Securitisation and its impact on bank risk management
| Thesis title: | Sekuritizace a jeji dopad do řízení rizik bank |
|---|---|
| Author: | Kováč, Michal |
| Thesis type: | Bakalářská práce |
| Supervisor: | Brada, Jaroslav |
| Opponents: | - |
| Thesis language: | Česky |
| Abstract: | Bakalářská práce podrobně popisuje proces sekuritizacie z pohledu bank. Pozornost dále věnuje výhodám a rizikům spjatých se sekuritizaci. Závěr práce přibližuje význam sekuritizace z hlediska regulatorních požadavků u bank pomoci standartizovanej metody a metody IRB. |
| Keywords: | úvěry; sekuritizace; hypotéky; rating |
| Thesis title: | Securitisation and its impact on bank risk management |
|---|---|
| Author: | Kováč, Michal |
| Thesis type: | Bachelor thesis |
| Supervisor: | Brada, Jaroslav |
| Opponents: | - |
| Thesis language: | Česky |
| Abstract: | This bachelor's thesis describes a process of securitization from the perspective of banks.Close look is also paid to the benefits and risks associated with securitization. The conclusion gives a picture of the importance of securitization in terms of regulatory requirements for banks with help standardized methods and and IRB method. |
| Keywords: | mortgage; securitization; rating; credit |
Information about study
| Study programme: | Finance a účetnictví/Finance |
|---|---|
| Type of study programme: | Bakalářský studijní program |
| Assigned degree: | Bc. |
| Institutions assigning academic degree: | Vysoká škola ekonomická v Praze |
| Faculty: | Faculty of Finance and Accounting |
| Department: | Department of Monetary Theory and Policy |
Information on submission and defense
| Date of assignment: | 16. 2. 2010 |
|---|---|
| Date of submission: | 16. 10. 2011 |
| Date of defense: | 3. 2. 2011 |
| Identifier in the InSIS system: | https://insis.vse.cz/zp/24786/podrobnosti |