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Банки и банковское дело - это раздел экономической науки, в котором обсуждаются проблемы банковского сектора: зачем он нужен, с какими как функционирует, как осуществляется его регулирование и пр. (подробнее...)
Всего публикаций в данном разделе: 200

Опубликовано на портале: 17-12-2007
Johannes Jaeger, Vanessa Redak Financial Stability Report. 2006.  No. 12. P. 92-103. 
Although the New Basel Capital Accord (Basel II) makes no direct reference to loan pricing and lending terms, it is widely held that Basel II does, in fact, impact on loan pricing. A survey among Austrian banks on loan pricing strategies after Basel II aimed to identify the potential effects of Basel II on loan pricing. This article summarizes and analyzes the results of this survey and their implications for the Austrian lending business. The survey found a significant trend toward risk-adequate pricing. While it is impossible to predict at this point whether banks will eventually successfully implement this strategy, given the competitive environment, it seems that they are in fact resolved to do. Banks’loan pricing and portfolio streamlining plans concern mostly lending to small and mediumsized enterprises (SMEs), which in credit institutions’ view offers the largest room for maneuver to adjust lending volumes and prices.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Опубликовано на портале: 17-12-2007
Michael Boss, Gerald Krenn, Claus Puhr, Martin Summer Financial Stability Report. 2006.  No. 11. P. 83-95. 
In 2002 the Oesterreichische Nationalbank (OeNB) launched in parallel several projects to develop modern tools for systemic financial stability analysis, off-site banking supervision and supervisory data analysis. In these projects the OeNB’s expertise in financial analysis and research was combined with expertise from the Austrian Financial Market Authority (FMA) and from academia. Systemic Risk Monitor (SRM) is part of this effort. SRM is a model to analyze banking supervision data and data from the Major Loans Register collected at the OeNB in an integrated quantitative risk management framework to assess systemic risk in the Austrian banking system at a quarterly frequency. SRM is also used to perform regular stress testing exercises. This paper gives an overview of the general ideas used by SRM and shows some of its applications to a recent Austrian dataset.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Опубликовано на портале: 17-12-2007
Thomas Reininger, Zoltan Walko Financial Stability Report. 2005.  No. 9. P. 110-126. 
This paper provides an analysis of the stability of the Croatian banking sector. After the banking crisis of 1998, the Croatian banking system underwent a deep transformation process; foreign investors gained a dominating market share of more than 90% of total assets, with Austrian banks holding 43% thereof. Compared to other Central and Eastern European countries (CEECs), the degree of banking intermediation is relatively high in Croatia. In recent years, lending to the private sector and in particular to households has risen whereas lending to the general government has declined. Foreign currencies continue to play an important role in the Croatian banking sector, in particular on the liabilities side of banks balance sheets. While maintaining a large negative net foreign currency position on their balance sheets (with an increasing portion of net liabilities to nonresidents), Croatian banks overall net foreign currency position seems to be marginally positive. Still, foreign currency(-indexed) lending represents a credit risk as it entails an indirect exchange rate risk. Asset quality, by contrast, has improved significantly over the past five years, the capital adequacy ratio is on a relatively high — albeit declining — level, and real return on equity (ROE) is now as high as the profitability levels observed in other CEECs
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Опубликовано на портале: 17-12-2007
Мария Семенова EERC Working Paper Series. 2007.  No. 07-02e.
This paper investigates if there is market discipline in the Russian deposit market, i.e. do depositors react to changes in fundamentals, characterizing banks’ riskiness. Another aim is to test whether depositor discipline disappeared with banks’ admission to deposit insurance system. I use panel bank-specific data over the period June 2004 – September 2005
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Опубликовано на портале: 03-12-2007
Aaron Tornell, Frank Westermann, Lorenza Martinez Brookings Papers on Economic Activity. 2007.  Vol. 2. No. 2003-2. P. 1-112. 
Although the case for trade liberalization is now well established, the case for financial liberalization is not, because the latter is associated with lending booms and crises. Some critics invoke as evidence the recent weak growth of Mexico, a prominent liberalizer. We argue that liberalization is beneficial despite the occurrence of crises. First, we show that financial liberalization has typically followed trade liberalization, and that both have led to faster growth, despite more frequent booms and busts. Second, we present a model that shows why, in countries with severe credit market imperfections, liberalization leads to faster growth and, as a by-product, to financial fragility. Third, comparing Mexico with this international norm, we show that liberalization and NAFTA have induced faster growth and investment but have not been enough: lack of structural reform and a protracted credit crunch generated bottlenecks that blocked further growth and led to a slowdown in exports.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Опубликовано на портале: 03-12-2007
Олег Иванович Лаврушин
Изд-во: КноРус, 2006, 560 с.
Автор акцентирует свое внимание на рассмотрении основных вопросов денежного обращения. В частности, особое внимание уделено методам и формам кредитования национальной экономики,а также механизмам работы банковской системы России в целом. Рассматриваются также вопросы, касающиеся участия России в международных финансовых организациях. Книга предназначена для студентов, аспирантов и преподавателей экономических факультетов и вузов, слушателей системы послевузовского образования, научных работников, а также работников финансовой и банковской систем.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию ресурс содержит графическое изображение (иллюстрацию)

Опубликовано на портале: 03-12-2007
Yuri Sato The Developing Economies. 2007.  Vol. 1. No. 43. P. 91-120. 
The banking sector underwent drastic reform in post-crisis Indonesia. Bank restructuring, driven by IMF conditionalities, resulted in the exit of insolvent banks and ownership changes of major private banks. Through recapitalization and sales of government-held shares, foreign-owned banks emerged as leading actors in the place of business-group-affiliated banks. As part of the restructuring process, an exit rule was created. The central bank, which up to that time had been given only partial authority under the jurisdiction of the Minister of Finance, now gained a full range of authority over banks. The central bank's supervision system on banks, risk management systems at individual banks, and their efforts to build risk management capacities, began to function. This is totally different from the old financial institution under the Soeharto regime, where banks had no incentive to control risks, as the regime tacitly ensured their survival.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Опубликовано на портале: 30-11-2007
Johannes Jaeger, Vanessa Redak Financial Stability Report. 2006.  No. 12. P. 92-103. 
Although the New Basel Capital Accord (Basel II) makes no direct reference to loan pricing and lending terms, it is widely held that Basel II does, in fact, impact on loan pricing. A survey among Austrian banks on loan pricing strategies after Basel II aimed to identify the potential effects of Basel II on loan pricing. This article summarizes and analyzes the results of this survey and their implications for the Austrian lending business. The survey found a significant trend toward risk-adequate pricing. While it is impossible to predict at this point whether banks will eventually successfully implement this strategy, given the competitive environment, it seems that they are in fact resolved to do. Banks’loan pricing and portfolio streamlining plans concern mostly lending to small and mediumsized enterprises (SMEs), which in credit institutions’ view offers the largest room for maneuver to adjust lending volumes and prices.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Опубликовано на портале: 23-11-2007
Walter Engert, Jason Allen Bank of Canada Review. 2007.  P. 33-45. 
Allen and Engert report on recent research at the Bank of Canada on various aspects of efficiency in the Canadian banking industry. This research suggests that, overall, Canadian banks appear to be relatively efficient producers of financial services and they do not exercise monopoly or collusive-oligopoly power. The authors note the value of continuing to investigate opportunities to improve efficiency and competition in financial services in Canada.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Опубликовано на портале: 23-11-2007
Georg von Pföstl Financial Stability Report.. 2007.  No. 13. P. 83-97. 
The new Basel II Capital Accord has been one of the financial sector’s most fiercely discussed topics in the recent past. After many years’ debate, the regulations formally took effect on January 1, 2007, and the advanced measurement approaches are scheduled to become fully operational on January 1, 2008. The new regulations will cause a number of changes in the area of credit risk. The calculation of risk-weighted assets, and thus of regulatory capital, will henceforth be based on borrowers’ credit ratings to a much greater extent than according to the old regulations (Basel I). The concept of capital (i.e. the definition of own funds) itself will remain largely unchanged, although it was subject to repeated changes in recent decades. This paper examines the definition of capital in the new Austrian Banking Act and shows that the capital concept will need to be modified in the future. In addition, it defines regulatory capital in relation to other capital concepts, revealing inter alia that capital has a broader definition than balance sheet equity. An analysis of the capital adequacy of Austrian credit institutions demonstrates that their capital ratio clearly exceeds minimum capital requirements and that the composition of banks’ capital shows a favorably high share of core capital.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Опубликовано на портале: 23-11-2007
Michael Boss, Gerald Krenn, Claus Puhr, Markus S. Schwaiger Financial Stability Report. 2007.  No. 13. P. 115-134. 
Austrian banks are heavily engaged in Central and Eastern European (CEE) markets primarily by running local subsidiaries but also by extending cross-border loans. We give an account of the historical development and the status quo of these exposures and conduct a stress test for the Austrian banking system with respect to its credit exposure vis-à-vis the CEE region. Our test is based on an analysis of the current state of the local banking systems from a risk perspective, inter alia drawing on stress testing experiences gained by the national central banks and the International Monetary Fund. We use a stress scenario that (i) takes account of the differences in host country risks and (ii) represents a worst case that deliberately exceeds historical shocks. It turns out that, despite the dramatic worsening of the economic environment implied by the scenario, the Austrian banking system is not put at risk by the hypothesized crisis. The possible repercussions of a crisis in a single country via solvency problems of the Austrian parent institution turn out to be well limited.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Обновлено: 09-12-2010

В настоящие время кредит является неотъемлемым атрибутом современной цивилизации. Сегодня становятся актуальными проблемы, о существовании которых даже не представляли ранее. Данный сайт поможет в четкой и понятной простому обывателю форме разобраться и понять основы банковского кредита. Здесь Вы также можете ознакомиться с комментариями специалистов про каждый вид кредита и о достоинствах и недостатках конкретного банка.

Credit Risk Evaluation [статья]
Опубликовано на портале: 15-11-2007
Gheorghe Orzan, Mihail Nora, Iuliana Cetina Theoretical and Applied Economics.. 2007.  Vol. 4. No. 4. P. 47-52. 
In the environment in which a bank functions there are many risk sources that determine the reduction of the profitability. These risk sources must be attentively identified, measured and taken into consideration for the elaboration of a bank’s general strategy of monitoring and disproof of the risks. The risk is generally defined as: the adverse effect that certain distinct incertitude sources exert over the profitability. The measurement of the risk requires that both the incertitude and the potential adverse effect over the profitability be surprised and evaluated.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Опубликовано на портале: 15-11-2007
Alexandra Eremia, Ion Stancu Theoretical and Applied Economics. 2006.  No. 6. P. 23-32. 
The corporations gain a power of influence, unthinkable years ago; they have acquired more and more rights and, in some way, govern the life of billions of peoples and of the earth in general. With every right, comes though the responsibility of the conservation and development of the environment in which the corporations act. The banking system has a major role to play in the evolution of the international framework, given its position on the economic stage. Some important banking groups realized this fact and made important steps in the area. The case study of the Holland banking group ABN AMRO proves the complexity of the introduction of sustainable development in the core of the financial business. The implementation is neither easy nor cheap. It implies essential changes in the bank management, in the way to determine the financial policies, in how to choose the clients, the employees, the suppliers etc. Led in an efficient way, sustainable banking implies innovation, creativity and, implicitly, new gains, through creating new products and opening new markets.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Банковское дело [учебная программа]
Опубликовано на портале: 29-10-2007
Christoph Ruehl
2004
Данный курс пробует скомбинировать два подхода к изучению банковского дела: традиционный подход, применяемый в учебниках будет использован для того чтобы очертить проблемы и желаемые результаты эффективной системы финансового посредничества. А общее понимание, внесенное первым подходом, будет, в свою очередь, использовано как основа для обсуждения политической экономики реформирования финансового сектора на примере России.
Имеются версии данной учебной программы на русском и английском языках.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Бухгалтерский учет в банке [учебная программа]
Опубликовано на портале: 29-10-2007
Евгения Борисовна Зубова
Цель курса: дать представление об организации и методике бухгалтерского учета основных операций банка и его финансовых результатах. Благодаря данному курсу у студентов формируются представления о порядке образования учетной информации по совершаемым операциям, приобретаются профессиональные знания в области применения данных, содержащихся в первичных учетных документах, регистрах и формах бухгалтерской отчетности для оценки ликвидности баланса и краткосрочного прогноза финансовой устойчивости.
Для успешного усвоения предлагаемого материала студентам необходимы базовые знания по следующим дисциплинам: "Экономическая теория","Денежное обращение", "Финансы и кредит", "Банковское дело".
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Опубликовано на портале: 29-10-2007
Cho-Hoi Hui, Chi Fai Lo, Ming Xi Huang Computational Intelligence for Financial Engineering. 2002.  P. 1-7. 
С принятием Базелевского соглашения новой редакции (Базель-2) для многих банков встал вопрос о создании определенного способа оценки так называемого "Риска Дефолта Заемщика". Авторы данной статьи представляют свои разработки в данной области под названием "Оценка риска дефолта заемщика при помощи трех-факторной модели". Данная модель строится на трех факторах, а именно: оценка активов компании, их обязательства и безрисковая ставка процента. Используя средние показатели компаний с различными рейтинговыми позициями, данная модель способна оценить вероятность дефолта потенциального заемщика. В целом, данная модель может быть применена для компаний, прошедших процедуру проверки крупнейших рейтинговых агентств.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Опубликовано на портале: 29-10-2007
Nicolae Dardac, Bogdan Moinescu Theoretical and Applied Economics. 2005.  Vol. 5 (500). P. 41-46. 
The element of absolute novelty brought about by the « Basel II » agreement consists in the multiple approaches that can be used by banks when calculating the capital requirements for loan and operational risk. By implementing the solutions offered by “Basel II”, the Romanian loan-supplying institutions which will choose either the standard approach or the advanced one will be able to use the ratings provided by an external loan evaluation agency that will be set up for this particular purpose. In order to develop such an entity, it is essential to create a rating system based on quantitative analysis that will enable a correct assessment of the probability of non-payment according to the “Basel II” requirements. The tests performed on the models used in the present research study have pointed out the fact that the loan risk quantitative assessment and the setting up of an organization specialized in its external assessment in Romania are both necessary and possible. Taking these opportunities is however conditioned by the creation of an information system that may secure the periodical influx of valid and sufficient data for the adequate methodological calibers, under conditions of autonomy and transparency.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Опубликовано на портале: 29-10-2007
Iuliana Cetina, Mihail Nora Theoretical and Applied Economics. 2007.  No. 1(506). P. 25-32. 
All organizations must settle a price for the services they offer. The price for services is an important element of the marketing mix, being an important income source for the organization. The settlement of a correct price, both for the market and the competition, is a significant element for the sector of financial - banking services. Another important factor to take into consideration is the fact that the banks do not settle only the prices for individual services, but also coordinate their prices for service packages. As the competition in the financial - banking services has intensified, the settlement of correct prices has become an essential element for the marketing strategy. Nevertheless it is important to remind that the price is not a central element. There are other significant grounds, the price being only one of the elements of the marketing mix. Although in Romania many customers may be sensitive in present to the price, as the competition will increase, the quality of the services will become more important to the customers, and the demand will be complex.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Опубликовано на портале: 28-10-2007
Iuliana Cetina, Mihail Nora Theoretical and Applied Economics. 2007.  P. 47-52. 
The creation of new products and services is acknowledged as being a necessity for the development of a company. Furthermore, due to the changes occurred in the banking field, the introduction of new services became for institutions a condition to remain competitive. The banking institutions which intend to be leaders in a domain should take the initiative and introduce new services. In the same measure, there are companies for which the cost of a potential failure is too high and they cannot allow it. They limit to introduce in their offer the products that have been tested on the market and have success among the consumers. This option in the marketing policy of the firm depends on several factors, such as the mission of the organisation, the intended objectives, the dimension and the resources of which it disposes and last but not least the nature of the new proposed service.
ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию