Normative standards and risks analysis for banks under BASEL III

Ing. Ekaterina Govert

Master's thesis

Abstract:

This work aims to investigate the core principles and standards of the Basel III regulations. The thesis is divided into theoretical and practical parts. This work starts with a theoretical one, by giving an introduction to the topic and briefly highlighting the history of Basel agreements. The main theoretical part is about the Basel III accord that brings new regulations for banks after the crisis of 2008. For this, the document itself, common literature and available internet sources were used. The practical part includes analysis of a given single bank with following recommendation concerning the risks, which is based on the findings of the theory.

Keywords

Basel III, Banks, Risks, Capital, Liquidity Risk, Capital Adequacy, Market risk.

Jazyk práce: English

Datum vytvoření / odevzdání či podání práce: 5. 1. 2015

Obhajoba závěrečné práce

• Obhajoba proběhla 2. 2. 2015
• Vedúci: Ing. Dagmar Linnertová, Ph.D.
• Oponent: Ing. Martina Sponerová

Masaryk University

Faculty of Economics and Administration

Master programme / odbor:
Economic Policy and Administration / Financial Management (Eng.)