National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Macro-prudential policy framework tools by CRD IV / CRR
Konečný, Vojtěch ; Pfeifer, Lukáš (advisor) ; Řežábek, Pavel (referee)
The aim of the thesis was to determine the impact of macro-prudential policies adopted by the transposition of CRD IV and CRR to the legal order of Member States of the European Union, with regard to its interaction with already existing supervisory policies. An important influencing factor turned out to be the question of complementarity and coordination. The results suggest that the stabilizing effect of already established tools -- capital reserve -- is limited in relation to the strength of financial distortion that happen upon financial system. However decisive conclusion can not be made at this point, mainly due to absence of robust quantitative data on working of macro-prudential tools in practice, caused by their relative novelty.
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.

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