Creation of provisions – Pro-cyclical behavior of banks
| Název práce v češtině: | Opravné položky - procyklické chování bank |
|---|---|
| Název v anglickém jazyce: | Creation of provisions – Pro-cyclical behavior of banks |
| Klíčová slova: | Dynamické opravné položky, španělský dynamický model opravných položek. Procykličnost opravných položek |
| Klíčová slova anglicky: | Dynamic provisioning, Spanish model of provisions, Pro-cyclicality of provisions |
| Akademický rok vypsání: | 2011/2012 |
| Typ práce: | diplomová práce |
| Jazyk práce: | angličtina |
| Ústav: | Institut ekonomických studií (23-IES) |
| Vedoucí / školitel: | doc. PhDr. Adam Geršl, Ph.D. |
| Řešitel: | skrytý - zadáno vedoucím/školitelem |
| Datum přihlášení: | 16.01.2012 |
| Datum zadání: | 16.01.2012 |
| Datum a čas obhajoby: | 26.06.2013 00:00 |
| Místo konání obhajoby: | IES |
| Datum odevzdání elektronické podoby: | 17.05.2013 |
| Datum proběhlé obhajoby: | 26.06.2013 |
| Oponenti: | PhDr. Mgr. Jana Gutiérrez Chvalkovská |
| Zásady pro vypracování |
| In the first part of my thesis I would describe in detail the issue of pro-cyclical provision and the Spanish dynamic model. In the second part of my thesis, to verify the hypotheses I will use the data from BankScope database, where I can find the financial numbers of European banks. Moreover, to examine the hypotheses I will use the econometric software – Gretl.
1. Introduction – Creation of provision and pro-cyclicality 2. Spanish model of dynamic provisioning 3. Data description 4. Data analysis 5. Discussion of results Literature: 1. Enrique Alberola, Carlos Trucharte and Juan Luis Vega (2011), Central banks and macroprudential policy. Some reflections from the Spanish experience. Banco de Espana, Documentos Ocasionales. N.º 1105 2. MANN, F. – MICHAEL, I. (2002): Dynamic provisioning: issue and application. Financial Stability Review, Bank of England, December 2002 3. TURNER, P. (2000): Procyclicality of regulatory ratios? Working Paper no. 13, Center for Economic Policy Analysis |
| Seznam odborné literatury |
| 1. Enrique Alberola, Carlos Trucharte and Juan Luis Vega (2011), Central banks and macroprudential policy. Some reflections from the Spanish experience. Banco de Espana, Documentos Ocasionales. N.º 1105
2. MANN, F. – MICHAEL, I. (2002): Dynamic provisioning: issue and application. Financial Stability Review, Bank of England, December 2002 3. TURNER, P. (2000): Procyclicality of regulatory ratios? Working Paper no. 13, Center for Economic Policy Analysis |
| Předběžná náplň práce |
| Creation of provisions - Pro-cyclical behaviour of banks
In the first part of my thesis I would describe in detail the issue of pro-cyclical provision and the Spanish dynamic model. In the second part of my thesis, to verify the hypotheses I will use the data from BankScope database, where I can find the financial numbers of European banks. Moreover, to examine the hypotheses I will use the econometric software – Gretl. 1. Introduction – Creation of provision and pro-cyclicality 2. Spanish model of dynamic provisioning 3. Data description 4. Data analysis 5. Discussion of results |
| Předběžná náplň práce v anglickém jazyce |
| Creation of provisions - Pro-cyclical behaviour of banks
In the first part of my thesis I would describe in detail the issue of pro-cyclical provision and the Spanish dynamic model. In the second part of my thesis, to verify the hypotheses I will use the data from BankScope database, where I can find the financial numbers of European banks. Moreover, to examine the hypotheses I will use the econometric software – Gretl. 1. Introduction – Creation of provision and pro-cyclicality 2. Spanish model of dynamic provisioning 3. Data description 4. Data analysis 5. Discussion of results |