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Innovative Approaches to Credit Risk Management (GA18-05244S)
and empirical research on credit risk management. A new era of digitalization and globalization of the world financial industry has highlighted the importance of credit risk management. The value added of this pr...
Applied Economics, Econometrics
- 2018 - 2021 •
- 4 387 tis. Kč •
- 4 387 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2018 - 31. 12. 2021
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Credit Risk and Credit Derivatives (GA402/06/0890)
The project will analyze selected aspects of the credit risk and trading with credit risk (credit derivatives). The first aspect is the influence of the asymmetric information (adverse selection, moral haz...
AH - Ekonomie
- 2006 - 2008 •
- 1 574 tis. Kč •
- 1 574 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2006 - 31. 12. 2008
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Credit Risk Modeling for Financial and Commodity Assets Portfolios (GA15-00036S)
This project contributes to better understanding and evaluation of credit risk. Out of many features of credit risk we concentrate on counterparty credit risk and in particular on original innovat...
AH - Ekonomie
- 2015 - 2017 •
- 3 987 tis. Kč •
- 3 987 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2015 - 31. 12. 2017
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Modeling credit risk and system risk in the non-life insurance sector. (GJ20-25660Y)
The assessment of systemic risk in financial markets by credit risk models risk model to measure the default risk of insurers. Concerning the credit risk network and by identifying a suit...
Finance
- 2020 - 2022 •
- 4 422 tis. Kč •
- 4 422 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2020 - 31. 12. 2022
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Credit Risk Management Techniques their Use and Applicability in the Banking Sector of the Czech Republic (GA402/05/0067)
is the "Value at Risk" technique for calculating and controlling market as well as credit risk. The proposed research project will enable us to deepen, generalize, and apply will endeavor to refine various attributes of th...
AH - Ekonomie
- 2005 - 2007 •
- 1 508 tis. Kč •
- 1 508 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2005 - 31. 12. 2007
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Model of Credit Risk Management in the Czech Republic and its Applicability in the EU Banking Sector (GA402/08/0004)
Credit risk is the most important of all risk components that financial institutions face. No component of credit risk is more difficult to measure than the probability of default. In our research project...
AH - Ekonomie
- 2008 - 2010 •
- 1 676 tis. Kč •
- 1 676 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2008 - 31. 12. 2010
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Network-based credit risk models on P2P lending markets (GF22-35130K)
The Peer-to-peer (P2P) lending market is an immature industry with loose regulation and increased credit risk. Moreover, it is characterized by greater accurate credit risk models. The research project's main objec...
Finance
- 2022 - 2025 •
- 4 448 tis. Kč •
- 3 962 tis. Kč •
- GA ČR
Řešení projektu: 1. 3. 2022 - 31. 12. 2025
Uznané náklady
Podpora ze státního rozpočtu (89%)
Poskytovatel: Grantová agentura České republiky
Institutional Structures of Financial Services Supervision and Monitoring of Systemic Risk in Central Europe (GA13-20613S)
to financial sector risks, notably credit risk. Nonlinearity in this transmission, across supervision. Countries’ failure to monitor systemic risk prior to the crisis led systemic risk. We review progress...
AH - Ekonomie
- 2013 - 2015 •
- 2 358 tis. Kč •
- 2 358 tis. Kč •
- GA ČR
Řešení projektu: 1. 2. 2013 - 31. 12. 2015
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Risk Management and Financial Engineering Applicability of Modern Technology in the Capital Market of the Czech Republic (GA402/01/0033)
The world's leading banks and financial entities are turning to risk management methods which would help them to monitor their exposure to market (and credit) risk. A method, which is analytically tractable is the "Value at...
AH - Ekonomie
- 2001 - 2003 •
- 2 849 tis. Kč •
- 2 146 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2001 - 1. 1. 2003
Uznané náklady
Podpora ze státního rozpočtu (75%)
Poskytovatel: Grantová agentura České republiky
Market Risk and Financial Derivatives (GA402/09/0732)
of derivatives, and interaction of market, operational, and credit risks. The aim to an interaction of market, operational, and credit risk. The goal is to identify systematic Market risk, i.e. possibilit...
AH - Ekonomie
- 2009 - 2011 •
- 2 374 tis. Kč •
- 2 374 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2009 - 31. 12. 2011
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
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