This diploma thesis -- Credit risk management and business cycle -- is divided in four chapters. The first explains the purpose of bank as the financial intermediate and the main financial risk, which may results from its activities. The second part describes the theory of business cycle from the view of the main economic schools and clears up the problems of price bubbles on assets markets. The third part analyses the models and methods of credit risk management in the financial institution and the roles of regulatory authorities including the influence of Basel II. The last part concerns about credit risk development in bank sector in the Czech Republic including the ČNB macroeconomic credit risk model. The main focus is how the changes in business cycle development influence the credit risk.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:9237 |
| Date | January 2009 |
| Creators | Kubesa, Lukáš |
| Contributors | Jílek, Josef, Munzi, Tomáš |
| Publisher | Vysoká škola ekonomická v Praze |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
Page generated in 0.0025 seconds