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Capital adequacy of Czech banks in the context of macro-prudential policy
Janoušek, Adam ; Brůna, Karel (advisor) ; Gevorgyan, Kristine (referee)
The theme of this diploma thesis is the capital adequacy of Czech banks in the context of macro-prudential policy. The aim of this diploma thesis is quantitative and qualitative analysis of the capital ratios of the Czech banking sector in the context of Basel III and CRD IV capital regulation. The work for the selected period analyzes the development of the capital structure of the Czech banking sector as a whole and for individual segments of banks. The work also focuses on the determinants that influenced the capital changes in addition to the change in the volume of capital itself. The resistance of the banking sector to the unfavorable development of the financial system is analyzed through the stress tests of the Czech National Bank.
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The analysis of Basel III banking regulation in relationship to the banking sectors of EU countries
Mitrik, Lukáš ; Fleischmann, Luboš (advisor) ; Kábrt, Tomáš (referee)
This bachelor thesis describes the topic of banking regulation with emphasis on the most recent regulatory standard Basel 3. Planned outcome of this thesis is identification and evaluation of impact on European banking sector and also specifically on sectors of Czech Republic and Slovakia. The first thoretical part of this work simply explains basic principles and knowledge of overall regulation, organizational structure of European regulatory framework, shortcomings of Basel 2 and main focus is on Basel 3 and its three pillar structure. Second, more practical, part consists of analysis of impact studies issued by EBA and also national regulators (central banks) of both countries. Finally, according to available data coming from these documents, impact on banks is evaluated. Overall results show that Basel 3 has got positive impact on all analysed sectors. None of observed subjects shows problems with compliance with required criteria.
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Impact of the Basel III Liquidity Rules on EU Banks
Klímová, Dana ; Šopov, Boril (advisor) ; Džmuráňová, Hana (referee)
New liquidity rules introduced under the Basel III framework define the Net Stable Funding Ratio (NSFR) that requires banks to possess an adequate long-term liquidity. The NSFR will enter into force on January 1, 2018 and banks are concerned that this regulation will lower their profitability. In this thesis the Basel III liquidity rules are analysed. The research seeks to define characteristics and triggers of the NSFR, using a sample of 500 EU banks. We find that smaller banks (by asset size) are more likely to fulfil the NSFR requirements, so are the banks with higher non-interest share of income and lower capital ratio, among other characteristics. Further, the NSFR's impact on the banks' performance is assessed. It is found that a higher NSFR negatively impacts the return on average equity, although it does not seem to translate into lower returns on average assets nor net interest margin. JEL Classification E58, G21, G28, G32 Keywords NSFR, Basel III, liquidity, banks, EU, profitability, capital rules, regulation Author's e-mail 45724231@fsv.cuni.cz Supervisor's e-mail boril.sopov@gmail.com
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Basel III
Čurdová, Natálie ; Sato, Alexej (advisor) ; Famfule, Jan (referee)
The aim of this bachelor thesis is to evaluate the impact of the new regulatory framework Basel III on liquidity and capital structure in the Czech and European banking sectors. In the first theoretical part the reasons for and forms of banking regulation are described and the new Basel III concept is introduced in detail including its historical development. In the second practical part selected capital and liquidity indicators and impact studies published by the European Banking Authority and the Czech National Bank are analysed. The results of the analysis indicate that both banking sectors are well capitalised with adequate levels of liquidity and the new regulation shouldn't have a significant impact on them.
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Analysis of the Basel III banking regulations and their impacts on the Czech banking sector
Waclavek, Rostislav ; Šimíček, Petr (advisor) ; Doležal, Ondřej (referee)
The aim of this thesis is to perform analysis of the state of preparedness of the banking sector in the Czech Republic for the requirements of the new Basel III regulatory measures and to assess which consequences change in the field of regulatory rules could mean for the banking sector in the Czech Republic and for the Czech economy. The main changes which the Basel III regulatory framework has brought with it are examined, this specifically concerning change in the field of capital requirements and introduction of liquidity checks on banks via two new indicators, these being LCR and NSFR. Attention is also paid to introduction of the leverage ratio indicator which is supposed to limit excessive indebtedness on the part of banks. The thesis also concentrates on the indirect consequences of change in the regulatory rules. The Czech Republic is a small open economy which is strongly dependent on economic development abroad, in particular in the countries of the European Union, so the indirect consequences could be relatively significant. A certain influence could also be represented by ownership of several key banks in the Czech Republic by their foreign controlling companies. In terms of this thesis, the issue of bank regulation is also resolved on a general level, whereas the issue of the relationship between liquidity, risk and profitability in the banking sector is also outlined here.
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