20.500.12556/DKUM-84807 Obvladovanje tveganj v Silicon Valley Bank Risk management in Silicon Valley Bank V raziskavi smo proučili dejavnike, ki so privedli do propada ameriške Skupine Silicon Valley Bank (Silicon Valley Bank Financial Group – SVBFG). Pokazali smo, kako je neustrezna struktura naložbenega portfelja SVBFG izpostavila veliki meri obrestnega tveganja, prekomerna koncentracija depozitov znotraj ene panoge pa je s seboj prinesla še tveganje koncentracije in likvidnostno tveganje. Vsa ta tveganja niso bila zaznana pravočasno in zato tudi ne ustrezno upravljana, kar je na koncu privedlo do propada SVBFG. Pokazali smo tudi, kako pomanjkljivo in neodločno je bilo ukrepanje s strani regulatorja ter kako je velika javna pozornost, namenjena dogajanju, povzročila zgodovinsko najhitrejši »bank run«. This paper examines the causes of Silicon Valley Bank Financial Group's collapse. We point out how an unstable structure of SVBFG's investment portfolio, together with a highly concentrated depositor base, exposed the Group to great amount of interest rate, concentration, and liquidity risk. Risks were neither uncovered nor adequately managed, which in the end led to the demise of SVBFG. We also point out flaws in the regulatory process, as well as address public attention which fueled the fastest bank run in history. Silicon Valley Bank Silicon Valley Bank Financial Group -SVBFG bančna tveganja upravljanje z bančnimi tveganji bančna regulacija Silicon Valley Bank Silicon Valley Bank Financial Group - SVBFG bank risks bank risk management banking regulation true true false J. Tisaj Slovenski jezik Angleški jezik Diplomsko delo/naloga 2023-07-26 17:03:03 2023-10-05 12:46:17 2023-10-06 03:25:57 0000-00-00 00:00:00 2023 0 Maribor 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 336.71 167160323 UN_Tisaj_Jan_2023.pdf UN_Tisaj_Jan_2023.pdf 1 9C2FAEBB05CA5D91F3823246FD62EB8A 0c7c1020091b686cd178f051210208699bfb302186439f9b60d303a94049a238 befeddd3-463d-11ee-93d5-00155d000105 https://dk.um.si/Dokument.php?lang=slv&id=170636 Ekonomsko-poslovna fakulteta 0 0 0