"1"^^ . "27510" . . "978-80-248-2165-8" . . "Value at Risk, Solvency II, Basel II, market risk."@en . . "RIV/61989100:27510/10:10224381!RIV11-MSM-27510___" . "Petrov\u00E1, Ingrid" . . "THE IMPACT OF ASSET-HOLDING PERIOD ON INSURANCE COMPANY 'S CAPITAL REQUIREMENT"@en . . "8"^^ . . "VLIV DOBY DR\u017DEN\u00CD AKTIV NA KAPIT\u00C1LOV\u00DD PO\u017DADAVEK POJI\u0160\u0164OVNY" . . "S" . . "Ostrava" . "Ostrava" . . . "Finan\u010Dn\u00ED instituce by m\u011Bly vzhledem k rostouc\u00ED volatilit\u011B na finan\u010Dn\u00EDch trz\u00EDch db\u00E1t na spolehliv\u00FD risk management. V roce 2012 by m\u011Bla b\u00FDt implementov\u00E1na sm\u011Brnice Solvency II pro poji\u0161\u0165ovny po vzoru bankovn\u00ED regulace dle sm\u011Brnice Basel II. P\u0159\u00EDsp\u011Bvek je zam\u011B\u0159en na stanoven\u00ED kapit\u00E1lov\u00FDch po\u017Eadavk\u016F pro tr\u017En\u00ED riziko dle t\u011Bchto sm\u011Brnic a zji\u0161t\u011Bn\u00ED vlivu doby dr\u017Een\u00ED aktiv na n\u00E1klady kapit\u00E1lu. Kapit\u00E1lov\u00E9 po\u017Eadavky budou stanoveny pomoc\u00ED metodiky Value at Risk. N\u00E1klady kapit\u00E1lu potom budou ur\u010Deny dle modelu pro oce\u0148ov\u00E1n\u00ED kapit\u00E1lov\u00FDch aktiv." . "VLIV DOBY DR\u017DEN\u00CD AKTIV NA KAPIT\u00C1LOV\u00DD PO\u017DADAVEK POJI\u0160\u0164OVNY"@cs . "MEKON 2010" . . "THE IMPACT OF ASSET-HOLDING PERIOD ON INSURANCE COMPANY 'S CAPITAL REQUIREMENT"@en . "Finan\u010Dn\u00ED instituce by m\u011Bly vzhledem k rostouc\u00ED volatilit\u011B na finan\u010Dn\u00EDch trz\u00EDch db\u00E1t na spolehliv\u00FD risk management. V roce 2012 by m\u011Bla b\u00FDt implementov\u00E1na sm\u011Brnice Solvency II pro poji\u0161\u0165ovny po vzoru bankovn\u00ED regulace dle sm\u011Brnice Basel II. P\u0159\u00EDsp\u011Bvek je zam\u011B\u0159en na stanoven\u00ED kapit\u00E1lov\u00FDch po\u017Eadavk\u016F pro tr\u017En\u00ED riziko dle t\u011Bchto sm\u011Brnic a zji\u0161t\u011Bn\u00ED vlivu doby dr\u017Een\u00ED aktiv na n\u00E1klady kapit\u00E1lu. Kapit\u00E1lov\u00E9 po\u017Eadavky budou stanoveny pomoc\u00ED metodiky Value at Risk. N\u00E1klady kapit\u00E1lu potom budou ur\u010Deny dle modelu pro oce\u0148ov\u00E1n\u00ED kapit\u00E1lov\u00FDch aktiv."@cs . . "296003" . "VLIV DOBY DR\u017DEN\u00CD AKTIV NA KAPIT\u00C1LOV\u00DD PO\u017DADAVEK POJI\u0160\u0164OVNY"@cs . "Financial institutions should take care on reliable risk management because of growing volatility on financial markets. For insurance companies, the directive Solvency II should be implemented in 2012, it is inspired by banking regulation according to Basel II. The paper is focused on determinaton of capital charges for market risk according to these directives and finding out of impact of asset-holding period on the cost of capital. Capital charges will be determined by the help of Value at Risk methodology. The cost of capital will be estimated according to the capital asset pricing model."@en . "[83F0A65BE7F6]" . "2010-02-03+01:00"^^ . "VLIV DOBY DR\u017DEN\u00CD AKTIV NA KAPIT\u00C1LOV\u00DD PO\u017DADAVEK POJI\u0160\u0164OVNY" . . "RIV/61989100:27510/10:10224381" . "Vysok\u00E1 \u0161kola b\u00E1\u0148sk\u00E1 - Technick\u00E1 univerzita Ostrava" . . . "1"^^ . .