03409ntm a22005057a 4500 000300137 CZ-PrVSE 20150922193324.0 m d cr n|||||||||| 150922s2015 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 Matejašák, Milan ISIS:27974 dis Dopad Basel III na české banky a efektivita kapitálových pomerov predpovedať finančnú tieseň bánk eng Basel III Impact on Czech Banks and Effectivity of Capital Ratios to Predict Bank Distress [elektronický zdroj] / Milan Matejašák 2015 ?? s. : digital, PDF soubor Vedoucí práce: Petr Dvořák Disertační práce (Ph.D.)—Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví, 2015 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2015 The aim of this thesis is to evaluate the impact of Basel III on Czech banks and to compare the effectiveness of capital ratios in predicting bank distress. After a short introduction, in the second chapter we estimate the impact of tightened Basel III capital regulation on lending spreads in the Czech banking sector. In this chapter we conclude that the tightened capital regulation will not lead to more expensive borrowing in the Czech Republic mainly because the banking sector has been well-capitalized. In the third chapter we identify the strategies that Czech banks adopted in order to significantly increase their capital ratios between 2009 and 2013. Our analysis shows that retained earnings have played a major role in increasing the average capital adequacy of Czech banks. In addition, the Czech banks have decreased their average asset risk to further strengthen the overall capital adequacy ratio. In the last chapter, using a dataset on bank distress in European banks during 2008-2012, we compare the performance of risk-weighted capital ratios and simple leverage capital ratios to predict bank distress. Our results suggest that simple leverage ratios can perform better than complex risk-weighted capital ratios when predicting bank distress. While such a finding is not conclusive, it suggests that more complex risk modeling does not always mean better risk modeling. Způsob přístupu: Internet finance [obor disert. práce] disertace fd132024 czenas dissertations eczenas capital adequacy Basel III financial distress bank capital Dvořák, Petr, 1960- jn19981000875 ths Teplý, Petr, 1977- mzk2008486526 opn Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví kn20010709398 https://isis.vse.cz/zp/53285/podrobnosti VŠKP v InSIS https://isis.vse.cz/zp/53285 Hlavní práce https://isis.vse.cz/zp/53285/posudek/oponent/44079 Oponentura https://isis.vse.cz/zp/53285/posudek/oponent/44080 Oponentura https://isis.vse.cz/zp/53285/podrobnosti dc:identifier NEPOSILAT VSKP vse53285 150920 53285