Výskyt úvěrového rizika v portfoliu banky a metody jeho měření

This thesis defines and analyses the magnitude and significance of credit risk in the banking industry. As a major factor determining the stability of banks, dealing with credit risk has merited a lot of attention from the regulatory authorities in the recent years. The thesis, in a nutshell, describes the evolution of the regulation and highlights its milestones. In more detailed manner the thesis focuses on the current credit risk measurement approaches defined by the Bank of International Settlement. The pros and cons of the standardized and internal ratings based approaches are then analysed. The overview of significance and occurrence of the credit risk in bank portfolio is presented on example of the Czech banking sector. Ceska sporitelna serves as a specific example on which a deeper analysis is performed.