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1

Global Systemically Important Banks – How To Identify and Regulate Them?

100%

Iwanicz-Drozdowska M.

Journal of Economics and Management

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2014

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vol. 18

146-158

EN

In this paper we investigate the issues of identification and capital regulation of global systemically important banks (G-SIBs). Both issues are fundamental for global financial stability. However, there are many open questions that remain on the political and academic agenda. We underline that the simple ratiobased solution for the identification and regulation of G-SIBs presents many drawbacks and the idea to increase loss absorption capacity may generate new risks that are not covered under the current regulatory framework.

2

Adequate Loss-absorbing Capacity in the Resolution Process

84%

Borsuk M.

Bezpieczny Bank

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2015

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issue 3 (60)

54-77

EN

The recent financial crisis had a turbulent onset when professional institutional investors decided to withdraw their funding from banks, sparked by fear of credit losses and unmanageable capital requirements in, most notably, the investment portfolios of these banks. In recent years regulators developed a comprehensive set of reform measures aiming to improve the banking sector's ability to absorb shocks arising from financial and economic stress, improve risk management and governance, strengthen banks' transparency and disclosures. At the same time, steps were taken to better prepare for the event of a gone concern situation: recovery plans and resolution plans were drafted by banks and regulators respectively. For G-SIBs, on top of these plans, additional loss absorbing capacity is needed to ensure that, in case of a default, these financial institutions can be resolved in an orderly manner without taxpayer support. The purpose of this article is to present recent regulatory initiatives in the field of loss-absorbing capital buffers and their impact on banks' capital structure and cost of financing.

3

Testy warunków skrajnych w ocenie adekwatności kapitałowej banku

84%

Zieliński T.

Studia Ekonomiczne

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2014

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vol. 186 cz 1

304-320

EN

Capital adequacy of the bank is only theoretical concept. In conditions of extreme complexity of banking activity as well as its market environment, it's impossible to ensure, that in case of bankruptcy, the bank is able to fully satisfy all of its external obligations. Contemporary, prudential regulations tend to improve regulatory framework of calculating economic capital in possibly the most perfect way. Providing coverage of economic capital in own funds, bank ensures the best safeguard for its stability. Unfortunately, all capital measures appear to be highly imperfect because of inconsistency of stylized statistical models with much more complex reality. One of the relatively new solutions, which are expected to improve the foregoing methodology, became stress testing method. Its role is to take into account not only typical risks events, but also those that may occur with a very little probability, but which may also result with serious losses. The main target for this paper is to introduce basic ideas of stress testing, to present fundamental rationales and to confront its pros and cons.

4

Ewolucja norm ostrożnościowych a bezpieczeństwo banków komercyjnych w Polsce w latach 1989-2014

67%

Jurkowska A.

Bezpieczny Bank

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2015

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issue 4 (61)

95-134

PL

W procesie zarządzania ryzykiem w bankach bardzo istotną funkcję pełnią rozwiązania regulacyjne, określające standardy w zakresie pomiaru ryzyka i odpowiedniego kształtowania bazy kapitałowej. W krajach przechodzących transformację ustrojową zmiany regulacyjne następują zwykle stopniowo, w taki sposób, by ich tempo i zakres dostosowane były do dokonujących się równocześnie przekształceń strukturalnych, a czasami stosunkowo gwałtownie. Cele artykułu to usystematyzowanie procesu zmian najważniejszych norm ostrożnościowych w polskim systemie bankowym w latach 1989-2014, w przededniu wprowadzenia regulacji wewnętrznych implementujących postanowienia III Bazylejskiej Umowy Kapitałowej oraz próba odpowiedzi na pytanie, jaki był wpływ zaostrzania norm regulacyjnych i oddziaływania pewnych negatywnych czynników zewnętrznych na bezpieczeństwo banków komercyjnych w Polsce.

EN

In the process of risk management in banks, the following are very important: regulatory solutions, defining standards for risk measurement and proper development of the capital base. In transition countries, regulatory changes usually occur gradually, in such a way that their pace and scope are adjusted to structural reforms, but sometimes radically. The objectives of this article are to systematize the process of change of the most important prudential norms in the Polish banking system in the years 1989-2014, just before the introduction of internal regulations implementing the Basel III Capital Accord, and an attempt to answer the question what was the impact of tightening regulatory standards and the impact of certain negative external factors on the safety of commercial banks in Poland.

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2 Bezpieczny Bank

1 Journal of Economics and Management

1 Studia Ekonomiczne

2 2015

2 2014

1 Borsuk M.

1 Iwanicz-Drozdowska M.

1 Jurkowska A.

1 Zieliński T.

Global Systemically Important Banks – How To Identify and Regulate Them?

Adequate Loss-absorbing Capacity in the Resolution Process

Testy warunków skrajnych w ocenie adekwatności kapitałowej banku

Ewolucja norm ostrożnościowych a bezpieczeństwo banków komercyjnych w Polsce w latach 1989-2014