02601ntm a22004817a 4500 000224118 CZ-PrVSE 20120830023201.0 m d cr n|||||||||| 120830s2012 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 Kovár, Peter ISIS:72221 dis Shortcomings in Financial Risk-modeling as a Factor in Financial Crisis eng Shortcomings in Financial Risk-modeling as a Factor in Financial Crisis [elektronický zdroj] / Peter Kovár 2012 ?? s. : digital, PDF soubor Vedoucí práce: David Havlíček Bakalářská práce (Bc.)—Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví, 2012 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2012 In this bachelor's thesis we explore research on the importance of inclusion the factor of liquidity into risk-measuring and asset-pricing models. We also illustrate the price impact of liquidity shocks on major stock-exchange indices during the financial crisis of 2008. We look at the changes addressing the issue of liquidity in currently proposed Basel III regulation and identify some of the potential pitfalls therein. Presenting a case study, we evaluate whether these provisions would have been sufficient to stave off the bankruptcy of Lehman Brothers, Inc. We also investigate the role of complexity behind newly designed financial derivatives products and the risk associated from badly managed securitization process. Způsob přístupu: Internet finance [obor bakal. práce] bakalářské práce fd132403 czenas bachelor's theses eczenas Basel III financial innovation complexity market liquidity risk Havlíček, David, 1985- jo2013787716 ths Baran, Jaroslav ISIS:83663 opn Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví kn20010709398 https://isis.vse.cz/zp/31405/podrobnosti VŠKP v InSIS https://isis.vse.cz/zp/31405 Hlavní práce https://isis.vse.cz/zp/31405/posudek/oponent/28197 Oponentura http://isis.vse.cz/zp/87508/podrobnosti dc:identifier NEPOSILAT VSKP 87508 vse31405 120828