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Projekt

Modeling credit risk and system risk in the non-life insurance sector. (GJ20-25660Y)

risk model to measure the default risk of insurers. Concerning the credit risk of credit quality of insurers. Concerning the reinsurance network configurationThe assessment of systemic risk in financial markets by...

Finance

  • 2020 - 2022
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  • 4 422 tis. Kč
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  • 4 422 tis. Kč
    • •
  • GA ČR
Projekt

Industry in the global era in the world and Czech Republic" (GA402/09/1507)

The project shall focus on the changing roles and positions of insurance sector of optimizing the insurers investment portfolios in terms of new quality of the market and credit risk management. The research project shall a...

AH - Ekonomie

  • 2009 - 2011
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  • 2 326 tis. Kč
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  • 2 326 tis. Kč
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  • GA ČR
Projekt

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 project is therefore...

Applied Economics, Econometrics

  • 2018 - 2021
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  • 4 387 tis. Kč
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  • 4 387 tis. Kč
    • •
  • GA ČR
Projekt

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 hazard) on the pricin...

AH - Ekonomie

  • 2006 - 2008
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  • 1 574 tis. Kč
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  • 1 574 tis. Kč
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  • GA ČR
Projekt

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 innovative modeling of credit<...

AH - Ekonomie

  • 2015 - 2017
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  • 3 987 tis. Kč
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  • 3 987 tis. Kč
    • •
  • GA ČR
Projekt

Insurance Market in the Czech Republic and Its Segmentation (GA402/98/1074)

for the development and formation of the Czech insurance market. The insurance market has developed from the model of one mono-bank and mono-insurance company to a systém of competing commercial banks and commercial in...

AH - Ekonomie

  • 1998 - 1998
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  • 95 tis. Kč
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  • 95 tis. Kč
    • •
  • GA ČR
Projekt

Rational Calculation and Trust A comparative Institutional Analysis of Emerging Credit Card Markets in Socialist and Post-Socialist Societies (1P04ME715)

riskrate of lending, credit card issuing, attitude to economical transformation...

AH - Ekonomie

  • 2004 - 2006
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  • 725 tis. Kč
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  • 725 tis. Kč
    • •
  • MŠMT
Projekt

Burnup Credit and Partial Boron Credit Implementations in Spent Fuel Pools at VVER Reactors (JC_06/2006)

The solution enables the nuclear safety regulatory body to review the topic and find technical knowledge related to advanced and more effective storage technologies - burnup credit (BUC) and partial boron credit (PBC) implementation...

JF - Jaderná energetika

  • 2006 - 2007
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  • 2 500 tis. Kč
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  • 2 500 tis. Kč
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  • SÚJB
Projekt

Managing and modelling of insurance risks within Solvency II (GPP403/12/P692)

Within the set of regulatory directives Solvency II, the insurance company the capital accord on insurance risk. Such model can also be used for determining insurance premium and for creating reinsurance plan. Using general...

AH - Ekonomie

  • 2012 - 2016
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  • 419 tis. Kč
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  • 419 tis. Kč
    • •
  • GA ČR
Projekt

Global Tends Analysis in world and czech commercial insurance (GA402/05/0893)

In recent years, development of insurance business has generally shown a number of trends that follow from the industry reaction to changing conditions insurance been many changes in the nature of damage affecting number of insu...

AH - Ekonomie

  • 2005 - 2007
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  • 1 643 tis. Kč
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  • 1 643 tis. Kč
    • •
  • GA ČR
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