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National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Analysis of Systemically Important Italian Banks and the overall stability of the banking sector
 Dědek, Jiří ; Dvořák, Petr (advisor) ; Fleischmann, Luboš (referee)
The subject of the diploma thesis "Analysis of Systemically Important Italian Banks and the overall stability of the banking sector" is the analysis of the current situation and the latest developments in the Italian banking sector with a focus on systemically important institutions. The first part describes the general state of current banking in Italy after the global crisis, including a brief historical introduction and pre-crisis development. It provides information on entity and ownership structure, capital adequacy and liquidity, and the overall structure of assets and liabilities of the sector. Particular attention is paid to the problem of non-performing loans and the impact on banks' profitability. The second part begins with the definition of systemically important banks and focuses on the analysis of individual banks with an emphasis on those systemically important. In the bank's stability and health assessment, the development of the portfolios of non-performing loans is highlighted. The final part of the thesis deals with the summary of Italian banking problems and assesses the stability of the sector in the context of the euro area.
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The impact of macroeconomic shocks on credit risk of Slovakian banking sector and its stress testing
 Lörinčík, Martin ; Dědek, Oldřich (advisor) ; Kubíček, Martin (referee)
Credit risk tracking and quantification play important roles in risk management and they are not applied only by financial institutions on microeconomic level, but also by central banks on the background of aggregated data. This master thesis deals with the analyses of shocks of given significant macroeconomic variables and their reply on changes of households' and firms' defaulted, non performing loans in Slovakian banking sector. In introductory part, the method of data handling is described, because of their inconsistency in the given field of research. That is caused on one hand by the post-transformational consolidation process of Slovakian banking sector and on the other hand by legislative shifts and changes in calculation methodology of non performing loans. The main aim of the thesis is not to describe and interpret most precisely the economic relations that could influence the level of non performing loans, but the effort to widen the range of credit risk stress testing possibilities in Slovakian banking sector. In order to check the macroeconomic variables' significance, OLS regression is used. Important part of the stress tests is the application of Monte Carlo method which simulates high number of stress scenarios and macroeconomic variables' shocks and therefore helps to improve the...
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