National Repository of Grey Literature 213 records found  1 - 10nextend  jump to record: Search took 0.00 seconds. 
Personal data processing in banking sector within the context of banking secrecy
Milerová, Sylvie ; Bakeš, Milan (advisor) ; Radvan, Michal (referee) ; Kohajda, Michael (referee)
Personal data processing in banking sector within the context of banking secrecy Abstract Banking secrecy is a concept which has been intertwined with the provision of banking services since the very beginnings of this industry. Even though it is a universally known concept, its legal definition, including piercings of banking secrecy, is not comprehensive. In recent years, its form and the possibilities of piercing it have been evolving considerably due to often conflicting modern legislative trends (emphasis on consumer protection, emphasis on data processing transparency, support of client mobility in the banking sector, support of innovative financial services, sharing of data for crime prevention incl. terrorism, money laundering and tax evasion). The goal of this thesis is to present banking secrecy in a complex manner including the categories and the respective individual concrete piercings within the context of data processing legislation, including laying out interpretation problems from practice and proposing concrete solutions. Further, the thesis, where suitable, the thesis also includes proposals de lege ferenda. The thesis begins with an introduction to the subject matter and is further divided into four chapters, which are followed by a conclusion that sums up the partial conclusions made...
Topics in central banking
Brož, Václav ; Kočenda, Evžen (advisor) ; Tůma, Zdeněk (referee) ; Égert, Balázs (referee) ; Martin, Reiner (referee)
This dissertation consists of three research papers dealing with selected issues relevant for central banks after the global financial crisis. The post-crisis world has seen a significant strengthening of the role of central banks with regard to the financial system as well as the real economy. Correspondingly, agendas of some central bankers have grown substantially, encompassing among others monetary policy, financial stability (macro- and microprudential policies) as well as resolution mechanisms. This dissertation thesis reflects the broad focus of some contemporary central banks in three original research articles that concern current unexplored issues for monetary policy and financial stability in the European Union, the Czech Republic, and the United States, potentially bringing policy implications for the relevant authorities. The first article analyzes inflation convergence in the whole European Union (EU) over 1999-2017 and provides comprehensive and robust evidence that the process of inflation convergence among the countries of the EU was not permanently disrupted during the global financial crisis, the European sovereign debt crisis, or the period of zero lower bound interest rates. Specifically, the convergence process did not noticeably weaken after the crisis and the occurrence of...
Vliv kvality institucionálního prostředí na úvěrovou aktivitu bank
Robková, Kateřina
This diploma thesis is concerned with the quality of the institutional environment. In particular, it examines the impact of institutional factors, bank indicators and macroeconomic shocks on the lending activity of commercial banks. The empirical analysis adopts a panel regression model with fixed effects. The data file contains data on 6,372 banks, obtained from the Bankscope database. The figures refer to the countries of the European Union in time period 2000-2014.
Vliv regulace bankovního sektoru na poskytování likvidity
Korosteleva, Anna
The bachelor thesis aims to evaluate the scope of Directive 2013/36/EU and Regulation No. 575/2013 on the service provision in the European banking sector. This legislation includes prudential rules for commercial banks, which are adopted as rescue measures against the 2008 financial crisis and the 2010 debt crisis. The work is focused on newly introduced liquidity requirements and their influence on loans provision. In the practical part are analyzed bank and non-bank loans and related ratio indicators.
Společenská odpovědnost v bankovním sektoru
Habarta, Roman
Diploma thesis deals with issues of perception of corporate social responsibility by clients of the largest banks in the Czech Republic. Socially responsible activities in these institutions are evaluated by the Korp methodology and with quantitative research are the basis for the proposed recommendations. The data are obtained through semi-structured interviews with bank workers and a questionnaire survey among bank clients. Secondary data is obtained from annual reports and other bank documents.
Peer-to-peer půjčky aneb lidé půjčují lidem
Urbanec, Jaroslav
This bachelor thesis describes P2P companies and compares their loans with custom loan which are provided by banks. The thesis emphasizes the differences between P2P companies. In this thesis, there was used a method of analysis and comparing individual companies with banks. The results of the comparison demonstrate the competitiveness of P2P companies towards banks.
Risk Analysis in Banking
Grycová, Jana ; Koblihová, Markéta (referee) ; Adamec, Vladimír (advisor)
This thesis is devoted to the issue of risk management in the banking sector. It deals with methods application and analysis of risk assessment. Out of the evaluated analyses, there are proposed measures designed to reduce the identified risks at Sberbank CZ, a.s. The thesis is divided into three parts. In the first part, there is an insight into the issue, history and current trends. Subsequently, there are selected methods via which the next part is elaborated and in the last part there are suggested measures which lead to the reduction of identified risks in the bank.
Balance sheet implications of the Czech National Bank’s exchange rate commitment
Franta, Michal ; Holub, Tomáš ; Saxa, Bronislav
We present projections of the Czech National Bank’s balance sheet after the discontinuation of the exchange rate commitment. Our model addresses the situation of a large central bank balance sheet with assets consisting almost exclusively of foreign exchange reserves in the circumstances of a catching-up economy exhibiting an exchange rate appreciation trend. Apart from the baseline projection, several counter-factual scenarios are discussed. The scenarios concern the evolution of the balance sheet in the cases of no exchange rate commitment and a commitment with earlier discontinuation. The simulated counter-factual duration of negative CNB equity, and thus the period of no profit distribution to the government, does not differ substantially from the baseline. The fiscal implications of the exchange rate commitment are thus estimated to be relatively small and related only to the period after the year 2030. Our stochastic simulations, however, show that the uncertainty bands are very wide. In addition, we show that the simulation tool can be employed to discuss the consequences of a long-run decline in currency in circulation, the composition of the asset side and the resumption of foreign exchange income sales by the central bank.
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What drives the distributional dynamics of client interest rates on consumer loans in the Czech Republic?: a bank-level analysis
Hlaváček, Michal ; Brož Václav
We study the bank-level distributional dynamics and factors of client interest rates on consumer loans in the Czech Republic. We take into account that client interest rates can have different fixation periods, focus on the consumer loans category, which exhibits multimodal client interest rate distributions, and employ an alternative measure to the mean interest rate – the mode measure. We show that in recent years, most banks in the Czech Republic have started to provide new consumer loans at unprecedentedly low client interest rates. The bank-level analysis then reveals that reduced market concentration (increased market competition) and to some extent also accommodative monetary policy and changes in the market for housing loans and mortgages have been driving this development. Our results are in line with the international literature but are novel in the Czech context.
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Are the risk weights of banks in the Czech Republic procyclical?: evidence from wavelet analysis
Brož, Václav ; Pfeifer, Lukáš ; Kolcunová, Dominika
We analyze the cyclicality of risk weights of banks in the Czech Republic from 2008 to 2016. We differentiate between risk weights under the internal ratings-based and those under the standardized approach, consider both the business cycle and the financial cycle, and employ wavelet coherence as a means of dynamic correlation analysis. Our results indicate that the risk weights of exposures under the internal ratings-based approach, including risk weights related to exposures secured by real estate collateral, are procyclical with respect to the financial cycle. We also show that the effect of changing asset quality on risk weights is present for the internal ratings-based approach, in line with our expectations based on regulatory standards. Our results can be employed for the purposes of decision-making on the activation of supervisory and macroprudential instruments, including the countercyclical capital buffer.
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