2012, vol. 41, br. 1, str. 130-133
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Bankarski rizik 27 - Bazel III - koeficijent leveridža
Banking risk 27: Basel III leverage ratio
Udruženje banaka Srbije, Beograd
Sažetak
Leveridž, kao mera rizika i njegovog mogućeg negativnog uticaja na kapital banke u uslovima neizvesnosti i visokog finansijskog rizika, koji su na makro nivou posebno izraženi u periodima krize, bio je predmet razmatranja od strane Bazelskog komiteta. Revidirani koeficijent leveridža koji je ugrađen u Bazel III upravo ima za cilj da spreči progresivno narušavanje odnosa veličine kapitala banke i veličine njene izloženosti riziku, a da pri tom bude transparentan, jednostavan za primenu i da bude kredibilna dopunska mera zahtevima za kapitalom.
Abstract
Leverage, as a measure of risk and its possible influence on capital of the bank in the conditions of uncertainty and high financial risk, which are especially present in the times of crisis, was the subject considered by the Basel Committee. The purpose of the revised leverage ratio, which has been built in the Basel III, is to prevent deterioration of the relation between capital value of the bank and the value of its risk exposure, and at the same time to be transparent, simple to use and a credible supplementary measure to the risk-based capital requirements.
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