Stres testi v bančnem sektorju

delo diplomskega seminarja

Mateja Županek (Author), Sabina Taškar Beloglavec (Mentor)

Abstract

Banke kot najstarejša finančna institucija skrbijo za finance svojih komitentov. Skrbeti morajo tudi za finančno stabilnost bančnega sistema države, ker je pomemben za narodno gospodarstvo. V skladu z zakonom, ki določa iz česa se banka lahko financira in kako mora poslovati, banke skrbijo, da nemoteno poslujejo in omogočajo svojim komitentom posle ki jih nudijo. Kadar pa banka ne more vplivati na zunanje šoke, ki so jih nenamerno povzročile tuje banke in imajo vpliv na celoten sistem, mora imeti vsaka banka kapital s katerim pokrije tveganja, ki so že vnaprej znana. Za ugotavljanje ali bo banka preživela v naslednji krizi se uporabljajo tako imenovani stres testi. Stres teste delimo na makro stres teste in na mikro stres teste. Makro stres testi, so tisti stres testi v katero je vključen celoten bančni sistem. Makro stres teste uporablja tudi evropska centralna banka in rezultate teh stres testov za leto 2010 in 2011 sem uporabila tudi v diplomskem seminarju, kjer sem jih na kratko razložila in analizirala. Izpostavila sem dve banki, in sicer Novo ljubljansko banko d.d., ki je naša slovenska banka in špansko banko Grupo BBVA. Banki se glede na obsežnost poslovanja in velikost razlikujeta, vendar tisti parameter, ki je za nas pomemben ne vključuje teh razlik. Nato sem še analizirala Novo Ljubljansko banko glede na leto 2010 in 2011 in sem prišla do ugotovitve, da je zadnja kriza kar krepko vplivala na poslovanje banke in da bo morala banka sprejeti ukrepe, da bo pri naslednjem šoku lahko nemoteno poslovala. Pri pisanju sem prišla do ugotovitev, da so stres testi tisto orodje, ki banke lahko pripravi na takšne in drugačne šoke in jim pokaže. Kje so najbolj ranljivi in kaj morajo ukreniti, da se poslovanje ne bo bistveno spremenilo. Drugi stres testi so mikro stres testi, ki so javnosti nedostopni. Kot smo na začetku zapisali, so banke najstarejše finančne institucije in skrbijo za finančno stabilnost države.

Keywords

banke;centralne banke;poslovne banke;bančni sistemi;financiranje;stres;

Data

Language:	Slovenian
Year of publishing:	2011
Source:	Maribor
Typology:	2.11 - Undergraduate Thesis
Organization:	UM EPF - Faculty of Economics and Business
Publisher:	[M. Županek]
UDC:	336.71
COBISS:	10897436
Views:	2431
Downloads:	165
Average score:	0 (0 votes)
Metadata:

Other data

Secondary language:	English
Secondary title:	Bank stress tests
Secondary abstract:	Banks are the oldest financial institution and they take care of their customers finaces. They must also worry about the financial stability of the banking systems of the country beacause of it`s relevance to the national economy. In accordance with the law, which states from where the bank can finance itself and how it should operate, they ensure smooth business and enable business which they offer to their customers. However, when the bank can not affect the external shocks that have been accidentally caused foreign banks to have an impact on the entire system, each bank must hold capital to cover risks which already known in advance. To determine whether the bank will survive the next crisis, they use so-called stress test. Stress tests are divided into macro-stress tests and micro-stress tests. Macro stress tests are those stress tests wich involve the entire banking system. Macro stress tests are used by European central bank and we used results of these stress tests for the year 2010 and 2011 in undergraduate seminar, where we briefly explained and analyzed them. We highlighted two banks, Nova Ljubljanska banka d.d. which is Slovenian bank and Spanish bank which is called Grupo BBVA. Bank operations, given the scale and size are different but one parameter that is important for us does not iclude those differences. Then we analyzed Nova Ljubljanska banka d.d. stress test based on year 2010 and 2011, and we came to the conclusion that the recent crisis, have got a strong affect to the operations of the bank and the bank should take measures to ensure that the next shock will not have so much strong affect on the bank operations. When writing the seminar we came to conclusion that stress tests are the tool that can prepare banks to the shocks and show them where are most vulnerable and what they need to do that business will not change singificantly. The other stress tests, micro stress tests are inaccessible to the public and banks are doing it on their own. As we wrote at the beginning the banks are the oldest financial institutions and financial stability depends on them.
Secondary keywords:	KEYWORDS: bank;central bank;commercial bank;financial stability;banks system;funding principles;financing arragements;stress tests;macro stress tests;micro stress tests.;
URN:	URN:SI:UM:
Type (COBISS):	Final seminar paper
Thesis comment:	Univ. v Mariboru, Ekonomsko-poslovna fak.
Pages:	36 str.
Keywords (UDC):	social sciences;družbene vede;economics;economic science;ekonomija;ekonomske vede;finance;finance;money;monetary system;banking;stock exchanges;denar;monetarni sistem;bančništvo;borzništvo;
ID:	1015593