Zobrazeno 1 - 10
of 19
pro vyhledávání: '"úrokové riziko"'
Autor:
Grulichová, Olga
The aim of this thesis is to introduce bond portfolio management along with minimization of interest rate risk. The theoretical framework is dedicated to bonds, yield curve, Markowitz portfolio theory and portfolio management which also presents exam
Externí odkaz:
http://www.nusl.cz/ntk/nusl-429275
Autor:
Konečný, Pavel
Konečný P. Asset Liability Management in building society. Bachelor thesis. Brno: Mendel University, 2018. This bachelor thesis deals with Asset Liability Management in the building society. The theoretical part analyses the current approaches of a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::832bd657d0b22ce971e55918990c178e
http://www.nusl.cz/ntk/nusl-429502
http://www.nusl.cz/ntk/nusl-429502
Autor:
Kolář, Adam
The aim of this bachelor thesis is to describe, apply and subsequently analyse the effectiveness of several hedging strategies used when cross-hedging a bond portfolio with futures contracts. The theoretical part of this work is devoted to a general
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::8eadc1523f7d847a8676b04f8e08f568
http://www.nusl.cz/ntk/nusl-360612
http://www.nusl.cz/ntk/nusl-360612
Autor:
Hanzlík, Petr
The aim of this thesis is to analyse the impact of low interest rate environment in the Czech Republic in recent years on the sector of building societies as a specific segment of the financial market. First part of the thesis consists of description
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::ca5ac45d15055e2a380838582d9dffc9
http://www.nusl.cz/ntk/nusl-352899
http://www.nusl.cz/ntk/nusl-352899
Autor:
Kalouda František
Publikováno v:
Řízení a modelování finančních rizik
Cílem příspěvku je pro potřeby řízení rizik podnikatelského subjektu popsat a zhodnotit vliv stability bankovního sektoru ČR na řízení ceny kapitálu centrální bankou. Metodickým základem příspěvku je statistické a kybernetické
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3253::6c333fafb5df8b0e48e5f9f81b792252
https://is.muni.cz/publication/1354020
https://is.muni.cz/publication/1354020
Autor:
Dalekorejová, Petra
The subject of the Master thesis „Financial Derivatives in Praxis“ is the analysis of the all kinds of financial derivates.The first part of the thesis deals with the general description of the derivates. In the next part of the thesis analysis o
Externí odkaz:
http://www.nusl.cz/ntk/nusl-224911
Autor:
Džmuráňová, Hana
This thesis deals with the risk management of savings accounts. Savings accounts are non- maturing liabilities bearing two embedded options. The first option is the client's right to withdraw deposits on notice. The second option is a bank's right to
Externí odkaz:
http://www.nusl.cz/ntk/nusl-323806
Autor:
Stará, Pavla
The bachelor thesis is focused on the risk management in a bank, notably, on the interest rate risk measurement and management. For banks it is important to know the level of risk exposure and according to that to select appropriate management strate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::798d6e1c6db6448945068484b3890aaf
http://www.nusl.cz/ntk/nusl-322899
http://www.nusl.cz/ntk/nusl-322899
Autor:
Myšičková, Ivana
Presented study analyzes interest rate risk associated with the possession of given fixed coupon bond. In the first chapter, we define some of the basic concepts and provide description of available data. These are historical data on spot interest ra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::04b4f2dd7f2ab575ce817b7be8f10c97
http://www.nusl.cz/ntk/nusl-490958
http://www.nusl.cz/ntk/nusl-490958
Autor:
Klípová, Iva
The goal of thesis is to clarify the nature of the exchange rate and interest rate risk and the possibility to describe the management of these risks. It represents the individual tools used to ensure the exchange rate and interest rate risk and the
Externí odkaz:
http://www.nusl.cz/ntk/nusl-81376