"17"^^ . . . "17"^^ . "GA402/09/0732" . "The project gone according to plan both in terms of expertise and in terms of disbursement of funds."@en . . "2015-03-02+01:00"^^ . . . "0"^^ . . "1"^^ . "\u00A0Market risk, i.e. possibility of loss due to unexpected changes of exchange rates, interest rates, and other market rates, is one of the key risk factors of banks and financial institutions. Market risks can be hedged or on the other hand multiplied using financial derivatives. Dynamically growing derivatives markets brought not only new possibilities how to transfer risk among market participants but also contributed to a number of huge losses or even bankruptcies. Project goals can be split into three areas: market risk modeling and measurement, valuation and risk management of derivatives, and interaction of market, operational, and credit risks. The aim of the first part is to bring new results and recommendations using modern time series analytical and modeling methods.\u00A0 The aim of the second related part is to apply recent stochastic methods for modeling of assets including market volatilities that are used for valuation and risk measurement of newly created derivatives. The aim of the third part is to map and analyze the cases of significant losses that can be attributed to an interaction of market, operational, and credit risk. The goal is to identify systematic risks, compare it with current standards and regulatory requirements, and to formulate recommendations."@en . "2011-12-31+01:00"^^ . "2011-04-16+02:00"^^ . "Market Risk and Financial Derivatives"@en . "modely tr\u017En\u00EDho rizika; oce\u0148ov\u00E1n\u00ED finan\u010Dn\u00EDch deriv\u00E1t\u016F; VaR; interakce rizik"@en . "0"^^ . . "\u0158e\u0161en\u00ED projektu prob\u011Bhlo podle pl\u00E1nu jak z hlediska odborn\u00E9ho tak i z hlediska \u010Derp\u00E1n\u00ED finan\u010Dn\u00EDch prost\u0159edk\u016F."@cs . . "http://www.isvav.cz/projectDetail.do?rowId=GA402/09/0732"^^ . "modely tr\u017En\u00EDho rizika" . . . "Tr\u017En\u00ED riziko a finan\u010Dn\u00ED deriv\u00E1ty" . . . . " VaR" . "2009-01-01+01:00"^^ . . " oce\u0148ov\u00E1n\u00ED finan\u010Dn\u00EDch deriv\u00E1t\u016F" . . . . "C\u00EDlem projektu je p\u0159in\u00E9st nov\u00E9 teoretick\u00E9 modely, prov\u00E9st empirick\u00E1 testov\u00E1n\u00ED a navrhnout praktick\u00E1 doporu\u010Den\u00ED v n\u00E1sleduj\u00EDc\u00EDch t\u0159ech oblastech: modelov\u00E1n\u00ED a kvantifikace tr\u017En\u00EDch rizik, oce\u0148ov\u00E1n\u00ED a \u0159\u00EDzen\u00ED rizik deriv\u00E1t\u016F, interakce tr\u017En\u00EDch, opera\u010Dn\u00EDch a kreditn\u00EDch rizik." . .