Browsing by Advisor "Babin, Adrian"

Now showing items 1-2 of 2

    • Cross-Border Contagion in the Banking Sector: The Case of Nordic Countries 

      Defence status: DEFENDED
      Baronaite, Lina (Univerzita Karlova, Fakulta sociálních věd, 2014)
      Date of defense: 24. 9. 2014
      "Cross-Border Contagion in the Banking Sector: The Case of Nordic Countries" by Lina Baronaite Abstract: The objective of the thesis is to estimate the degree of cross-border contagion among the Nordic banking sectors. It ...

    • Macro Stress Testing on Credit Risk of banking sectors in PIIGS countries 

      Defence status: DEFENDED
      Vukić, Igor (Univerzita Karlova, Fakulta sociálních věd, 2014)
      Date of defense: 24. 9. 2014
      In this paper we stress test the banking sectors of the PIIGS countries. We focus in particular on modeling the credit risk and estimating the impact of changes in macroeconomic variables on the level of capital adequacy. ...

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