"Gaudeamus" . . "Nov\u00E9 standardy pro modelov\u00E1n\u00ED specifick\u00E9ho rizika"@cs . . . "9"^^ . "NEW STANDARDS FOR SPECIFIC RISK MODELING"@en . . . "2"^^ . . "Hradec Kr\u00E1lov\u00E9" . "Nov\u00E9 standardy pro modelov\u00E1n\u00ED specifick\u00E9ho rizika" . "Hradec Kr\u00E1lov\u00E9" . . "2"^^ . "Financial crisis 2007/08 brings regulation authorities to modifications in banks and other financial institutions regulatory framework. The article is focused on a new standards for specific interest rate and equity risk modelling in the Value at Risk approach issued by Basel Committee on Banking Supervision. The first goal is compared the new standards with previous rules. Farther awey call attention to weakness of the new standards, especially direct modelling of transition and default risk."@en . "92292" . . "RIV/25619161:_____/13:#0000078!RIV14-MMR-25619161" . "978-80-7435-250-8" . . "[4AD6101A03D5]" . "M\u00E1\u010De, Jan" . "Mezin\u00E1rodn\u00ED v\u011Bdeck\u00E1 konference Hradeck\u00E9 ekonomick\u00E9 dny 2013 Ekonomick\u00FD rozvoj a management region\u016F Hradec Kr\u00E1lov\u00E9 19. \u00FAnora a 20. \u00FAnora 2013" . "NEW STANDARDS FOR SPECIFIC RISK MODELING"@en . "specific risk, VaR, capital adequacy"@en . . "2013-01-01+01:00"^^ . . . . "Nov\u00E9 standardy pro modelov\u00E1n\u00ED specifick\u00E9ho rizika" . "RIV/25619161:_____/13:#0000078" . "Finan\u010Dn\u00ED krize 2007/08 donutila regula\u010Dn\u00ED org\u00E1ny, aby provedly modifikace v bank\u00E1ch a dal\u0161\u00EDch finan\u010Dn\u00EDch instituc\u00ED regula\u010Dn\u00EDho r\u00E1mce. Tento \u010Dl\u00E1nek je zam\u011B\u0159en na nov\u00E9 standardy pro zvl\u00E1\u0161tn\u00ED \u00FArokovou sazbu a modelov\u00E1n\u00ED rizik vlastn\u00EDho kapit\u00E1lu v Value at Risk p\u0159\u00EDstupu vydan\u00E9 Basilejsk\u00FDm v\u00FDborem pro bankovn\u00ED dohled. Prvn\u00EDm c\u00EDlem je srovn\u00E1n\u00ED nov\u00FDch standard\u016F s p\u0159edchoz\u00EDmi pravidly. D\u00E1le \u010Dl\u00E1nek upozor\u0148uje na slabosti nov\u00FDch standard\u016F, zejm\u00E9na p\u0159\u00EDm\u00E9 modelov\u00E1n\u00ED p\u0159echodu a rizika." . . "Zeman, David" . "P(WD-37-07-2)" . . "Finan\u010Dn\u00ED krize 2007/08 donutila regula\u010Dn\u00ED org\u00E1ny, aby provedly modifikace v bank\u00E1ch a dal\u0161\u00EDch finan\u010Dn\u00EDch instituc\u00ED regula\u010Dn\u00EDho r\u00E1mce. Tento \u010Dl\u00E1nek je zam\u011B\u0159en na nov\u00E9 standardy pro zvl\u00E1\u0161tn\u00ED \u00FArokovou sazbu a modelov\u00E1n\u00ED rizik vlastn\u00EDho kapit\u00E1lu v Value at Risk p\u0159\u00EDstupu vydan\u00E9 Basilejsk\u00FDm v\u00FDborem pro bankovn\u00ED dohled. Prvn\u00EDm c\u00EDlem je srovn\u00E1n\u00ED nov\u00FDch standard\u016F s p\u0159edchoz\u00EDmi pravidly. D\u00E1le \u010Dl\u00E1nek upozor\u0148uje na slabosti nov\u00FDch standard\u016F, zejm\u00E9na p\u0159\u00EDm\u00E9 modelov\u00E1n\u00ED p\u0159echodu a rizika."@cs . . "Nov\u00E9 standardy pro modelov\u00E1n\u00ED specifick\u00E9ho rizika"@cs . . .