02984ntm a22005417i 4500 000723699 CZ-PrVSE 20250614131007.0 m d cr n|||||||||| 250614s2025 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 rda Candrák, Patrik ISIS:169520 dis Praktické aplikace řízení aktiv a závazků v pojišťovnách eng Practical Applications in Asset and Liability Management in Insurance Companies / Patrik Candrák 2025 ?? stran : digital, PDF soubor Vedoucí práce: Jiří Koudelka Bakalářská práce (Bc.)—Vysoká škola ekonomická v Praze. Fakulta informatiky a statistiky, 2025 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2025 This thesis reviews how an insurance company protects their balance sheet from selected undesired changes. We apply methods to stabilize insurer’s own funds under changeable interest rates. The work outlines the principles of interest rates and bonds, which constitute the greatest portion of a Czech insurer's asset portfolio. Literature is reviewed on duration as a measure of its sensitivity to market rate shifts. Commentary on cash flow modeling is given within a brief section on life insurance theory. We examine the sensitivity of classical insurance products, and their portfolio, to parallel and non-parallel yield curve shifts. Duration of modelled liability cash flows is approximated to compare with a government bond portfolio before and after intervention. While Czech insurers’ options today in asset and liability management remain limited, we give some methods available to control risk exposure. Způsob přístupu: Internet datové analýzy a modelování [obor bakal. práce] bakalářské práce fd132403 czenas bachelor's theses eczenas Bonds Duration Gap Interest Rate Risk ALM Actuarial Models Life Insurance Cash Flow Models Koudelka, Jiří ISIS:115599 ths Habarta, Filip ISIS:99500 opn Vysoká škola ekonomická v Praze. Fakulta informatiky a statistiky kn20010709399 dgg https://insis.vse.cz/zp/90562/podrobnosti VŠKP v InSIS https://insis.vse.cz/zp/90562 Hlavní práce https://insis.vse.cz/zp/90562/posudek/vedouci Hodnocení vedoucího https://insis.vse.cz/zp/90562/posudek/oponent/86886 Oponentura https://insis.vse.cz/zp/90562/podrobnosti dc:identifier NEPOSILAT VSKP vse90562 250611 90562