Grant detail

GAUK 114109 (2009-2011) Alternative Approaches to Valuation of Collateralized Debt Obligation

Principal investigator: PhDr. Petra Buzková
Collaborators: prof. PhDr. Petr Teplý Ph.D.
Description:
Participation:
Work in grant:
Web link: GAUK 114109 (2009-2011)
Finance: Grantová agentura UK
End date: 31.12.2011
Publications:

An Alternative Assessment of Entrepreneurs’ Activities in Terms of Financial Stability – A Case Study

A Complex View on Finance and Banking from Prof. Stanislav Poloucek (Book review)

Alternative Approaches of Evaluation of Economy´s Financial Stability

Alternative Methods to Operational Risk Management

An Alternative Approach (using the VBA Programme) to Collateralized Debt Obligations´ Valuation

Black swans and operational risk management

Collateralized debt obligations and credit risk management

Consequences of The 2008-2009 Global Crisis on Financial Stability And Entrepreneurs

Credit default swaps as credit risk mitigant?

Credit derivatives - threat or opportunity?

Credit losses during the crisis 2007 – 2009: from contagion to recovery

Credit risk in European banks mergers and acquisitions

Credit risk management during the 2007 – 2009 global crisis

Credit risk management lessons from Czech banks for the Chinese banking sector

Efficiency of EU Merger Control in the 1990-2008 Period

Exit Strategies from The Global Crisis

Implications of The 2008 Financial Crisis for World Financial Markets

KEY ECONOMIC POLICY LESSONS FROM THE 2008 FINANCIAL CRISIS

Liquidity Market Support during the Global Crisis

Main Flaws of the Collateralized Debt Obligation Valuation before and During the 2008/2009 Global Turmoil

Main Flaws of The Collateralized Debt Obligation‘s Valuation Before And During The 2008/2009 Global Turmoil

Modeling Capital Requirements for Operational Risk in Emerging Markets’ Banks

Models of dividend distribution and taxation

Negative and Positive Lessons from The 2007-2008 Financial Crisis

Operational Risk And Economic Capital Modeling

Perspectives on A New Global Financial Platform

Sovereign Credit Risk Measures

Sovereign risk – how can we measure it?

Strategic Implications of The 2008 Financial Crisis

THE (NON)SENSE OF PRIVATE EQUITY REGULATION?

The Dark Side of Collateralized Debt Obligation´s Valuation during The 2008/2009 Financial Crisis

The Dark Side of Collateralized Debt Obligation´s Valuation during The 2008/2009 Financial Crisis

The European Banking Industry Before And During the 2008/2009 Global Turmoil

The future regulatory challenges of liquidity risk management

The Global Crisis: A Hard Lesson for Theory and Praxis

The Impact of Regulation of Banks in the US and the EU-15 Countries

The Importance of Emergency Liquidity Risk Management during The 2007-2009 Global Financial Turmoil

The Importance of Operational Risk Modeling For Economic Capital Management In Banking

The JT index as An Indicator of Financial Stability of Emerging Markets

The Key Challenges of The New Bank Regulations

The Theoretical Background of Operational Risk Management

Theoretical Background of Dividend Taxation

Value Creation of European Bank Mergers and Acquisitions in the 1998 – 2007 Period

Conferences:

12TH INTERNATIONAL CONFERENCE ON FINANCE AND BANKING STRUCTURAL AND REGIONAL IMPACTS OF FINANCIAL CRISES (CDO valuation), Czech Republic

12TH INTERNATIONAL CONFERENCE ON FINANCE AND BANKING STRUCTURAL AND REGIONAL IMPACTS OF FINANCIAL CRISES (Operational risk), Czech Republic

Costa Rica Global Conference on Business and Finance (Global crisis), Costa Rica

Costa Rica Global Conference on Business and Finance (JT index), Costa Rica

Exit strategies from the current crisis, Czech Republic

Financial Economics in One Lesson, Czech Republic

Global Crisis and its Implications on Companies, Czech Republic

Guest lecture at The Reserve Bank of New Zealand in Wellington, New Zealand

Guest lecture at University of Auckland, New Zealand

IJAS conference at Harvard University (Global crisis), USA

IJAS conference at Harvard University (Perspectives of regulation), USA

International Conference on Business, Economics and Tourism Management (CBETM 2010), Singapore

International Conference on Economics, Business Management and Marketing (Basel III), France

International Conference on Economics, Business Management and Marketing (Exit Strategies), France

International Conference on Economics, Business Management and Marketing (Scenario Analysis), France

International Finance Symposium: The Search for New Financial Architecture after the Global Crisis, Marmara University

Joint Conference of EMTAP (International Conference on Emergency Technology, Application and Practice) and ICCEM (International Conference on Crisis and Emergency Management), China

The 2010 International Conference on Education and Management Technology, Egypt

The International Workshop, Turkey

The Rise And Fall of Banks during The Global Crisis, Czech Republic

The World Summit on Global Economic Crisis, United Kingdom

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance