How to Identify Domestic Systematicaly Important Institutions (D-SIFI)
| Název práce v češtině: | How to Identify Domestic Systematicaly Important Institutions (D-SIFI) |
|---|---|
| Název v anglickém jazyce: | How to Identify Domestic Systematicaly Important Institutions (D-SIFI) |
| Klíčová slova: | Systémová důležitost, systémově důležité banky, SIFI |
| Klíčová slova anglicky: | Systemic importance, systemically important banks, SIFI |
| Akademický rok vypsání: | 2012/2013 |
| Typ práce: | bakalářská práce |
| Jazyk práce: | angličtina |
| Ústav: | Institut ekonomických studií (23-IES) |
| Vedoucí / školitel: | PhDr. Jakub Seidler, Ph.D. |
| Řešitel: | skrytý - zadáno vedoucím/školitelem |
| Datum přihlášení: | 17.06.2013 |
| Datum zadání: | 17.06.2013 |
| Datum a čas obhajoby: | 10.09.2014 08:00 |
| Místo konání obhajoby: | IES |
| Datum odevzdání elektronické podoby: | 31.07.2014 |
| Datum proběhlé obhajoby: | 10.09.2014 |
| Oponenti: | Mgr. Daniel Benčík |
| Kontrola URKUND: | |
| Předběžná náplň práce v anglickém jazyce |
| The thesis will deal with the problematics of Domestic Systemically Important Financial Institutions. These institutions are often perceived as „too big to fail“ meaning that their failure would have large negative impact on the financial system and the whole economy, and therefore public sector‘s regulation and help in difficulties is needed.
The goal of the thesis is to set up a methodology for assessment of systemical importance of financial institutions in domestic environment. The methodology will be based on indicator-based measurement approach as proposed by the Basel Committee (BCBS, 2011). Indicators will take into account the size of the finacial institutions, their interconectedness, complexity, and amount of available substitutes for the services that they provide. The method will be applied on Czech Republic. REFERENCES: BCBS (2011). „Global systemically important banks: Assessment methodology and the additional loss absorbency requirement“. BIS. http://www.bis.org/publ/bcbs207.pdf Brämer, P., Gischer, H. (2011): “Domestic Systemically Important Banks: An Indicator-Based Measurement Approach for the Australian Banking System“, FEMM Working Paper No.3/2012, Otto-von-Guericke University of Magdeburg. Skořepa, M. and Seidler, J. (2013): “An Additional Capital Requirement Based on the Domestic Systemic Importance of a Bank.” Financial Stability Report 2012/2013, Czech National Bank, pp. 96–102 |