and its dependence on the inflation rate, the unemployment rate and the average gross wage. Furthermore, the work describes the situation in the area of enforcement proceedings in individual regions. The conclusion includes the evaluation of the work.
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The impact of training process on the stress tests results of women cross country skiing representation.
Fusková, Dana ; Hráský, Pavel (advisor) ; Heller, Jan (referee)
Title: The impact of training process on the stress tests results of women cross country skiing representation. Aim: The aim of this thesis is the comparison of the results of stress tests carried out preparatory period before and after the preparation period and whether the results were influenced by the applied training process. Methods: In this thesis was used background research of professional publications, content analyzes of documents and comparison of the results of stress tests and consultations with coaches and professionals who deal with cross-country skiing and stress tests issues. Results: The results of functional exercise diagnostic in test with the running ergometer showed positive effects of the training process on the stress test results after the preparatory period. Keywords: stress tests, laboratory conditions, stress, training, national team representants
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Impact of Stress Testing on Bank Risk
Dítě, Martin ; Geršl, Adam (advisor) ; Jakubík, Petr (referee)
This thesis studies the impact of macro stress testing on the riskiness of the participating banks. We use a dataset on 48 banks participating in either or both of the 2010 and 2011 EU exercises performed by the CEBS/EBA and 17 peer banks that did not participate. We find that early announcement of the 2010 stress test led to a temporary capitalization increase for the participating banks. We also find that disclosure of the 2011 exercise results caused a decline in capitalization for the participating banks. The results indicate that the way stress tests are prepared and communicated can strongly influence how banks react in terms of capitalization levels. Powered by TCPDF (www.tcpdf.org)
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Optimization and stress tests
Fašungová, Diana ; Dupačová, Jitka (advisor) ; Kozmík, Václav (referee)
Title: Optimization and stress tests Author: Diana Fašungová Department: Department of Probability and Mathematical Statistics Supervisor: Prof. RNDr. Jitka Dupačová, DrSc., Department of Probability and Mathematical Statistics Abstract: In the thesis we apply contamination technique on a portfolio optimiza- tion problem using minimization of risk measure CVaR. The problem is considered from a risk manager point of view. We stress correlation structure of data and of revenues using appropriately chosen data for this kind of problem and for ge- nerated stress scenarios. From behaviour of CVaR with regard to contamination bounds, we formulate recommendations for the risk manager optimizing his port- folio. The recommendations are interpreted for both types of stress scenarios. In the end, limitations of the model and possible ways of improvement are discussed. Keywords: contamination bounds, stress tests, portfolio optimization, risk mana- gement
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