| Popis: |
The bachelor thesis is focused on the comparative analysis of holdings of sovereign securities in the banking sectors of the European Monetary Union member countries, especially during the financial and debt crisis. Based on the graphical analysis, it identifies and clarifies the volatility observed at the level of certain groups of countries. The work comes with the statement that, especially during the debt crisis, the so-called home-bias is reinforced and thus exposes the banking sector to the credit risk of the state. At the same time, bachelor thesis advocates setting up regulatory requirements to ensure, that a level of regulatory capital is created that objectively reflects the credit risk of the state. |
