Work detail

Three essays on risk management and financial stability

Author: PhDr. Petr Teplý, Ph.D. (30.9.2009)
Year: 2009 - summer
Leaders: prof. Ing. Oldřich Dědek CSc.
Work type: Dissertations
Language: English
Pages: 88
Awards and prizes:
Abstract: The global financial turmoil has shaped financial markets and brought many issues into the light. Three of them are covered in this dissertation thesis: financial stability, operational risk and lessons from failed risk management practices during the crisis. The first essay The JT Index as An Indicator of Financial Stability of Emerging Markets presents construction of an aggregate indicator of the creditworthiness of the Czech corporate sector (named as JT index). The second essay Operational Risk Management and Implications for Bank’s Economic Capital models the real operational data of an anonymous Central European Bank. The third essay Risk Management Lessons from The 2008 Financial Crisis deals with the pending global crisis, discusses its causes and recommends policies to protect against repeating the presented errors and limiting future risk exposure of both companies and institutions.
Downloadable: Dissertation - P. Teplý


Česká Spořitelna


Patria Finance