| Attributes | Values |
|---|
| rdf:type
| |
| Description
| - The project is focused on a relatively new tool used mainly in the analysis of economies and financial markets stability. This tool, called macro stress tests, has become a part of the tools for testing the ability of the financial system to withstand unexpected shocks and now it is increasingly used in developing the corporate strategy. Theoretical and methodological parts account for brief characterization of stress tests and most widely used methods in macro stress testing, which is an application of a sensitivity analysis and alternative scenarios. This part also includes types of risks (Credit Risk, Interest Rate Risk, Exchange Rate Risk, Liquidity Risk, Market Risk and Value-at-Risk) and shocks, and variables used in testing. The results of the financial stability testing are the significant source of information not only for government and banks, but also for non-financial corporations. The application part presents the possibility of using the results from macro stress tests as a component of the data for the corporate strategy output. The results are obtained from Financial Stability Report which is published by the Czech National Bank. Reports on macro stress tests can be useful for companies in predicting the future development. The baseline scenario shows the most probable economic development which companies can use to form their strategic plans. The stress scenario may help with planning in the event of the occurrence of negative effects. Mainly, in this project there is evaluated the importance of macro stress tests in the preliminary phase of the business, in the case of the creation of the operating plan, on the planning of customer-supplier relationships. The primary analysis is the testing of credit risk, which is the most important tested risk. The assessment of credit risk indicates the stability of the financial market in the Czech Republic. Not even in the stress scenario was found the threat to the overall stability of Czech economy.
- The project is focused on a relatively new tool used mainly in the analysis of economies and financial markets stability. This tool, called macro stress tests, has become a part of the tools for testing the ability of the financial system to withstand unexpected shocks and now it is increasingly used in developing the corporate strategy. Theoretical and methodological parts account for brief characterization of stress tests and most widely used methods in macro stress testing, which is an application of a sensitivity analysis and alternative scenarios. This part also includes types of risks (Credit Risk, Interest Rate Risk, Exchange Rate Risk, Liquidity Risk, Market Risk and Value-at-Risk) and shocks, and variables used in testing. The results of the financial stability testing are the significant source of information not only for government and banks, but also for non-financial corporations. The application part presents the possibility of using the results from macro stress tests as a component of the data for the corporate strategy output. The results are obtained from Financial Stability Report which is published by the Czech National Bank. Reports on macro stress tests can be useful for companies in predicting the future development. The baseline scenario shows the most probable economic development which companies can use to form their strategic plans. The stress scenario may help with planning in the event of the occurrence of negative effects. Mainly, in this project there is evaluated the importance of macro stress tests in the preliminary phase of the business, in the case of the creation of the operating plan, on the planning of customer-supplier relationships. The primary analysis is the testing of credit risk, which is the most important tested risk. The assessment of credit risk indicates the stability of the financial market in the Czech Republic. Not even in the stress scenario was found the threat to the overall stability of Czech economy. (en)
|
| Title
| - Macro Stress Tests and Their Use in the Analysis of Financial Stability and Creating the Business Strategy
- Macro Stress Tests and Their Use in the Analysis of Financial Stability and Creating the Business Strategy (en)
|
| skos:prefLabel
| - Macro Stress Tests and Their Use in the Analysis of Financial Stability and Creating the Business Strategy
- Macro Stress Tests and Their Use in the Analysis of Financial Stability and Creating the Business Strategy (en)
|
| skos:notation
| - RIV/46747885:24310/14:00002140!RIV15-MSM-24310___
|
| http://linked.open...avai/riv/aktivita
| |
| http://linked.open...avai/riv/aktivity
| |
| http://linked.open...vai/riv/dodaniDat
| |
| http://linked.open...aciTvurceVysledku
| |
| http://linked.open.../riv/druhVysledku
| |
| http://linked.open...iv/duvernostUdaju
| |
| http://linked.open...titaPredkladatele
| |
| http://linked.open...dnocenehoVysledku
| |
| http://linked.open...ai/riv/idVysledku
| - RIV/46747885:24310/14:00002140
|
| http://linked.open...riv/jazykVysledku
| |
| http://linked.open.../riv/klicovaSlova
| - Banking sector; corporate strategy; financial stability; macro stress tests; non-financial corporations (en)
|
| http://linked.open.../riv/klicoveSlovo
| |
| http://linked.open...ontrolniKodProRIV
| |
| http://linked.open...v/mistoKonaniAkce
| - VŠB – Technical University of Ostrava
|
| http://linked.open...i/riv/mistoVydani
| |
| http://linked.open...i/riv/nazevZdroje
| - Conference Proceedings of MEKON 2014 Selected Papers
|
| http://linked.open...in/vavai/riv/obor
| |
| http://linked.open...ichTvurcuVysledku
| |
| http://linked.open...cetTvurcuVysledku
| |
| http://linked.open...UplatneniVysledku
| |
| http://linked.open...iv/tvurceVysledku
| - Bednářová, Pavla
- Staňková, Lucie
|
| http://linked.open...vavai/riv/typAkce
| |
| http://linked.open.../riv/zahajeniAkce
| |
| issn
| |
| number of pages
| |
| http://purl.org/ne...btex#hasPublisher
| - Vysoká škola báňská - Technická univerzita Ostrava
|
| https://schema.org/isbn
| |
| http://localhost/t...ganizacniJednotka
| |
![[RDF Data]](/fct/images/sw-rdf-blue.png)
![[cxml]](/fct/images/cxml_doc.png)
![[csv]](/fct/images/csv_doc.png)
![[text]](/fct/images/ntriples_doc.png)
![[turtle]](/fct/images/n3turtle_doc.png)
![[ld+json]](/fct/images/jsonld_doc.png)
![[rdf+json]](/fct/images/json_doc.png)
![[rdf+xml]](/fct/images/xml_doc.png)
![[atom+xml]](/fct/images/atom_doc.png)
![[html]](/fct/images/html_doc.png)