- citati u SCIndeksu: [2]
- citati u CrossRef-u:[4]
- citati u Google Scholaru:[
 ]
- posete u poslednjih 30 dana:16
- preuzimanja u poslednjih 30 dana:13
|
|
|
2015, vol. 12, br. 1, str. 67-83
|
|
Implementacija Bazel III kapitalnih standarda i izazovi svetske ekonomske krize
Implementation of Basel III capital standards and challenges of global economic crisis
Keywords: Basel II; Basel III; the World Economic Crisis; the Implementation of the Basel capital standards
Sažetak
Implementacija standarda Bazelskog komiteta za bankarsku super viziju predstavlja značajan korak ka unapređenju bankarstva. u radu autor nastoji da ukaže na značaj i neophodnost uvođenja novih Bazel III kapitalnih standarda, Bazelskog komiteta za bankarsku superviziju kako u bankama u Srbiji tako i širom sveta. primena Bazel standarda, kao opšteg modela za upravljanje kapitalom i rizicima u bankama, zasnovanog na kvantitativnom modelu i nizom kvalitativnih rešenja, koja će na bazi predloženog modela implementacije biti realizovana u bankarskom sektoru Srbije i čini samo deo koji je neophodan za unapređenje lepeze koja će pomoći bankarstvu da se što bolje razvija. Svetska ekonomska kriza samo je podstakla unapređenje Bazel standarde čijom se modifikacijom izrodio novi kapitalni sporazum Bazel III, koji ima za cilj da smanji uticaj iste. Banke koje uspešno implmentiraju Bazel smernica za unapređenje svog celokupnog poslovanja koje treba da ostvare značajnu poslovnu prednost pred onima kod kojih je način i domet implementacije smernica usmeren samo na puko zadovoljenje zahteva regulatora. Da li će Bazel standardi uspeti da ublaže uticaj svetske ekonomske krize? Da li su se Bazel II standardi unapredili i modifikovali u bolji i napredniji Bazel III? To su samo neka od pitanja na koje autor, u radu, daje odgovore.
Abstract
Implementation of the standards of the Basel Committee on Banking Supervision is an important step towards improving banking. The author seek to illuminate the importance and necessity of introducing new Basel III capital standards, Basel Committee on Banking Supervision in the banks in Serbia and around the world. Implementation of Basel standards, as a general model for managing capital and risk management in banks, based on quantitative model and a series of qualitative solutions, which will be based on the implementation of the proposed model, in oder to be effectively implemented in the Serbian banking sector that makes up only a part that is essential for improving the range of Banking Supervision in order to help better develop. The global economic crisis is encouraged and promoted by the Basel standards whose modification of birth to the new Basel III capital agreement, will reduce the impacts of the same. Banks that successfully implement Basel guidelines to improve their overall business will realize a significant business advantage over those in which the manner and extent of implementation of policies is aimed only at the mere satisfaction of the regulator. Will Basel standards fail to alleviate the impact of the global economic crisis? Did the Basel II standards and modifications hlp to enhance better and more advanced Basel III? These are just some of the questions that the author of the paper is providing answers for.
|
|
|
|
Reference
|
|
|
*** (2001) Comptrollers handbook: Rating credit risk. Comptroller of the Currency Administrator of National Banks, Apr
|
|
|
*** (2013) Global risk regulator: Basel III global monitor. United Kingdom, p. 8
|
|
|
*** (2008) Rezime rezultata upitnika o primeni Bazel II standarda. Narodna banka Srbije, Sektor za kontrolu poslovanja banaka
|
|
|
*** (2009) Rezime rezultata upitnika 2 o primeni Bazel II standarda. Narodna banka Srbije, Sektor za kontrolu poslovanja banaka
|
|
|
*** (2008) Strategija uvođenja Bazel II standarda, Sektor za kontrolu banaka. Narodna banka Srbije, Radna grupa za uvođenje preporuka i standarda Bazel II
|
|
|
*** (2007) Nacionalna implementacija Bazel II standarda. Narodna banka Srbije, Sektor za kontrolu banaka, Radna grupa za uvođenje preporuka i standarda Bazel II
|
|
|
*** (2008) Operativni plan aktivnosti uvođenja Bazel II standarda. Narodna banka Srbije, Sektor za kontrolu banaka, Radna grupa za uvođenje preporuka i standarda Bazel II, Maj, Izmene i dopune: feb. 2009. godine
|
|
|
*** (2010) Basel III: Towards a safer financial system: Speech by Mr Jaime Caruana, General Manager of the BIS, at the 3rd Santander International Banking Conference, Madrid, 15 September. p 9
|
|
|
Angelini, P., Clerc, L., Curdia, V., Gambacorta, L. (2011) Basel III: Long-term impact on economic performance and fluctuations. BIS Bank for International Settlements Working paper Series
|
|
|
Bank for International Settlement (2006) International convergence of capital measurement and capital standards: A revised framework. Comprehensive Version, jun, p. 137
|
|
7
|
Basel Committee on Banking Supervision (2008) Principles for sound liquidity risk management and supervision
|
|
|
Basel Committee on Banking Supervision (2006) Basel II: International convergence of capital measurement and capital standards: A revised framework. Comprehensive Version, June, p. 97
|
|
1
|
Basel Committee on Banking Supervision (2009) Principles for sound stress testing practices and supervision. p.p. 13.23
|
|
1
|
Bernhardsena, E., Syverstenb, B.D. (2009) Stress testing the enterprise sectors bank. International Journal of Central Banking, Sep., str. 111-138
|
|
3
|
Drehmann, M. (2008) Stress tests: Objectives, challenges and modeling choices. Riksbank Economic Review, 2: str. 60-92
|
|
2
|
Frenkel, M., Hommel, U., Gunter, D., Markus, R., Frenkel, M. (2005) Risk management: Challenge and opportunity. Springer
|
|
1  
|
Friedland, J. (2009) The subprime and financial crises. International Journal of Disclosure and Governance, 6(1): 40-57
|
|
|
Gnjatović, D.E., Jovancai, A. (2010) Nestabilnost finansijskih tržišta kao uzrok globalne finansijske krize - momenat Minskog. Megatrend revija, vol. 7, br. 1, str. 19-31
|
|
1
|
Henrik, A., Berge, T.O., Bernhardsen, E. (2007) A suite-of-models approach to stress-testing: Financial stability. u: Expert forum on advanced techniques on stress testing: Applications for supervisors (II), Amsterdam, The Netherlands, Oct. 23-24, str. 11-50
|
|
3
|
Kapor, P. (2007) Bankarstvo u Srbiji - dug put u Evropsku Uniju. Megatrend revija, vol. 4, br. 2, str. 141-161
|
|
1
|
Ljubic, M. (2011) Uvođenje Bazela II u Srbiji. Industrija, vol. 39, br. 1, str. 261-281
|
|
1
|
Ljubić, M. (2008) Ispitivanje, percepcija i menadžment rizikom u bankarstvu. u: SYM-OP-IS, Soko Banja, 14-17 sep. 2008., zbornik radova, Beograd: Saobraćajni fakultet, str. 675-679
|
|
2
|
Ljubić, M. (2009) Primena Bazelskog sporazuma za medunarodne standarde kapitala na bankarsko tržište Srbije. Finansije, vol. 64, br. 1-6, str. 198-216
|
|
4
|
Ljubić, M. (2009) Uticaj svetske ekonomske krize na Bazel II. Računovodstvo, vol. 53, br. 11-12, str. 94-108
|
|
2
|
Ljubić, M. (2011) Stres testovi kao instrument kontrole rizika u bankama. Megatrend revija, vol. 8, br. 1, str. 303-323
|
|
1
|
Milojević, N. (2008) Bazel II i predviđanje posledica njegove implementacije. Industrija, vol. 36, br. 1, str. 51-65
|
|
2
|
Ohara, P.A. (2009) The global securitized sub prime market crisis. Review of Radical Political Economics, 42,(3),str. 318-335
|
|
2
|
Palley, T. (2004) Asset-based reserve requirements: reasserting domestic monetary control in an era of financial innovation and instability. Review of Political Economy, 16(1): 43-58
|
|
28
|
Rose, P.S., Hudgins, S.C. (2005) Bankarski menadžment i finansijske usluge. Beograd: Data Status
|
|
|
Simić, N., Vratonjić, V., Berić, I. (2011) Metodologije za ocenu investicionih projekata u javnom sektoru. Megatrend revija, vol. 8, br. 1, str. 113-130
|
|
10
|
Stevanović, S.V., Đorović, M.T., Milanović, M.R. (2010) Svetska finansijska kriza i njene posledice na privredu Srbije. Ekonomika poljoprivrede, vol. 57, br. 3, str. 353-368
|
|
3
|
Wellink, N. (2011) Basel III and beyond. u: Remarks on high level meeting on better supervision and better banking in the post-crisis era, www.bis.org/speeches/sp110118.pdf
|
|
|
|
|