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Izpis gradiva

Naslov:SPREMEMBE KAPITALSKIH STANDARDOV ZA BANKE
Avtorji:Koželj, Daniela (Avtor)
Taškar Beloglavec, Sabina (Mentor) Več o mentorju... Novo okno
Datoteke:.pdf VS_Kozelj_Daniela_2012.pdf (430,05 KB)
 
Jezik:Slovenski jezik
Vrsta gradiva:Diplomsko delo (m5)
Tipologija:2.11 - Diplomsko delo
Organizacija:EPF - Ekonomsko-poslovna fakulteta
Opis:Banke so pomembne finančne institucije, ki se pri svojem poslovanju srečujejo z vrsto bančnih tveganj, katerim so izpostavljene zaradi nenehnega spreminjanja okolja poslovanja. Vsaka banka ima določen pristop k upravljanju tveganj. Ta izhaja iz njenih poslovnih strategij, politik, profila tveganosti ter položaja, strukture in dejanskega vpliva oddelkov za upravljanje tveganj na sprejemanje odločitev v banki. Kapital predstavlja bankam vir sredstev in jih ščiti pred pojavom insolventnosti, prav tako pa jim omogoča pokrivanje potencialnih izgub. Zaradi tega je bistvo vsake banke, da s kapitalom ravna na preudaren način. Definicija kapitala ostaja v baselskem predlogu kapitalske sheme, ki jo je prinesel Basel II, nespremenjena glede na sporazum iz leta 1988 in njegove dopolnitve v letu 1996. Kapital je tako sestavljen iz temeljnega in dodatnega kapitala, katerih vsoto zmanjšujejo odbitne postavke. Temeljni kapital (»Tier 1«), sestavljen iz osnovnega kapitala in rezerv, je ključna sestavina banke, ki s svojimi lastnostmi daje banki najboljšo zaščito banke pred pojavom nesolventnosti, saj omogoča absorpcijo nepričakovanih izgub, nastalih v poslovanju banke. Predstavljati pa mora vsaj polovico vsega kapitala, s katerim banke pokrivajo kapitalske zahteve za različna tveganja. Basel II torej ohranja nespremenjeno definicijo kapitala, kapitalski koeficient in metodologijo merjenja tržnih tveganj V osemdesetih letih prejšnjega stoletja se je ves svet moral soočiti z izbruhom mednarodne dolžniške krize. Glavni povzročitelj teh kriz je bila predvsem povečana konkurenčnost med bankami, ki so na račun boljšega položaja v bančnem sistemu začele prevzemati tvegane posle, postale so tudi mednarodno aktivne, prišlo pa je tudi do združevanj in tehnoloških inovacij. Velikost kapitala je bila v tistih časih odvisna od volje lastnikov oziroma od poslovodstva banke in zato se je začelo zastavljati vprašanje ali ima banka dovolj kapitala za pokrivanje različnih vrst tveganj, ki jim je pri poslovanju izpostavljena. Propad ene banke lahko vpliva oziroma celo poruši celotni finančni sistem določenega gospodarstva. V banki za mednarodne poravnave v Baslu so se tako odločili poseči v odločitve o velikosti kapitala in tako leta 1988 izdali baselske kapitalske standarde imenovane Basel I. Glavni cilj Basla I je bilo določitev najnižje zahtevane ravni kapitala za banke v mednarodnem poslovanju, ki bi še zagotavljal varno poslovanje bank. Ti standardi so bili sprejeti z namenom, da bi uvedli poenotena pravila za izračun in določili ustrezne višine tako imenovane minimalne kapitalske zahteve, pri čemer mislimo na najmanjšo količino kapitala, ki jo banka potrebuje za varno poslovanje. Temu sporazumu je zaradi velikih sprememb na finančnih trgih (pojavili so se številni novi produkti in storitve, s tem pa tudi nova oziroma spremenjena bančna tveganja) sledil še drugi, imenovan Basel II, ki je bil sprejet leta 2004. Glavni namen njegovega sprejetja je bil, da bi odpravil pomanjkljivosti, ki jih je prinesel Basel I. Sprejetje Basla II je bil v mednarodnem finančnem okolju eden izmed najpomembnejših projektov zadnjega desetletja.Eden izmed zastavljenih ciljev Basla II je tudi večja konkurenčna enakost med bankami. Basel II s ponujanjem treh pristopov postavlja različna pravila, ki so ugodnejša za večje, bolj sofisticirane banke kot za manjše in tiste, ki šele vstopajo v panogo. Te banke ne bodo sposobne razviti ustreznih tehnologij za uporabo naprednejših pristopov izračuna kapitalske ustreznosti zaradi visokih fiksnih stroškov v izboljšavo informacijskih sistemov in problema pridobitve dovolj dolge časovne vrste podatkov. Identičen model za majhne in velike banke ni primeren, saj tako ne bo dosežen cilj o konkurenčni enakosti. Novi režim za ugotavljanje kapitalske ustreznosti bi se moral prilagoditi potrebam tako bolj kot manj sofisticiranih institucij Vzporedno z Baslom II se je uveljavila tudi evropska direktiva CAD III. To naj bi zagotovila enakovreden ko
Ključne besede:Baselski kapitalski sporazum, CAD III, minimalne kapitalske zahteve, regulativni nadzor, tržna disciplina
Leto izida:2012
Založnik:D. Koželj
Izvor:[Maribor
UDK:336.71
COBISS_ID:11094300 Povezava se odpre v novem oknu
NUK URN:URN:SI:UM:DK:MG823OCL
Število ogledov:1803
Število prenosov:119
Metapodatki:XML RDF-CHPDL DC-XML DC-RDF
Področja:EPF
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Sekundarni jezik

Jezik:Angleški jezik
Naslov:CHANGES IN BANK REGULATORY CAPITAL REQUIREMENTS
Opis:Banks are important financial institutions. On their business encountering meet with lots difficult financial risks, which they are exposed because of the never ending changes on the business market. Every bank has its own approach for dealing with risks. These strategies are based on its business strategies, politics, risk profile, and the situation in which a bank is the structure and the real influence of its risk departments, which are responsible for these matters. The banks capital represents a source of resources which protects the banks for getting insolvent. On the other side it enables them to cover potential losses. That’s why it’s so important for a bank to protect its capital and takes care of it with great caution. The definition of capital remains in Basel capital sheme, which is described in Basel II. This shema remains unchanged because of the 1988 agreement and its recorection in 1996. The capital is separated on core capital and additional capital. But both of them are lowered because of the deductions. The core capital (»Tier1«), consists from capital and the reserves. This is the fundamental block of the bank, which enables a bank the best protection from getting insolvent. Because it enables absorption of unpreseen losses, which origin are bank operations. But its percentage must be at least half of all the capital the bank, uses to cover its capital demands for different risks. Basel II therefore preserves the not changed definition of the capital, the capital coefficient in the methodology of measuring market risks. In the eighties of the previous century, the whole world had to face the global debt crises. The Core of the problem were the banks them selves. All of them have tried to prevale and tried to get the better position on the market, therefore they have started to take risky business decisions., they became international active. But that was the age of fusions and technological innovations. The amount of the capital was based on the will of its owners and the bank management. There fore people have started to ask themselves if the banks could cover their own business deals. The fall of one bank could potentially damage all the banks in the country and its economy. Therefore Basel 1 was made to prevent that. It had set the standards of capital for banks. Basel I were directives, how big the capital of a bank must be to ensure secure business deals in international market, and minimize the risks. Basel ensured equal capital standards for all banks. Basel I had many leaks, therefore many decrees were approved to ensure the stability of the financial flow. But in year 2004 the financial market was witness to the new Basel II. Basel II has corrected the mistakes which were in Basel I. And was one of the biggest projects in the last decade. The basic idea of Basel II was to ensure the equal size of competitive equality between banks. Basel II gives three standards for banks. One standard is for Large and mor sufisticated banks, and the other two standars for smaller banks and the banks, who have just opened. These banks wont be able to develop the right methods for use, and more softicated approaches for the calculations of capital relevance because of high fixed costs, and therefore its improvement its informational sistem, for getting enough time relevant data. The same model for all the banks is not the best solution. Because the basic idea, same rights for all the banks wont be achieved. A sistem should be developed that ensures same right for small and big banks. Equal with Basel II, several financial tools were put into service, known as CAD III. This agreement should equalise the Banks of The EU countries with the non EU countries. Basel II for it self represent guide lines, that should make bank buisness easier, no bank is actually forced to use it but, because of its nature it became global, and all the world banks are using it. The EU guide line ensure the basic legal framework, which all the EU members have to follow based on the international legislatio
Ključne besede:Basel Capital Accord, Capital Adequency Directive, Minimum capital requirements, Supervisory review, Market discipline


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