Dopad zavedení výstupního prahu na výkonnost banky

This diploma thesis examines the impacts of the introduction of the output floor within the implementation of the final phase of the Basel III reform into European regulation through the CRR III Regulation. The aim of the thesis is to explain the construction and functioning of the output floor and to analyse its effects on the capital position and performance of banks. The analysis is conducted both at the aggregate level of the Czech banking sector and at the level of an individual institution using a model portfolio. The results indicate that the Czech banking sector as a whole enters the implementation phase of the output floor with a sufficient capital buffer; however, the impacts may differ across individual institutions. For a model bank with extensive use of internal models, the output floor represents not only a significant regulatory constraint but also an important factor in strategic capital management and portfolio structure decisions.