Credit default swap a finančná kríza

Bc. Marcela Šípková

Master's thesis

Credit Default Swap and Financial Crisis

Abstract:

The aim of the diploma thesis is to analyze Credit default swaps and their impact on the emergence of the financial crisis. The thesis contains four separate chapters. The first chapter defines the concept of a financial derivative. It is focused on the theoretical knowledge of the literature. The chapter specifies the derivatives, their historical development, the derivative contract types and their significance. The second chapter describes in detail each type of the derivatives, the futures, the forwards, the options and the swaps. The third chapter focuses on the credit default swap, their use in the financial sector and the fourth chapter analyses the credit default swap before the crisis and after the crisis.

Abstract:

Cieľom diplomovej práce je analýza Credit default swap a ich dopad na vznik finančnej krízy. Práca obsahuje 4 samostatné kapitoly. Prvá kapitola definuje pojem finančný derivát, je zameraná na teoretické poznatky z odbornej literatúry. Bližšie špecifikuje finančné deriváty, ich historický vývoj, ich rozdelenie a význam. Druhá kapitola charakterizuje podrobne každý druh finančného derivátu, futurity, forwardy, opcie a swapy. Tretia kapitola je zameraná na credit default swap, ich využitie vo finančnom sektore a štvrtá kapitola analyzuje credit default swap pred krízou a po kríze.

Keywords

finančný derivát, credit default swap, finančná kríza, financial derivatives, credit default swaps, the financial crisis

Language used: Slovak

Date on which the thesis was submitted / produced: 6. 5. 2014

Thesis defence

• Date of defence: 11. 6. 2014
• Supervisor: Ing. Valér Demjan, PhD.
• Reader: prof. Ing. Tomáš Klieštik, PhD.

Banking Institute/College of Banking

Banking Institute/College of Banking SK

Master programme / field:
Economics and Management / Finance