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Komparace dopadů metod měření úrokového rizika na kapitálové požadavky

The goal of the paper is to compare impacts of interest rate risk measuring meth-ods on capital requirements. The first section identifies methods for measuring interest rate risk and capital requirements for interest rate risk set by regulators. The second section compares capital requirements of model portfolio calculated by using standardized methods as well as internal models.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:190026
Date January 2015
CreatorsBoleslav, Martin
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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