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Title:UPRAVLJANJE Z LIKVIDNOSTJO BANKE TEKOM SVETOVNE FINANČNE IN GOSPODARSKE KRIZE
Authors:Stražišnik, Ana (Author)
Festić, Mejra (Mentor) More about this mentor... New window
Romih, Dejan (Co-mentor)
Files:.pdf UNI_Strazisnik_Ana_2010.pdf (771,74 KB)
 
Language:Slovenian
Work type:Undergraduate thesis (m5)
Organization:EPF - Faculty of Business and Economics
Abstract:Likvidnost banke pomeni, da je v danem času sposobna opraviti vse svoje plačilne obveznosti ter da nemoteno opravlja finančne obveze, ki izhajajo iz njenega poslovanja. Pravila o odločanju, ki zagotovijo likvidnost banke, je mogoče izpeljati iz štirih likvidnostnih teorij. Te so: Zlato bančno pravilo, Teorija ostanka vlog, teorija spremenljivosti ter teorija maksimalne obremenitve. Dejavnike, ki vplivajo na bančno likvidnost, lahko razdelimo na notranje, kot so njena politika likvidnosti ter kreditna dejavnost, in zunanje, med katerimi sta najpomembnejša ukrepi centralne banke ter denarne transakcije komitentov. Likvidnost lahko banka meri na več načinov, pri ocenjevanju likvidnostnih potreb pa uporablja osnovne metode: metodo virov in porabe sredstev, metodo strukture sredstev ter metodo kazalnika likvidnosti. Z naštetimi modeli lahko banka približno oceni dejanske likvidnostne potrebe v določenem času. Upravljanje z likvidnostjo banke lahko opredelimo kot proces ustvarjanja sredstev, da lahko banka ob vsakem času in po razumni ceni zadosti dogovorjenim obveznostim. Da lahko izvaja upravljanje z likvidnostjo, mora banka likvidnost najprej načrtovati. Pri tem procesu uporablja določene tehnike in komponente, ki omogočajo možnost napovedovanja bodočega gibanja likvidnih sredstev. Pri upravljanju z likvidnostjo banka uporablja različne strategije. Literatura v tem kontekstu pojasnjuje strategijo naložb, strategijo obveznosti ter upravljanje s sredstvi in obveznostmi banke. Instrumenti, ki so v okviru centralne banke na voljo za uravnavanje likvidnosti bančnega sistema, so operacije odprtega trga, odprte ponudbe in obvezne rezerve. Svetovna finančna in gospodarska kriza se je začela s pokom hipotekarnega balona v ZDA in se hitro preselila na finančni sektor. Njen vpliv se je kmalu razširil na vse države sveta in povzročil kar nekaj propadov večjih bank in podjetij. Njen vpliv v Sloveniji se je kazal predvsem v padcu borznih tečajev, povečane brezposelnosti ter vpliva na realni sektor zaradi velike izvozne usmerjenosti države. Seveda je kriza prizadela tudi banke, ki so občutile pomanjkanje virov iz tujine in zaradi nejasnih dogajanj v prihodnosti postale bolj previdne pri kreditiranju. Da bi posledice krize na finančnem sektorju omilila, je država sprejela jamstvo za vloge varčevalcev, izdala je pet obveznic, sprejela jamstveni shemi za posojila podjetjem in fizičnim osebam ter nekaj ostalih ukrepov, za katere je menila, da bodo omilili ostre razmere na trgu. Pri ukrepanju se je izkazala tudi ECB, ki je sprejela kar nekaj nestandardnih ukrepov, da bi pomagala obdržati ustrezno likvidnost bank. Tudi banke same so prilagodile politiko upravljanja z likvidnostjo, da so lahko nemoteno nadaljevale poslovanje in obstale na trgu.
Keywords:likvidnost, likvidnostne teorije, upravljanje z likvidnostjo, strategije upravljanja z likvidnostjo, finančna in gospodarska kriza, kreditni krč
Year of publishing:2010
Publisher:[A. Stražišnik]
Source:Maribor
UDC:336.71
COBISS_ID:10476060 Link is opened in a new window
NUK URN:URN:SI:UM:DK:ZBA2PZUE
Views:1738
Downloads:197
Metadata:XML RDF-CHPDL DC-XML DC-RDF
Categories:EPF
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Secondary language

Language:English
Title:MANAGING A BANK'S LIQUIDITY DURING THE WORLD FINANCIAL AND ECONOMIC CRISIS
Abstract:Bank liquidity is its ability to perform all of its payment and financial obligations in given time. The rules for determining for ensuring banks liquidity are based on four liquidity theories. These are: Golden bank rule, Deposit residue theory, Theory of variability and Theory of maximum load. Factors affecting bank liquidity can be divided into internal, such as bank’s liquidity policy and credit activity, and external, like the central bank measures and financial transactions of bank’s customers. Bank can measure its liquidity in several ways and is estimating its liquidity requirements using several methods: the sources and uses of funds approach, the structure of funds approach and the liquidity indicator approach. With mentioned models, bank can estimate the actual bank liquidity requirements in given time. Bank's liquidity management can be defined as the process of generating funds to meet contractual or relationship obligations at reasonable prices at all times. In order to perform management of bank’s liquidity, bank has to plan its liquidity first. In this process, bank is using certain techniques and components, which allow forecasting the future movements of liquid assets. During this process, bank uses different strategies: asset liquidity management strategy, Borrowed liquidity management strategy and balanced liquidity management strategy. There are also instruments of the central bank, which regulate bank system liquidity: open market operations, standing facilities and minimum reserve requirements. The global financial and economic crisis began with the bursting of the United States housing bubble, and quickly moved to the financial sector. Its influence spread to all countries in the world and caused a number of failures of major banks and companies. Its impact in Slovenia mainly reflected in a fall in stock markets, increased unemployment and the impact on the real sector due to high export orientation of the country. The crisis had also impact on banks, which have, due to uncertain future events, felt the lack of resources from abroad and become more cautious in lending. In order to minimize consequences of the crisis in the financial sector, the country provided guarantees for savers' deposits, issued five bonds, adopted a guarantee scheme for loans to businesses and private individuals and took some other measures, which it considered to mitigate the harsh conditions in the market. The European Central Bank has also taken quite a few non-standard measures to help banks maintain adequate liquidity. In order to be able to continue operating and stand still on the market, commercial banks have adapted their liquidity management policy.
Keywords:liquidity, liquidity theory, liquidity management, liquidity management strategy, financial and economic crisis, credit crunch


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