02992ntm a22005177a 4500 000228933 CZ-PrVSE 20130119204142.0 m d cr n|||||||||| 130119s2012 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 Stárek, Václav ISIS:40423 dis Rethinking risk management practices in light of the Icelandic financial crisis eng Rethinking risk management practices in light of the Icelandic financial crisis [elektronický zdroj] / Václav Stárek 2012 ?? s. : digital, PDF soubor Vedoucí práce: Petr Dvořák Diplomová práce (Ing.)—Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví, 2013 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2013 Foremost, the thesis aims at mapping and analysing several aspects of the Icelandic financial crisis relevant to the practice of risk management, particularly with respect to banking sector. It identifies six possible sources of vulnerability occurring in the pre-crisis period. The domestic banking sector along with the entire Iceland's economy was pressurised by these stressors, which gradually led to the meltdown. The second chapter opens a discussion about the nature and characteristics of uncertainty and risk. It further strives to classify both the degrees of uncertainty and the elements of business and financial risks. The final chapter probes into the trickiness of dependence and expectations (in statistical sense of these terms), especially examining the limitations imposed on linear correlation as well as the violation of the assumptions underlying historical Value-at-risk and Expected shortfall approaches to estimating market risk. Způsob přístupu: Internet finance [obor dipl. práce] diplomové práce fd132022 czenas master's theses eczenas fragility dependence and expectations uncertainty and risk Icelandic financial crisis Risk management Dvořák, Petr, 1960- jn19981000875 ths Baran, Jaroslav ISIS:83663 opn Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví kn20010709398 https://isis.vse.cz/zp/39657/podrobnosti VŠKP v InSIS https://isis.vse.cz/zp/39657 Hlavní práce https://isis.vse.cz/zp/39657/posudek/vedouci Hodnocení vedoucího https://isis.vse.cz/zp/39657/posudek/oponent/29597 Oponentura http://isis.vse.cz/zp/121718/podrobnosti dc:identifier NEPOSILAT VSKP 121718 vse39657 130118