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2013 | 2 | 2 | 113-124
Article title

APPLICATION SUPPORTING COMMERCIAL BANK’S CAPITAL MANAGEMENT

Content
Title variants
Languages of publication
EN
Abstracts
EN
This paper describes the basis - resulting among others from the prudential capi-tal regulations - for capital management at a commercial bank. In the capital man-agement process there are used capital allocation and risk adjusted performance measures. Based on this, the concept of the central MIS extension has been present-ed in a way that allows to include a wide range of different level managers in the capital management process in order to improve the capital efficiency from the per-spective of shareholders.
Year
Volume
2
Issue
2
Pages
113-124
Physical description
Dates
published
2013
Contributors
  • Faculty of Management and Finance, Chodkowska University
  • Faculty of Mathematics and Information Science, Warsaw University of Technology
  • Faculty of Applied Informatics and Mathematics, Warsaw University of Life Sciences - SGGW
References
  • Opracowania KNF: Sektor bankowy. Miesięczne dane o rynku. (2013) http://www.knf.gov.pl/opracowania/sektor_bankowy/dane_o_rynku/Dane_miesiecznehtml, [11/12/2013].
  • Odrzygóźdź Z., Szczesny W. (2012) Practical aspects of the use of the central man-agement information system for management by objectives in a large universal com-mercial bank, Information Systems in Management Vol. 1 (1), 38-49.
  • Szczesny W., Borowiec J. (2012) Functional Design of Application supporting Process of Management by Objectives in a Universal Commercial Bank, Information Systems in Management, Vol. 1 (4), 328-340.
  • Ustawa z dnia 29 sierpnia 1997 r. Prawo Bankowe, Dz. U. 1997 Nr 140 poz. 939, tekst jednolity (2013), http://isap.sejm.gov.pl/DetailsServlet?id=WDU19971400939 [11.12.2013].
  • Basel III: A global regulatory framework for more resilient banks and banking systems (2010), http://www.bis.org/publ/bcbs189_dec2010.htm, [11/12/2013].
  • Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (2013) http://eur-lex.europa.eu/LexUriServ/LexUriServ.do?uri=OJ:L:2013:176:0001:0337:EN:PDF [11/12/2013].
  • Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing Directives 2006/48/EC and 2006/49/EC (2013) http://eur-lex.europa.eu/LexUriServ/LexUriServ.do?uri=OJ:L:2013:176:0338:0436:EN:PDF [11/12/2013].
  • Raport o sytuacji banków w 2012 r. (2013) Urząd Komisji Nadzoru Finansowego, http://www.knf.gov.pl/Images/RAPORT_O_SYTUACJI_BANKOW_w_2012_pdf_tcm75-34744.pdf [11.12.2013].
  • Matten Ch. (2000) Zarządzanie kapitałem bankowym. Alokacja i pomiar wyników, Warszawa, Dom Wydawniczy ABC.
  • Pawłowicz L. (2011) Optymalizacja alokacji kapitału w budowaniu wartości banku dla akcjonariuszy, Kwartalnik Nauk o Przedsiębiorstwie, nr 1, 17-26.
  • Sprawozdanie finansowe Powszechnej Kasy Oszczędności Banku Polskiego Spółki Ak-cyjnej za rok zakończony dnia 31 grudnia 2012 roku (2013) http://www.pkobp.pl/media_files/edb5d08c-9117-4f4e-9ca0-37151195e677.pdf [11/12/2013].
  • Jednostkowe Sprawozdanie Finansowe Banku Pekao S.A. za rok zakończony dnia 31 grudnia 2012 (2013) http://www.pekao.com.pl/informacje_dla_inwestorow/informacje_finansowe/sprawozdania_finansowe/?r,main,tabNumber=3 [11/12/2013].
  • Milic-Czerniak R., Gadomski M. (2009) Optimization of bank’s capital profitability – capital allocation and EVA and RARORAC analyses at Bank Pekao SA, SAS Forum, Poland 2009, Warsaw (in Polish), http://www.sas.com/offices/europe/poland/events/forumbiz2009/present/RI4.pdf [11/12/2013].
Document Type
Publication order reference
Identifiers
ISSN
2084-5537
YADDA identifier
bwmeta1.element.desklight-afe99b42-f494-4530-a690-6308f6275b94
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