20.500.12556/DKUM-47306 IMPLEMENTACIJA AKORDOV BASEL III V SLOVENSKI BANČNI SISTEM IMPLEMENTATION OF BASEL III REGULATORY FRAMEWORK IN SLOVENIAN BANKING SYSTEM Implementacija globalnih bančnih standardov Basel III je namenjena zagotovitvi stabilnejšega finančnega sistema, ki med drugim skrbi za odgovorno in nemoteno delovanje celotnega gospodarskega sistema. Baselski komite je v odgovor pomanjkljivostim prejšnjih akordov, ter še pomembneje v odgovor posledicam globalne bančne krize predstavil vrsto predlogov, ki celostno obravnavajo področje bančne regulacije. Predstavljene nadgradnje, ter še posebej novosti, ki jih s seboj prinašajo novi akordi pa po drugi strani za banke predstavljajo določene izzive, ki se pojavljajo pri implementiranju predlaganih zahtev. V tem magistrskem delu smo obravnavane akorde predstavili v podobi, kot jih je javnosti predstavil Baselski komite. S tem želimo predstaviti celotno širino novih zahtev, v nadaljevanju pa analizirati aktualno stanje implementacije predlaganih zahtev pri obeh izbranih bankah. Prvi del tega dela se tako nanaša na celostno teoretično predstavitev nadgradenj in novitet akordov Basel III. Drugi del magistrskega dela pa je namenjen predstavitvi in analizi aktualnega stanja implementacije predlogov Baselskega komiteja v vsaki izmed izbranih bank. Vseskozi smo za lažjo navigacijo uporabljali enako zaporedje predstavljenih zahtev, tudi v empiričnem delu pri analizi izbranih bank. Obe poslovni banki, ki poslujeta v slovenskem bančnem sistemu, sta bili izbrani na podlagi primerljivega tržnega deleža skupne bilančne vsote, a z kontrastnim ozadjem lastništva. S tem želimo testirati ne samo dve medsebojno različni banki, temveč poglavitno tudi vlogo izvora lastništva, ter njegov vpliv na stanje implementacije zahtev akordov Basel III. Na podlagi analize, ter kasnejše primerjave podatkov smo prišli do zanimivih rezultatov, ki bralcu omogočajo prikaz stanja že doseženih zahtev pri obeh primerjanih bankah. Introduction of global framework for banking regulation, or as known as Basel III Accords, had its purpose in providing more stable and resilient financial system, which represents foundation for healthy economy. Basel Committee has answered on shortcomings of previous Accords and in addition to the painful lessons from the past global financial crisis, introduced several proposals with problem solving agenda. On the other hand, these presented upgrades and especially novelties from new Accords passed the ball towards the banks, who must now fulfil these requirements for successful implementation of the regulation framework. In this paper, we are presenting the new Accords in integrated way, as they were introduced to the public by the Basel Committee. This approach provides the best way to present the width of the requirements in addition to analysis of the current status of implementation in selected banks. In the first part of the paper, we covered theoretical content with integrated approach, which was later on transferred to empirical part. Throughout this paper we used the same sequence of presented requirements of the new Accords, which allows the reader better navigation and understanding. Second part covers the research, where we analyzed the current status of implementation of the new Accords in two selected commercial banks with comparable balance sheet total. Both banks operate in Slovenian banking system, but have contrast ownership. That allows us to research and compare, not just two different banks, but also the role of the source of ownership and its application to the implementation of the new Accords. The analysis and comparison of the acquired data got us quite interesting results, which allows reader the comprehensive display of current implementation status for both selected banks. Basel III Baselski komite Steber I Steber II Steber III sistemsko pomembne banke likvidnost LCR NSFR kapitalske zahteve likvidnostne zahteve Basel III Basel Committee Pillar I Pillar II Pillar III Globally Systemically Important Banks liquidity LCR NSFR capital requirements liquidity requirements true true false [M. Logar] Slovenski jezik Angleški jezik Magistrsko delo/naloga 2015-02-01 16:09:15 2015-05-18 13:21:51 2022-05-20 03:07:39 2021-05-06 03:25:02 2015 0 Maribor 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 336.71 11987484 URN:SI:UM:DK:R2AEXGXZ MAG_Logar_Matej_2015.pdf MAG_Logar_Matej_2015.pdf 1 374D9E5E59D03EB1F950A156EE9AA96A 4b166f0541192380c42bd77b6126f756494bb7aa6c09a2546dd2624a17a7549e 889eaa65-7c0b-11eb-bb7a-00155d0001ca https://dk.um.si/Dokument.php?lang=slv&id=69935 Ekonomsko-poslovna fakulteta 0 0 0