|
|
Vliv regulačních požadavků na bilanční strukturu vybraných skupin bank v zemích V4
Malovaná, Petra
The subject of this diploma thesis is to carry out the analysis of banking regula-tion on minimum requirement for own funds and eligible liabilities (MREL) and based on this analysis to identify possible impacts on the balance structure of se-lected groups of banks in V4 countries. The main reasons for creating the MREL regulation are defined in the thesis. Furthermore, the thesis describes the devel-opment of banking regulations in connection with the events on the world mar-kets and the expected impacts on the banking sectors of the V4 countries. Based on the data from the annual reports of the selected banks, it is assessed whether the selected banks and their groups have the required amount of regulatory capi-tal.
|
|
|
Impacts of new regulatory requirements for market risk
Vojkůvka, Adam ; Witzany, Jiří (advisor) ; Brodani, Jana (referee)
The aim of this master thesis is analyze the impact of new regulatory requirements for market risk in terms of internal approach of the selected portfolio. The first part deals with the definition and calculation methods of risk measures Value at Risk and Expected Shortfall. Furthermore, this part is dedicated to model backtesting and determination of the stress period. The second part describes the development of Basel I-III regulatory requirements for market risk with a focus on internal approaches. The third part focuses on the calculation and subsequent analysis of current and new regulatory reguirements for market risk using the historical simulation method, variance and covariance method and Monte Carlo simulation.
|
|
|
Czech Commercial Banks' Net Interest Margin Analysis with Regards to the Changes of Recent Years
Brousil, Martin ; Teplý, Petr (advisor) ; Katuščáková, Dominika (referee)
Czech Commercial Banks' Net Interest Margin Analysis with Regards to the Changes of Recent Years Bachelor thesis Martin Brousil Abstract The rapid development of digital technologies in recent years has influenced the whole business world, with the banking industry being no exception. For banks, it has brought many advantages, such as greater cost efficiency or higher availability of information about clients, but also new challenges for their business models and a growing number of direct and indirect competitors. This thesis analyzes the most salient trends present in the industry: the digitalization of banking, the growing competition, a shift in customer preferences and the stricter regulation of the banking business. Further, it focuses on the decreasing interest rate margin of Czech banks and attempts to find its causes. The size of bank, its cost efficiency and operational risks are identified as important determinants of the margin and also GDP growth and the degree of competition within the sector are found to play their roles in the determining process. At the end, the results are used and the qualitative and quantitative trends are linked together, since, as the author argues, a close relationship between them exists. Keywords Banking, Clients' Preferences, Competition, Digitalization, Regulatory...
|
|
|
Credit risk management in banks
Pětníková, Tereza ; Blahová, Naděžda (advisor) ; Šedivý, Jan (referee)
The subject of this diploma thesis is managing credit risk in banks, as the most significant risk faced by banks. The aim of this work is to define the basic techniques, tools and methods that are used by banks to manage credit risk. The first part of this work focuses on defining these procedures and describes the entire process of credit risk management, from the definition of credit risk, describing credit strategy and policy, organizational structure, defining the most used credit risk mitigation tools to the regulatory requirements for credit risk management. The second part gives a more detailed view to credit risk measurement and evaluation and possibilities of credit risk hedging. Last part presents credit risk management in practise illustrated by the example of chosen bank.
|
|
|
Big data - application in banking
Uřídil, Martin ; Slánský, David (advisor) ; Pour, Jan (referee)
There is a growing volume of global data, which is offering new possibilities for those market participants, who know to take advantage of it. Data, information and knowledge are new highly regarded commodity especially in the banking industry. Traditional data analytics is intended for processing data with known structure and meaning. But how can we get knowledge from data with no such structure? The thesis focuses on Big Data analytics and its use in banking and financial industry. Definition of specific applications in this area and description of benefits for international and Czech banking institutions are the main goals of the thesis. The thesis is divided in four parts. The first part defines Big Data trend, the second part specifies activities and tools in banking. The purpose of the third part is to apply Big Data analytics on those activities and shows its possible benefits. The last part focuses on the particularities of Czech banking and shows what actual situation about Big Data in Czech banks is. The thesis gives complex description of possibilities of using Big Data analytics. I see my personal contribution in detailed characterization of the application in real banking activities.
|
guest ::
