Submitted by Letícia Penhalver Jensen null (leticiapjensen@hotmail.com) on 2016-11-27T20:40:36Z No. of bitstreams: 1 LETÍCIA PENHALVER JENSEN (3).pdf: 1787297 bytes, checksum: 3109316b5b47c96f2d24de171e80e0ee (MD5) / Approved for entry into archive by Felipe Augusto Arakaki (arakaki@reitoria.unesp.br) on 2016-11-30T14:02:12Z (GMT) No. of bitstreams: 1 jensen_lp_me_arafcl.pdf: 1787297 bytes, checksum: 3109316b5b47c96f2d24de171e80e0ee (MD5) / Made available in DSpace on 2016-11-30T14:02:12Z (GMT). No. of bitstreams: 1 jensen_lp_me_arafcl.pdf: 1787297 bytes, checksum: 3109316b5b47c96f2d24de171e80e0ee (MD5) Previous issue date: 2016-09-28 / Embora o referencial teórico da relação entre estabilidade financeira e competição bancária seja vasto, não existe consenso na literatura. O objetivo principal deste trabalho é contribuir para a melhor identificação dos padrões dessa relação. Através de uma análise em nível de empresa, ao buscar evidenciar as características microeconômicas dos riscos dos bancos, identificamos quatro modelos que formam estimados por dados em painel. Os resultados obtidos não evidenciam que uma maior concentração de mercado melhora a estabilidade financeira. / Even though the theoretical framework of the trade-off between financial stability and banking competition is vast, there is no agreement in the literature. The main goal of this work is to contribute to the literature in order to a better explanation of this relationship. Through an analysis at a firm level, in highlighting the microeconomic aspects of bank risks , we have identified four models all estimated by panel data. The results did not show that a rise in the market concentration improves financial stability.

This thesis deals with the current legislation of banking regulation in the Czech Republic. It analyzes both Czech and relevant European regulation that has increasing importance in the area. Moreover, the most significant amendments enacted as a result of the Basel III implementation are pointed out. The issue is viewed from an interdisciplinary perspective therefore, in addition to the analysis of current legislation, its economic impact on the Czech banking sector is also evaluated. Due to the enormous breadth of the banking regulation field, this thesis focuses on examining the areas considered most essential by the author. The first introductory chapter lays down the theoretical foundations of banking and banking regulation and thoroughly defines the term "bank", both legally and economically. The second chapter deals with banking licensure, which plays a crucial role in the regulation of accessing the activity of banks. It analyzes the requirements that have to be met in order to be authorized, as well as the issue of the single EU passport and the withdrawal of the authorization. The third chapter deals with the wide and significant area of banking risks. The discussion assesses the nature of each risk, as well as methods for their measurement and management, and capital requirements. The predominant...

Made available in DSpace on 2015-03-05T19:15:18Z (GMT). No. of bitstreams: 0 Previous issue date: 18 / Nenhuma / Os bancos assumem riscos inerentes aos seus objetivos de intermediação financeira, influenciando diretamente nos fluxos financeiros e produtivos nacionais. O objetivo desta pesquisa foi identificar os determinantes econômicos e financeiros da insolvência dos bancos comerciais e dos bancos múltiplos brasileiros no período de julho de 1994 a junho de 2009, bem como propor modelos que possam prever antecipadamente a falência bancária. Os modelos foram construídos com base em uma amostra composta por 343 bancos, sendo 83 insolventes e 260 solventes. As técnicas econométricas utilizadas para a construção dos modelos foram a análise de regressão logística em dados em painel efeitos fixos e pooled. Destacam-se as evidências macroeconômicas que descrevem o ambiente econômico que contribuiu para a insolvência bancária: a redução da taxa de juros, a queda do saldo da balança comercial, a valorização cambial, o aumento da ocorrência de crises financeiras, a variação positiva dos meios de pagamentos e a queda dos crédito / The banks are risks inherent in their goals of financial intermediation spawned directly in financial and productive flows citizens. The goal of this research was to identify in advance determinants economical and financial insolvency of commercial and multiple Brazilians banks in the period from July 1994 to June 2009 and propose early warning models. The models were built based on a sample composed 343 banks, being 83 insolvents and 260 solvents. The econometric techniques used for construction of models were the logistic regression analysis panel data fix effects and pooled The macroeconomic evidence describing the economic environment of which contributed to the insolvency: the decrease in interest rates, declining balance of trade exchange rates, the increase of financial crises, the positive variation of means of payment and the fall of credits in the economy. About the microeconomic evidence, contacts the downfall of liquid in national and exchange currency, for reduction of assets and liabilities and

L'activité bancaire comporte nécessairement certains risques. Or, face au risque, le refus possède fondamentalement une vertu protectrice et est source de sécurité. Parce que le banquier est le premier à s’exposer aux risques, il semble naturel que la matière bancaire soit dominée par un principe de liberté, liberté de contracter, liberté d'entreprendre, liberté de prendre des risques et, partant, liberté de refuser. Toutefois, une propension du banquier à se surprotéger se révèlerait nocive pour le public, le refus étant naturellement source d’exclusion économique et sociale. En effet, il est impossible de nier le caractère indispensable des services bancaires pour tous les acteurs de la société. La liberté de refus du banquier doit donc être tempérée par la recherche d’un équilibre entre sa propre protection et la protection de sa clientèle réelle ou potentielle. De cette recherched’équilibre résultera alors une restriction certaine mais délimitée de sa liberté de refus de sorte qu'il sera, dans certaines hypothèses, débiteur d'un devoir de ne pas refuser. Dès lors, la liberté demeure le principe auquel il est dérogé par exception.Pour autant, le banquier n'est pas seul à prendre des risques. En effet, les contrats bancaires comportent des risques supportés par les cocontractants mais également par leurs créanciers, pourtant tiers aux contrats. C’est pourquoi, les cocontractants, souvent moins rompus que le banquier aux risques inhérents aux opérations de banque, et les tiers, ignorant généralement l’existence de ces risques, méritent d'être protégés. La recherche de sécurité pourrait alors prendre la forme d'une obligation au refus à la charge du banquier. Or, toute obligation au refus porte une atteinte évidente aux libertés du banquier et de ses cocontractants que seule la protection de l'intérêt général est véritablement en mesure de justifier. Toutefois, s’il existe, en droit positif, des hypothèses obligeant le banquier à refuser certaines opérations trop risquées, il semble qu’une obligation au refus en matière de crédit soit difficile voire impossible à dégager. Du reste, une telle obligation, pour morale qu’elle paraisse, ne serait pas souhaitable en ce qu’elle pourrait avoir pour conséquence de porter atteinte aux intérêts qu’elle prétendrait protéger. / Banking Business is subject to specific risks. Against these risks, the banker’s refusal seems to be an adequate means of protection and security.Since the banker is the first to expose himself to those risks, it seems natural that banking law is governed by a principle of freedom: freedom of contract, entrepreneurial freedom, freedom to take risks and consequently freedom to refuse. However, a banker’s tendency to overprotect himself would turn out to be detrimental to the public as such refusal can be a source of social and economic exclusion. Indeed, it is absolutely impossible to deny how vital the banking services are for all society actors. The banker’s freedom of refusal shall therefore be tempered by the search for an appropriate balance between his own protection and his existing or potential customers’ protection. Thus, certain and defined limitations to the banker’s freedom of refusal should result from this search for balance so that, under certain circumstances, a duty not to refuse could be imposed on the banker. In any event, freedom remains the principle while exceptions may be justified.Furthermore, the banker is not the only one to take risks. Indeed, banking contracts involve risks borne by his co-contractors and by their creditors, even though they are third parties to the agreement. That is why the co-contractors, often less experienced than the banker regarding the risks attached to bank operations, as well as the third parties to the agreement who are unaware of the existence of such risks deserve in this respect to be protected. The search for security could take the form of a refusal obligation imposed on the banker. However, as any obligation of refusal infringes on the banker’s and his co-contractors’ freedom, only the protection of the general interest would actually be able to justify such infringement. Though, even if there are indisputable assumptions where such an obligation of refusal exist under positive law, it appears that a general obligation of refusal shall be difficult, if not impossible, to identify. Such an obligation, although deemed moral, is undesirable as it could result in affecting the interests it sought to protect.

Выпускная квалификационная работа (магистерская диссертация) посвящена исследованию анализа влияния операционного риска на финансовые результаты коммерческого банка. Предметом исследования выступают экономические отношения, складывающиеся в коммерческом банке в процессе управления операционным риском. Основной целью магистерской диссертации является исследование теоретических научно-методических положений, на основании которых развивается система управления операционным риском в коммерческом банке ПАО «Сбербанк», разработка методических рекомендаций по модернизации выявленных проблем с применением практических знаний и навыков. В заключении обозначены рекомендации по совершенствованию политики управления операционного риска для объекта исследования. / The final qualifying work (master's thesis) is devoted to the study of the analysis of the impact of operational risk on the financial results of a commercial bank. The subject of this research is the economic relations that develop in a commercial bank in the process of managing operational risk. The main goal of the master's thesis is to study theoretical scientific and methodological provisions, on the basis of which the operational risk management system is developed in the commercial bank of Sberbank, the development of guidelines for the modernization of identified problems with the application of practical knowledge and skills. In the conclusion, recommendations are outlined for improving the operational risk management policy for the research object.

Les crises financières successives qu’a connues récemment le monde et qui ont failli mettre en péril l’économie mondiale et ébranler le système économique et financier international ont obligé les autorités politiques et les institutions à renforcer les législations en la matière et à multiplier les normes. Ce renforcement et cette multiplication des normes ont pour but de limiter l’apparition de crises et de risques pour le système financier. La présente thèse vise à décrire l’impact de la multiplicité des normes dans le secteur bancaire qui se traduit par des contraintes, contradictions et coût important pour la banque. Il s’agit dans ce travail de présenter les dispositifs mis en place par l’établissement bancaire pour répondre aux exigences réglementaires ainsi qu’analyser les conséquences, cohérences et enjeux des normes sur la maitrise des risques et sur l’organisation interne de l’établissement. Les résultats soulignent l’intérêt de la gestion complète et intégrée des normes dans ce secteur d’activité. En effet, les résultats de la recherche montrent que la performance d’une banque de détail dépendra directement de sa capacité à anticiper et à gérer les divers corpus de normes auxquelles elle est confrontée. La gestion de la « norme » devient actuellement un sujet majeur dans le secteur bancaire au même titre que la gestion des risques. Les deux étant intrinsèquement liés.Le fondement de ce travail repose sur une étude de cas longitudinale de quatre années construite à partir d’une recherche-action auprès d’une banque de détail. Cette approche se base sur des entretiens semi-directifs, analyse de contenu des documents internes, réunions… Nous avons mobilisé la théorie du contrôle et du risque ainsi que la théorie de la tétranormalisation afin d’analyser la gestion de la norme dans l’établissement bancaire. / The recent global financial crises that have almost jeopardized the world economy and shaken the global economic and financial systems have forced political authorities and institutions to strengthen their current laws and regulations to help safeguard against any future crises. In this context, risk control, transparency and visibility of information have become the foundations which standards seek to put in order to keep future crises at a distance. This thesis aims to describe the impact of the multiplicity of norms in the banking sector which can result in constraints, contradictions and significant costs for the bank. The purpose of this work is to present the mechanisms put in place by the banking establishment to meet the current regulatory requirements as well as analyze the consequences, coherences and stakes of the standards on risk management and on the internal organization of the establishment. The results underline the interest of the integral management of norms in the financial sector. The research results show that the performance of a retail bank will depend directly on its ability to anticipate and manage the various sets of standards it faces. The management of the "standard" is now becoming a major topic in the banking sector as well as risk management. Both are intrinsically linked.The foundation of this work is based on a four-year longitudinal case study built from action research at a retail bank. This approach is based on semi-structured interviews, content analysis of internal documents, meetings ... The study has mobilized control and risk theory as well as “tetranormalization” theory in order to analyze the management of norms in banking institutions.

Entamé depuis la fin des années 80, le processus de modernisation du système bancaire marocain avait pour objectif l’introduction de réformes juridiques et la mise en place de processus et procédures techniques pour en faire une véritable locomotive d’une économie nationale de plus en plus ouverte.Aujourd’hui on peut dire que les banques marocaines et le système bancaire marocain se portent très bien. Le système bancaire marocain est un système « globalement correct »Néanmoins, considérées comme responsables de la faible bancarisation de la population marocaine, il convient de souligner que les banques se heurtent aux difficultés de l’environnement au sein duquel elles évoluent.Des secteurs économiques vitaux du pays sont encore très mal structurés, du fait de la désorganisation qui les caractérise. Le secteur de la pêche en est le meilleur exemple. Conséquence, les banques marocaines affichent une méfiance à l’égard du secteur de la pêche pourtant voulu stratégique par les différentes politiques économiques du Royaume.Le secteur des pêches maritimes représente dans la balance commerciale 15% de la valeur totale des exportations et 55% de la valeur des exportations agro-alimentaires et emploie plus de 150.000 personnes..Toutefois, le secteur continue à connaitre beaucoup de problèmes d’organisation, et des dysfonctionnements qui rendent l’accès au financement bancaire très difficile, parfois même impossibleLa question serait alors de chercher l’optimalité dans une relation fragile : banque/secteur de la pêche.MOTS CLESSystème bancaire marocain, Lois bancaires, Risques bancaires, Accords de Bâle, besoins de financements, Pêche au Maroc, Armement de pêche / Begun since the end of the 80s, the process of modernization of the Moroccan banking system had for objective the introduction of legal reforms and the implementation of processes and technical procedures to make a real locomotive of a more and more opened national economy.Today we can say that the Moroccan banks and the Moroccan banking system go very wellNevertheless, considered as responsibles in charge of the weak bancarisation of the Moroccan population, it is advisable to underline that banks collide with the difficulties of the environment within which they evolve.Vital branches of the country’s industry are still very badly structured, due to the disorganization which characterizes them. The sector of Fishing is the best example. As a Consequence, the Moroccan banks show a distrust towards the sector of fishing even it’s considered strategic by the various economic policies of the Kingdom.The sector of sea fishing represents in the trade balance 15 % of the total value of the exports and 55 % of the value of the food-processing exports ;also employs more than 150.000 people..However, the sector continues to undergo many problems of organization and dysfunctions which makes the access to the bank financing very difficult and sometimes even impossible.The question would then be to look for the optimality in a fragile relation banque / fishing sector.KEYWORDSBanking Moroccan system, banking Laws, banking Risks, Agreements of Basel, needs for financing, Goes fishing in Morocco, Armament of fishing

The aim of my diploma thesis is to evaluate aspects of credit risk, particularly focused on the retail banking in Česká spořitelna a.s., where all the data come from. At first the thesis describes the background of Česká spořitelna a.s., bank products and credit process. Further there are explains the basic procedures for assessement of the state of company and portfolio monitoring. In the section devoted to banking risks there are specified bank risks and regulation of these risks from the perspective of the Basel Capital Accord. The remaining two theoretical parts describe methods that will be used to evaluate the risk of loans i.e. descriptive statistics and hypothesis testing. Introduction of empirical study describes the structure and over time of the loan portfolio evolution of retail banking. The remainder of the study is already focused on the analysis of credit risks from several points of view. In the first place there is examining the impact of legal form of organization and type of product on credit risk. Furthermore, evaluations of the riskiest sectors from subject come and ultimately verify the influence business plans of the branch network. My personal contribution is a notice on aspects which have proven negative effect on loan.