03545ntm a22005057a 4500 000230212 CZ-PrVSE 20130210221419.0 m d cr n|||||||||| 130210s2012 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 Bartůsek, Michal ISIS:37533 dis Studie zabývající se dopady nové bankovní regulace na cykličnost kapitálových požadavků v České Republice eng A STUDY ASSESSING THE IMPACTS OF NEW REGULATORY PROPOSALS ON CYCLICALITY OF CAPITAL REQUIREMENTS [elektronický zdroj] : THE CASE OF THE CZECH REPUBLIC / Michal Bartůsek 2012 ?? s. : digital, PDF soubor Vedoucí práce: Zdeněk Chytil Diplomová práce (Ing.)—Vysoká škola ekonomická v Praze. Národohospodářská fakulta, 2013 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2013 This work focuses on new regulatory proposals, primarily Basel III accords and analyzes its ability to create a buffer for recurrent credit bubbles. This paper follows a research made by Lis, Pagés and Saurina [2000]. Their paper has illustrated the cyclicality of loan growth and GDP growth for Spain. This cyclicality is supported by cyclical Basel II regulation. In this paper is examined the ability of new regulatory proposals such as Basel III, statistical provisions and change in the approach to the probability of default, to cope with recurrent credit bubbles. According to my critical assessment, Basel III may not be able to create sufficient capital buffer for exceptional credit bubbles such as the current one. This buffer suggested by Basel III has several drawbacks which may decrease its functionality. Statistical provision is not an appropriate measure either, because it could weaken the fair and true view of financial statements principle. Change in approach to probability of default seems to be rational and effective. The only issue may relate to its recovery mechanisms. It doesn't support economic growth in time of economic recession. The author's proposal of new countercyclical buffer, which would be based on credit-to-GDP ratio and GDP growth to loan growth gap is introduced at the end of this work. Although this measure may have negative impact on GDP growth, it may create an appropriate buffer to systematic credit risk. Způsob přístupu: Internet ekonomická analýza [obor dipl. práce] diplomové práce fd132022 czenas master's theses eczenas Basel III countercyclical buffer Basel II banking regulation Chytil, Zdeněk, 1949- xx0010690 ths Tříska, Dušan, 1946- jn20000402440 opn Vysoká škola ekonomická v Praze. Národohospodářská fakulta kn20010709401 https://isis.vse.cz/zp/36080/podrobnosti VŠKP v InSIS https://isis.vse.cz/zp/36080 Hlavní práce https://isis.vse.cz/zp/36080/posudek/vedouci Hodnocení vedoucího https://isis.vse.cz/zp/36080/posudek/oponent/29335 Oponentura http://isis.vse.cz/zp/80167/podrobnosti dc:identifier NEPOSILAT VSKP 80167 vse36080 130209