Macro Stress Tests and Their Use in the Analysis of Financial Stability and Creating the Business Strategy

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24310%2F14%3A00002140" target="_blank" >RIV/46747885:24310/14:00002140 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Macro Stress Tests and Their Use in the Analysis of Financial Stability and Creating the Business Strategy

Popis výsledku v původním jazyce

The project is focused on a relatively new tool used mainly in the analysis of economies and financial markets stability. This tool, called macro stress tests, has become a part of the tools for testing the ability of the financial system to withstand unexpected shocks and now it is increasingly used in developing the corporate strategy. Theoretical and methodological parts account for brief characterization of stress tests and most widely used methods in macro stress testing, which is an application ofa sensitivity analysis and alternative scenarios. This part also includes types of risks (Credit Risk, Interest Rate Risk, Exchange Rate Risk, Liquidity Risk, Market Risk and Value-at-Risk) and shocks, and variables used in testing. The results of the financial stability testing are the significant source of information not only for government and banks, but also for non-financial corporations. The application part presents the possibility of using the results from macro stress tests as

Název v anglickém jazyce

Macro Stress Tests and Their Use in the Analysis of Financial Stability and Creating the Business Strategy

Popis výsledku anglicky

The project is focused on a relatively new tool used mainly in the analysis of economies and financial markets stability. This tool, called macro stress tests, has become a part of the tools for testing the ability of the financial system to withstand unexpected shocks and now it is increasingly used in developing the corporate strategy. Theoretical and methodological parts account for brief characterization of stress tests and most widely used methods in macro stress testing, which is an application ofa sensitivity analysis and alternative scenarios. This part also includes types of risks (Credit Risk, Interest Rate Risk, Exchange Rate Risk, Liquidity Risk, Market Risk and Value-at-Risk) and shocks, and variables used in testing. The results of the financial stability testing are the significant source of information not only for government and banks, but also for non-financial corporations. The application part presents the possibility of using the results from macro stress tests as

Druh

D - Stať ve sborníku

CEP obor

AE - Řízení, správa a administrativa

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2014

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Conference Proceedings of MEKON 2014 Selected Papers

ISBN

978-80-248-3396-5

ISSN

1805-9945

e-ISSN

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Počet stran výsledku

11

Strana od-do

200-210

Název nakladatele

VŠB ? Technical University of Ostrava

Místo vydání

Ostrava

Místo konání akce

VŠB ? Technical University of Ostrava

Datum konání akce

1. 1. 2014

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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