Zátěžové testy bank v kontextu finanční stability a řízení systémového rizika

This thesis deals with the issue of bank stress tests in the broader context of financial stability and systemic risk management. In connection with ensuring of financial stability the role of central bank is highlighted, besides other things in the area of regulation and supervision. A section devoting to systemic risk points out the importance of reduction of instability risk in the financial system as a whole and describes the characteristics of institutions that are the most important from the point of view of the system and its stability. A chapter about instruments of monitoring and assessing of financial stability -- i.e. financial stability (financial soundness) indicators and stress tests -- follows after a mention of systemic risk management tools. After the general characteristics of stress tests, process of stress testing and categorization the attention is focused on the situation in the Czech Republic, namely on the development of the framework of "macro" stress tests by CNB and the development of the methodology for testing of individual risks, as well as their current status, applied to the data for the Czech banking sector in the second half of 2012. The final section offers a comparison of domestic stress tests with tests of European and U.S. banks, following the presentation of the basic characteristics of the stress tests, their last results and overall approach represented by the European Banking Authority and the U.S. central bank.