Магистерская диссертация посвящена исследованию влияния операционного риска на финансовые показатели банка и выявлению специфики различных подходов к оценке операционного риска. В качестве научной новизны выявлено наличие обратно-пропорциональной корреляции между операционным риском и рентабельностью активов банка на основе корреляционно-регрессионного анализа, что позволяет прогнозировать величину ROA при изменении риск-метрик банка. На основе методических подходов BIA и TSA определена шкала критичного значения операционного риска. / The master's thesis is devoted to the study of the impact of operational risk on the financial performance of banks and the study of various approaches to assessing operational risk. As a scientific novelty, the presence of an inversely proportional correlation between operational risk and the profitability of the bank's assets was revealed, based on correlation and regression analysis, which makes it possible to predict the value of ROA when the bank's risk metrics change, and based on the calculations of operational risk and the bank's equity adequacy ratio based on the methodological approaches of BIA and TSA, the scale of critical operational risk values.

Магистерская диссертация посвящена вопросам процессов цифровизации и их влиянию на финансовый сектор. Целью магистерской диссертации является анализ влияния цифровой зрелости российских банков на ключевые показатели их экономической деятельности. Научной новизной исследования является авторское определение понятия цифровизация и анализ влияния индекса цифровой зрелости коммерческих банков на ключевые показатели их деятельности. Автором определены проблемы и перспективы развития цифровизации в финансовом секторе РФ, а также рассмотрена интеграция цифровой национальной валюты как инновационного инструмента денежно-кредитной политики. / Master's thesis is devoted to issues of digitalization processes and their impact on the financial sector. The aim of the master's thesis is to analyze the impact of digital maturity of Russian banks on the key indicators of their economic activity. The scientific novelty of the research is the author's definition of the concept of digitalization and analysis of impact of the digital maturity index of commercial banks on the key performance indicators of its activities. Based on results of the analysis, the problems and prospects for development of digitalization in the financial sector of the Russian Federation are identified, and the integration of digital national currency as an innovative instrument of monetary policy is considered.

Магистерская диссертация посвящена исследованию оценки кредитоспособности заемщика с учетом нейрокогнитивных факторов. В современных финансовых институтах традиционные методы оценки кредитоспособности основываются преимущественно на анализе финансовых показателей и кредитной истории заемщика. Однако, развитие нейроэкономики и когнитивных наук открывает новые возможности для улучшения этих методик. Автором предложена методика оценки кредитоспособности, включающая нейрокогнитивные параметры. В качестве базы данных для проведения исследования использовались как традиционные финансовые показатели заемщиков, так и результаты нейрокогнитивных тестов. / The dissertаtion is devoted to the study of borrower's creditworthiness assessment taking into account neurocognitive factors. In modern financial institutions traditional methods of creditworthiness assessment are based mainly on the analysis of financial indicators and borrower's credit history. However, the development of neuroeconomics and cognitive sciences opens new opportunities to improve these techniques. The methodological part of the diploma is devoted to the development and testing of a creditworthiness assessment model that includes neurocognitive parameters. Both traditional financial indicators of borrowers and the results of neurocognitive tests are used as a database for the study.

隨著台海兩岸經貿往來密切，發展迅速，客觀上對銀行業提出了許多服務要求，為兩岸金融業的合作提供了廣闊的空間。本文通過採用數據包絡分析法和共同邊界成本函數比較分析了兩岸商業銀行的成本結構及效率差異，實證結果表示大陸商業銀行的成本效率要高於台灣銀行。對這一結果的可能性解釋是大陸銀行的資產規模要遠高於台灣銀行。銀行總資產越高，其獲取低投入要素價格的市場能力越強，因此生產成本更低，成本效率更高。台灣和大陸商業銀行有必要發揮自身的優勢，通過各種方式和渠道，加快兩岸銀行界合作的進程。 / With cross-strait rapid economic development and trade exchanges, huge business investments have induced a great demand for financial services and provided a broad space for cross-strait cooperation. This paper adopts data envelopment analysis and meta-frontier cost function to compare and analyze the different cost structure and efficiency of mainland and Taiwan commercial banks. The empirical results reveal that cost efficiency of mainland commercial banks is higher than Taiwanese ones, which is maybe caused by the larger bank size and total assets. The larger the size of banks, the higher the market power for reaping the benefits of low input prices, thereby resulting in a lower cost of production and a higher cost efficiency. It is necessary for mainland and Taiwan commercial banks to develop their own strengths to accelerate the process of cross-strait cooperation in the banking sector through various means and channels.

Relations of Central bank to Commercial banks The purpose of my thesis is to analyse relations among central bank and commercial banks in current view with emphasising on situation in the Czech Republic. This analysis is a critical appraisal of issues in relation to current legislation, and last but not least also the planned changes, which are currently under discussion. The thesis is divided into five chapters with introduction and abstract. Chapter One is introductory and defines basic terminology used in the thesis like banking system, central bank and commercial banks. This chapter is subdivided into four parts. Part One describes central bank and banking system. Part Two describes central bank, its position, activity and tools. Part Third is focused on commercial banks. Final part deals with trends in the development of the banking sector. Chapter Two characterises subjects of banking system in the Czech Republic and is divided into two parts. Part One outlines organizational structure of the CNB and its main functions. Part Two outlines organizational structure of commercials banks in the Czech Republic. Chapter Three concentrates on banking regulation and supervision and its division. Part One analyzes arguments for and against bank regulation. Part Two is focused on banking regulation and...

Master’s closing work, 64 pages, and 12 pictures, and 12 tables, 41 sources of literature, 4 enclosures and Lithuanian language. KEY WORDS: commercial bank, strategic planning, strategy, environmental factors, service, vision, mission, philosophy, organizational culture, goal. Object of research ��� commercial bank activity. Goal of research –to analyze and to estimate the content of strategic planning of commercial bank activity from theoretical point and to make approach for above – mentioned activity development. Tasks: 1. To explore the peculiarities of commercial bank activity, characterized by specific activity point. 2. To exclude systematized conceptions of strategic planning and determinations of strategy formatting. 3. To dispute the theoretical aspects and the value of commercial bank strategic planning in modern financial mediation market. 4. To analyze the environmental factors and stages of planning of commercial bank. 5. To explore business philosophy of “Hansbankas” and to estimate how organization is propagating organizational provisions among employees. Research methods – Lithuanian and foreign authors’ special literature’s logical, comparable analysis and synthesis, Commercial bank “Hansabankas” employees’ questionnaires. The data of questionnaires have been systematized by Microsoft Excel, data grouping, logical, comparable analysis and synthesis and graphical simulation. With reference of theoretical and data of questionnaires research, there are made... [to full text]

Palūkanų normos rizikos vaidmuo komercinio banko veikloje bei šios rizikos įtaka banko veiklos rezultatams pastaraisiais dešimtmečiais augo plečiantis finansinių rinkų infrastruktūrai bei stiprėjant konkurencijai. Todėl bankai, kad palūkanų normos rizika nesumažintų banko konkurencingumo skiria jai vis daugiau dėmesio, stengdamiesi ją išlaikyti priimtiname lygyje, diegdami valdymo modelius, taikydami apsidraudimo priemones bei prognozuodami palūkanų normų pokyčius, tuo pačiu skatindami mokslinę visuomenę tyrinėti palūkanos normos riziką įvairiais aspektais. Šio darbo objektu yra palūkanų normos rizika bei jos valdymas komerciniame banke, o pagrindinis darbui iškeltas tikslas - išanalizuoti palūkanų normos rizikos valdymo teorinius aspektus bei atlikti praktinį palūkanų normos rizikos valdymo tyrimą komerciniame banke. Darbą sudaro trys dalys, iš kurių pirmojoje analizuojami teoriniai palūkanų normos valdymo aspektai, susipažįstant su palūkanų normos samprata bei ją sąlygojančiomis teorijomis, analizuojant palūkanų normos rizikos sudedamąsias dalis bei jos įvertinimo metodų įvairovę, jų privalumus bei trūkumus, svarstant palūkanų normos prognozavimo reikšmę palūkanų normos rizikos valdymo procesui bei nagrinėjant kokiomis priemonėmis galima apsidrausti nuo palūkanų normos rizikos. Antrojoje darbo dalyje, siekiant įvairiapusiškai atskleisti palūkanų normos rizikos valdymą komerciniame banke, Lietuvos komercinių bankų sektoriaus pavyzdžiu atliekamas palūkanų normos rizikos... [toliau žr. visą tekstą] / The role of interest rate risk in the activity of the commercial bank, as well as influence of this risk to the banks’ financial results, was recently growing in the past decades, while the infrastructure of financial markets was developing and the competition between financial institutions was strengthening. The object of this graduation paper is interest rate risk and its’ management in the commercial bank and the main upraised purpose is to analyze theoretical aspects of the process of interest rate risk management and to make a practical study of interest rate risk management in the commercial bank. The paper consists of three parts, whereof in the first parts the theoretical aspects of interest rate risk management are analyzed, acquainting with the conception and theories of interest rates, analyzing the components of interest rate risk and the variety of its’ evaluation methods, their advantages, disadvantages, as well as discussing the significance of forecasting interest rate risk for the process of interest rate risk management and analyzing the instruments of hedging against interest rate risk. Aiming variously to reveal the interest rate risk management in the commercial bank, the study of interest rate risk management in the example of sector of Lithuanian commercial banks is made in the second part. The comparison with the abroad banks and indication of main problems are also made in this part of graduation paper. The benchmarks of the further improvement of... [to full text]

My thesis concentrates on the problems of the banking fees of banks in Czech Republic and Germany. It aims to examine the bank fees from the bank customers{\crq} point of view, and witch regard to the importance of the bank{\crq}s profit formation by analyzing and comparing bank politics in the Czech Republic and Germany. This thesis consists of two parts: theoretical and practical one. The theoretical part focuses on analyzing different types of bank schemes, their advantages and disadvantages and various types of banks existing in the market, and also on the scope of integral rate license. Last but not least, it deals with the analysis of the new Basel II which supports the stability of the financial system and competitive environment. The theoretical part also informs about the structure of the bank system in Germany and the competence of various bank institutions. The practical part similarly concentrates on analyzing the level of costs and commissions in relation to pecuniary gain of banks in Czech Republic and Germany. It also compares the banks on the basis of various indicators, such as for example the total assets, capital assets, number of business opportunities and net profit. Besides, it contains the level and progression of various fees of specific services over the last years, the pricing of bank deals and also all sorts of surveys like the most ridiculous fee, the bank with the best provided service and the bank with the best arranged scale of charges. Apart from that, it looks into the consumers{\crq} awareness about tariff changes in Czech Republic as well as Germany and it also focuses on the rules of conduct that the banks agreed on in order to improve the quality of the services for their customers.

Быстро меняющиеся условия на финансовом рынке связаны с внедрением новых технологий и вывода на рынок новых продуктов и услуг в ограниченные сроки. Это требует от современных банков высокой гибкости и адаптации к предъявляемым условиям. В частности, российские банки, находясь под усиливающимся контролем со стороны Банка России, а также под влиянием санкционных мер, обязаны не только быстро адаптироваться под новые условия игры мирового рынка, но и обеспечивать высокое качество и надежность оказания финансовых услуг. В противном случае банки рискуют потерять не только требуемую доходность, но и возможность работать на рынке. Организационная структура, являясь основообразующим элементом работы банков, призвана обеспечить высокую скорость адаптации к динамичным условиям внешней среды. Цель диссертации - совершенствование организационной структуры подразделения банка, основанное на принципах реквизитной организации. Научная новизна состоит в учете горизонта планирования, определенного для каждого структурного элемента организации. Применение модели реквизитной организации Эллиота обусловлено развитым методологическим аппаратом в проектировании структуры организации с учетом уровней задач для каждого ее элемента. / Rapidly changing circumstances in the financial market are associated with the implementation of new technologies, products and services in a limited time. This requires high flexibility and adaptation to the claimed conditions from banks. In particular, Russian banks, being under increasing control from the Bank of Russia, as well as under the influence of sanctions measures, are obliged not only to quickly adapt to the new conditions of the world market, but also to ensure the high quality and reliability of financial services. Otherwise, banks risk losing not only the required profitability, but also the opportunity to work in the market. The organizational structure, being the basic element of the banks ' work, is designed to provide a high speed of adaptation to the dynamic conditions of the external environment. The purpose of the dissertation is to improve the organizational structure of the bank's division, based on the principles of requisite organization. Scientific novelty consists in taking into account the planning horizon defined for each structural element of the organization. Applying the Elliot’s model of requisite organization is due to the developed methodological apparatus in the design of organizational structure talking into account target levels for each element.

Диссертация посвящена повышению клиентоориентированности коммерческих банков в условиях нестабильной внешней среды. Рассмотрены теоретические аспекты лояльности и клиентоориентированности, проведено исследование маркетинговых инструментов, направленных на достижение поставленной цели. Также разработан проект с применением инструментов бережливого производства. В ходе исследования был создан поэтапный алгоритм, объединивший все составляющие для реализации истинно клиентоориентированного подхода в организации. / The dissertation is devoted to increasing the customer focus of commercial banks in an unstable environment. The theoretical aspects of loyalty and customer focus are considered, a study of marketing tools aimed at achieving this goal is carried out. A project using lean manufacturing tools was also developed. During the study, a phased algorithm was created that combined all the components for implementing a truly customer-oriented approach in the organization.