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Institut ekonomických studií
Fakulta sociálních věd
Univerzita Karlova

Detail grantu

GAČR 403/10/P278 (2010-2012) Implikace globální krize na řízení ekonomického kapitálu finančních institucí

Řešitel:	prof. PhDr. Petr Teplý Ph.D.
Spolupracovníci:
Popis:	Řízení ekonomického kapitálu patří ke klíčovým technikám risk managementu používaného v oblasti financí pro minimalizaci ztrát. Současná ekonomická krize ukázala, že mnoho finančních institucí (např. AIG nebo Lehman Brothers) selhalo pri řízení svých finančních rizik. Hlavním cílem projektu je výzkum modelování ekonomického kapitálu finančních institucí během a po probíhající globální krizi. Projekt se primárně zaměruje na likviditní a operační rizika, která se ukázala jako velmi významná během krize. Pro modelování ekonomického kapitálu a rizik se aplikují standardní metody jako value-at risk (VAR), kopula funkce, koherentní měřítka rizik a stress testy. Výsledkem projektu budou relevantní doporučení pro akademiky, finanční instituce a regulátory finančních trhů v oblasti risk managementu, ekonomického kapitálu a jeho modelování v případě extrémních událostí.
Spolupráce:
Práce v rámci grantu:
WWW odkaz:
Finance:	Grantová agentura ČR (GAČR)/Czech Science Foundation
Konec:	31.12.2012
Publikace:	An Alternative Assessment of Entrepreneurs’ Activities in Terms of Financial Stability – A Case Study 2008 MALİ KRİZİNDEN ÇIKARILACAK TEMEL EKONOMİ POLİTİKASI DERSLERİ Alternative Methods to Operational Risk Management An Alternative Approach (using the VBA Programme) to Collateralized Debt Obligations´ Valuation An Analysis of Economic Capital Allocation of Global Banks An Institutional Analysis of Bank Regulation Analýza řízení rizik sektoru stavebních spořitelen v České republice Bank capital regulation: from Bretton Woods to Basel Black swans and operational risk management Coherent risk measures Collateralized debt obligations and credit risk management Consequences of The 2008-2009 Global Crisis on Financial Stability And Entrepreneurs Copula functions in theory and practice Credit default swaps as credit risk mitigant? Credit losses during the crisis 2007 – 2009: from contagion to recovery Credit risk and financial crises Credit risk in European banks mergers and acquisitions Credit risk management during the 2007 – 2009 global crisis Credit risk management lessons from Czech banks for the Chinese banking sector Economic capital and risk management Economic Capital and Risk Management Exit Strategies from The Global Crisis Key Operational Risk Management Techniques KOMPLEXNÍ POHLED DO SVĚTA FINANCÍ A BANKOVNICTVÍ Z DÍLNY PROF. STANISLAVA POLOUČKA (Recenze knihy) Liquidity Market Support during the Global Crisis Liquidity risk and bank runs models Liquidity risk management in Central Europe during the global crisis Main Flaws of The Collateralized Debt Obligation‘s Valuation Before And During The 2008/2009 Global Turmoil Matematické modely chování oligopolů Methods of Estimating the Equilibrium Real Effective Exchange Rate (REER) Models of dividend distribution and taxation Operational Risk - Scenario Analysis Operational Risk – Scenario Analysis Operational Risk And Economic Capital Modeling Perspectives on A New Global Financial Platform Pojištění jako nástroj řízení operačního rizika – případová studie Procyclicality in Basel II and Basel III in Central Europe Sovereign Credit Risk Measures Sovereign risk – how can we measure it? Suverénní fondy The (non)sense of hedge funds´ regulation in the light of a MAC questions regulatory concept THE (NON)SENSE OF PRIVATE EQUITY REGULATION? The Application of Extreme Value Theory in Operational Risk Management The Application of Regulatory Impact Assessment (RIA) on the Czech Financial Market The Dark Side of Collateralized Debt Obligation´s Valuation during The 2008/2009 Financial Crisis The Efficiency of EU Merger Control during the Period from 1990-2008 The future regulatory challenges of liquidity risk management The Global Crisis: A Hard Lesson for Theory and Praxis The Challenges of Basel III for the Czech Banking Sector The Impact of the Global Crisis in Central European Countries and Lessons for and from New Zealand The Importance of Emergency Liquidity Risk Management during The 2007-2009 Global Financial Turmoil The JT Index as An Indicator of Financial Stability of Corporate Sector The Key Challenges of The New Bank Regulations The pending global crisis: a dark future ahead of us? The Role of Private Equity during Global Crises The VT index as an indicator of market liquidity risk in Slovakia THEORETICAL BACKGROUND FOR COMPETITIVE MERGER Theoretical Background of Dividend Taxation Value Creation of European Bank Mergers and Acquisitions in the 1998 – 2007 Period Základy financí
Konference:	13th International Conference on Finance and Banking (Basel III in Czech Republic), Czech Republic 13th International Conference on Finance and Banking (CEE lessons for New Zealand), Czech Republic 13th International Conference on Finance and Banking (Procyclicality in CEE), Czech Republic 6. bienální konference České Společnosti Ekonomické AITEC Banking & Mobile Money COMESA, Kenya Certifikovaný finanční manager Changing Perspective of Management: Revisit the Existing and Explore the Novel Ideas (Global crisis), Nepal Changing Perspective of Management: Revisit the Existing and Explore the Novel Ideas (Liquidity risk in CEE), Nepal Eurobanking 2012, Slovenia Finanční ekonomie v jedné lekci Frontier Economics workshop Fúze & Akvizice: Strategie - Transakční Proces - Integrace GCR Conference - The New Regime for Horizontal Co-operation Agreements Guest lecture at Auckland University of Technology, New Zealand Guest lecture at Massey University in Albany, New Zealand Guest lecture at Massey University in Palmerston North, New Zealand Guest lecture at The Economic Development Agencies NZ in Wellington, New Zealand Guest lecture at The Reserve Bank of New Zealand in Wellington, New Zealand Guest lecture at University of Auckland, New Zealand Guest lecture at University of Otago in Dunedin, New Zealand IJAS conference at Harvard University (Global crisis), USA IJAS conference at Harvard University (Perspectives of regulation), USA International Conference on Business and Economic Sciences (Dividend taxation), Dubai International Conference on Business and Economic Sciences (Liquidity risk), Dubai International Conference on Business and Economic Sciences (Sovereign risk), Dubai International Conference on Business, Economics and Tourism Management (CBETM 2010), Singapur International Conference on Economics, Business Management and Marketing (Basel III), Francie International Conference on Economics, Business Management and Marketing (Exit Strategies), Francie International Conference on Economics, Business Management and Marketing (Scenario Analysis), Francie International Conference on Finance, Banking and Insurance (Economic capital), Japan International Conference on Finance, Banking and Insurance (Private equity), Japan International Conference on Finance, Banking and Insurance (REER), Japan International Conference on Finance, Banking and Insurance (RIA), Japan International Conference on Information and Finance (ICIF 2012), Thailand International Conference on Mathematics and Mathematical Sciences, Indonesia Je nový svět možný? Joint Conference of EMTAP (International Conference on Emergency Technology, Application and Practice) and ICCEM (International Conference on Crisis and Emergency Management), China K čemu je ekonomie dobrá? Navigátor bezpečného úvěru 2013 Rozpad Eurozóny – realita nebo fikce? The 2010 International Conference on Education and Management Technology, Egypt The International Workshop, Turkey The World Congress of the Bachelier Finance Society, Australia VÝCHODISKA Z KRIZE – EXIT STRATEGIES

JEM236 Risk Management and Insurance

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JEM236 Risk Management and Insurance

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22 Research seminar: Gonul Colak (Sussex)	23	24	25	26	27	28
29 JEM236 Risk Management and Insurance	30 JEM236 Risk Management and Insurance	31 JEM236 Risk Management and Insurance

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