This thesis deals with the management of credit risk in the Czech banking sector. It consists of four separate chapters. The first three chapters provide a theoretical basis for important knowledge concerning the issue. The first chapter provides general background information about the bank, the importance of bank regulation and supervision, and all types of banking risks, with emphasis on credit risk. The second chapter deals with the system of credit risk management in banks, which includes the identification, quantification, monitoring and reducing of credit risk. The capital adequacy and rules for its determination under Basel II are contained in the third chapter. The last chapter provides an analysis of selected indicators of the Czech banking sector and assessment of credit risk management in the two largest Czech banks, on the basis of specific fair value of their annual reports.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:72758 |
| Date | January 2010 |
| Creators | Valenčinová, Anna |
| Contributors | Půlpánová, Stanislava, Servusová, Simona |
| Publisher | Vysoká škola ekonomická v Praze |
| Source Sets | Czech ETDs |
| Language | Slovak |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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