20.500.12556/DKUM-90495 Mikrobonitetni nadzor bank Microprudential supervision of banks V magistrskem delu preučujemo mikrobonitetni nadzor bank v evropskem bančnem prostoru in s tem tudi v Sloveniji. S pregledom relevantne literature s področja bančnega nadzora se seznanimo z vzroki, ki so poglavitno prispevali k spremembam in modifikacijam evropskega bančnega nadzora po veliki recesiji in dolžniški krizi, in predstavimo baselske standarde na katerih temelji evropska bančna zakonodaja, ter bančno unijo, katere cilj je enotno, preglednejše in varnejše evropsko bančništvo. Ugotovimo, da je enotni mehanizem nadzora temelj učinkovitega in doslednega nadzora nad kreditnimi institucijami v evrskem območju, zato podrobneje predstavljamo razdelitev nalog, njegovo organizacijsko strukturo ter potek odločanja, sodelovanje z drugimi institucijami in organi ter posebnosti pri nadzoru določenih subjektov. Posvetimo se tudi nadzornemu ciklu v okviru enotnega mehanizma nadzora in skupnim postopkom, za katere je pristojna Evropska centralna banka. Ugotovimo, da je proces nadzorniškega pregledovanja in ovrednotenja temelj tekočega ocenjevanja tveganj, notranjega upravljanja ter kapitalskega in likvidnostnega stanja bank in bančnih skupin. Nadzorniki namreč z njegovo pomočjo ocenjujejo tveganja s katerimi se soočajo banke, in preverjajo ali s temi tveganji tudi ustrezno upravljajo. Zaradi njegove pomembnosti podajamo podrobno predstavitev vseh štirih elementov na katerih bazira in predstavitev celotnega procesa od faze priprave do končne odločitve. V empiričnem delu magistrskega dela se posvetimo predstavitvi ključnih tveganj slovenskega bančnega sistema, preverimo pa tudi njegovo odpornost z vidika solventnosti in dobičkonosnosti ter likvidnosti. Slednje podkrepimo s primerjalno analizo kapitalskih in likvidnostnih količnikov v slovenskem bančnem sistemu in drugih državah članicah evrskega območja, pri čemer ugotovimo, da sta tako kapitalska kot likvidnostna ustreznost bank v Sloveniji na visokih ravneh. V zadnjem delu magistrskega dela predstavimo še rezultate procesa nadzorniškega pregledovanja in ovrednotenja za banke v Sloveniji, kjer ugotovimo, da so rezultati iz leta 2023 na splošno pozitivni, saj se je ocena tveganj izboljšala, kapitalska zahteva iz drugega stebra pa znižala. In master thesis we examine the microprudential supervision of banks in the European banking area and thus in Slovenia as well. By reviewing the relevant literature in the field of banking supervision, we get acquainted with causes that mainly contributed to the changes and modifications of European banking supervision after the great recession and debt crisis and present the Basel standards on which the European banking legislation is based, as well as the banking union, the goal of which is a single, more transparent and safer European banking. We conclude that the Single Supervisory Mechanism is the basis for effective and consistent supervision of the credit institutions in the euro area, therefore we present in more detail the distribution of tasks, its organizational structure and decision-making process, cooperation with other institutions and authorities, as well as peculiarities in the supervision of certain entities. We also focus on supervisory cycle within the Single Supervisory Mechanism and common procedures for which the European Central Bank is competent. We conclude that the Supervisory Review and Evaluation Process is the basis for the ongoing assessment of supervised risks, governance arrangements and capital and liquidity situation of banks and banking groups. With its help, supervisors assess the risks banks face and check that banks are equipped to manage those risks properly. Due to its importance, we provide a detailed presentation of all four elements on which it is based and a presentation of the entire process from the preparation phase to the final decision. In the empirical part of the master's thesis, we focus on presenting the key risks of the Slovenian banking system, and we also check its resilience from the solvency and profitability, as well as liquidity viewpoint. The latter is supported by a comparative analysis of capital and liquidity ratios in the Slovenian banking system and other member states of the euro zone, where we find that both the capital and liquidity adequacy of banks in Slovenia are at high levels. In the last part of the master's thesis, we also present the results of the Supervisory Review and Evaluation Process for banks in Slovenia, where we find that the results from 2023 were positive in general, the risk assessment having improved, and the Pillar 2 capital requirements having declined. mikrobnitetni nadzor enotni mehanizem nadzora razdelitev nalog med ECB in pristojnimi nacionalnimi organi proces nadzorniškega pregledovanja in ovrednotenja kapitalska in likvidnostna ustreznost. microprudential supervision Single Supervisory Mechanism distribution of tasks between the ECB and the national competent authorities Supervisory Review and Evaluation Process capital and liquidity adequacy. true true false M. Skrbinšek Slovenski jezik Angleški jezik Magistrsko delo/naloga 2024-09-05 15:03:33 2024-11-29 10:41:25 2024-11-30 03:14:33 0000-00-00 00:00:00 2024 0 Maribor 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 336.711 217005827 Magistrsko_delo-KONCNA_VERZIJA_ZA_DKUM.pdf Magistrsko_delo-KONCNA_VERZIJA_ZA_DKUM.pdf 1 9DAE85928DF01D80645745FC18A108AB 39b90bc10329f38efa0676ba6044ff18a390c7a14b7fbff89638462b2592513f 581128f9-adb7-11ef-88e2-00155d000105 https://dk.um.si/Dokument.php?lang=slv&id=187009 Ekonomsko-poslovna fakulteta 0 0 0