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Risk management and internal capital adequacy assessment process
Býčková, Iveta ; Kalínská, Emílie (advisor) ; Čajka, Radek (referee)
This bachelor thesis is focused on the New Basel Capital Accord, so-called Basel II and Internal capital adequacy assessment process. This thesis is devided into four parts. The first section defines every single risk in the bank. The second part attend to Basel I a Basel II. The thesis addresses the development of rules for the calculation of capital adequacy, describes tree pilars of Basel II and regulatory capital. The third part of the thesis is focused on common problems of risk management and banks can choose from qualitative and quantitative analysis. The final part contains with the calculation of capital requirements for credit, market and operational risk. This part deals with unexpected and expected loss as well as the various methods for calculation of capital requirements within each risk is involved, i.e., the basic and advanced methods. Advanced approaches within each risk, i.e. approach based on internal ratings (IRB), the method of value at risk (VaR) and the approach AMA can be used by banks after previous agreement of the Czech National Bank.
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Relations between central banks and commercial banks
Kubo, Aleš ; Bakeš, Milan (advisor) ; Karfíková, Marie (referee)
RELATIONS OF CENTRAL BANK TO TRADING BANKS Diploma paper First chapter is called The Introduction. This chapter describes the content of my diploma paper. Two basic ideas are mentioned here too: 1. Banking regulation and supervision are necessary in our system. 2. Banking regulation and supervision must be flexible and easy to check all the time. Second chapter is called The Banking System. This chapter defines what the banking system is. It consists of banking institutions and relations among these institutions. That`s why the banking system has two components - institutional component and functional component. Institutional component of banking system implies every single bank. The bank can be specified in two ways (economical and legal): 1. The bank conducts business and manipulates with money (economical). 2. The bank is an institution with banking licence (legal). Functional component of banking system comprises arrangement of all relations among banking institutions. It is proper to make differences among single stage, two stage and three stage banking systems. There are two types of two stage banking system - universal and specialized. Basic criteria of bank specialization are territory, sector, clients and offered bank products. Third chapter is called The Banking Regulation. This chapter is divided...
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The analysis of banking products rewarding money of natural persons
Jírů, Zdeněk ; Moravec, Lukáš (advisor)
The bachelor thesis analyzes and compares banking products rewarding money of natural persons. The first part deals with the definition of entities offering these services. After that incorporates most commonly used deposit products into banking system and discusses their characteristics and their differences. The last section assesses the current situation of the client and offers him the best products occurring in the Czech Republic. It also mentions the differences in retail and private banking -states, according to what clients are ranked within each category, differs priorities, offered services, setting fees and revenues from the assets and emphasizes the individuality of private banking.
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Optimization of the Bank Loan Application
Skovajsa, Radek ; Kořínková, Martina (referee) ; Čižinská, Romana (advisor)
The work is based both on theoretical basis and practical working processes of banks for assessing client's financial standing in Czech market environment. Basic preconditions for successful credit allocation to a business entity will be set along with evaluation of the importance of information from a credit requisition form's compulsory enclosure. A detailed analysis of the client's economy from a bank perspective will be succeeded by identification of critical risks and positives of an applicant's financial position.
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Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic
Belyaev, Konstantin ; Belyaeva, Aelita ; Konečný, Tomáš ; Seidler, Jakub ; Vojtek, Martin
This paper focuses on key macroeconomic driving factors influencing the loss given default (LGD) – an important credit risk parameter determining credit losses of the banking sector. Various econometric approaches are applied on both individual and aggregated data for different bank segments in order to identify the sensitivity of LGD parameters to both the micro characteristics of debtors and aggregated macro-level data. Despite the relatively low importance of macro variables in the model combining micro- and macroeconomic information, our estimates suggest that the macroeconomic environment contributes directly to the variation in LGD. The results from the different approaches confirm a negative link between LGD and consumption growth for the retail portfolio, while in the case of the corporate segment, a negative link between LGD and real GDP growth is identified. Importantly, given that aggregation effects and non-linearities may substantially affect the choice of relevant macroeconomic variables, it is essential to distinguish between models employing purely macroeconomic data and models combining micro- and macro-based information.
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The bank as a business company
Straka, Ondřej ; Liška, Petr (advisor) ; Elek, Štefan (referee)
Bank as a Commercial Company The main aim of the diploma work "Bank as a Commercial Company"is to show a bank from a view of the company law. Its objective is not to describe all bank institutes, but to show some differences between legal regulation of joint-stock companies and banks in Czech legal regulation and to describe these differences. This aim is fulfilled by comparing the Act No. 21/1992 Coll. as subsequently amended (hereinafter referred to as the "Bank Act") with regulation of joint-stock companies established by Act. No. 513/1991 Coll., Commercial Code as subsequently amended and with some other Acts related to companies. Banks are generally traders with money. Bank Act characterizes bank as a legal entity residing in the Czech Republic, established as joint-stock company that accepts deposits and provide loans and which have a licence for exercising abovementioned business. The special role and other special characteristics of bank business create the necessity of a special legal regulation. Main aims of such legal regulation are to protect deposits of depositors, to ensure stability of banks and whole the financial sector. To fulfil above mentioned aims the legal regulation constitutes many rules, duties and institutes. These rules, duties and institutes change and accrue to the common...
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Indikátory finanční výkonnosti bank ve vybraných zemích CEE
Mečíř, Vojtěch
The diploma thesis deals with identifying factors that influenced financial performance of the largest universal commercial banks in Poland, Slovenia and Hungary in the period 2008-2014. The theoretical part focuses on studies dealing with this topic in the banking sectors in other countries. Furthermore, there is described a banking business in countries with which the thesis deals. The practical part follows a development of factors of internal and external environment in Poland, Slovenia, Hungary and selected banks. a correlation analysis and a regression analysis are used to identify a relationship between financial performance and selected factors. Financial performance is expressed by indicators ROAA and ROAE. The thesis also includes a comparison of the obtained results with other studies.
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Comparison of hedging instruments in international trade
Štrossová, Šárka ; Němečková, Iveta (advisor) ; Hinčica, Vít (referee)
The thesis is divided into two parts -- theoretical and practical. In first part hedging instruments, namely the Letter of Credit, Documentary Collection, Bill of Exchange, Factoring, Forfaiting and Bank Guarantee are analyzed. The aim of analysis is to describe the basic characteristics of instruments and course of these instruments. Subsequently, the instruments are compared to each other on the basis of the advantages and disadvatages they bring to participants. The next part is devoted to an analysis of charges associated with the use of particular hedging instruments in selected banks and the comparison of instruments based on selected criteria. The specific use of the hedging instrument is shown in the case study.
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