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1
Popovyčová, Alexandra. "Hodnocení výkonnosti a postavení podnikatelského subjektu na bankovním trhu." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2019. http://www.nusl.cz/ntk/nusl-402002.
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This thesis focuses on the evaluation of Air Bank a.s. on the market and contains a comparison of the bank with its competitors. Furthermore, the assessment uses selected indicators of financial analysis which take into account the specifics of banking. Based on the data obtained from the evaluation, the paper provides recommendations to improve the current economic situation of the bank.
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Махмудов, А. М., and A. M. Mahmudov. "Формирование финансовой стратегии банка на депозитарном рынке : магистерская диссертация." Master's thesis, б. и, 2020. http://hdl.handle.net/10995/94203.
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Актуальность выбора данной темы исследования обусловлена огромной ролью вкладов (депозитов) в формировании ресурсов банка и необходимостью грамотного подхода в области управления привлеченными ресурсами в целях удержания банком своих рыночных позиций в конкурентной борьбе, а также расширения и освоения новых сегментов рынка. Ориентация на успешное функционирование любой организации в долгосрочной перспективе обусловливает необходимость определения ее стратегического потенциала, степени и направлений его использования и способности адаптироваться к изменяющемуся поведению элементов внешней среды. В первой главе работы рассматриваются теоретические аспекты разработки финансовой стратегии банка. Во второй главе описан анализ стратегических ориентиров ПАО «ВТБ Банк» на депозитном рынке. В заключительной части разработаны направления совершенствования финансовой стратегии банка в сфере депозитного обслуживания клиентов. Цель магистерской диссертации – исследовать теоретические основы формирования финансовой стратеги коммерческого банка, проанализировать стратегические ориентиры ВТБ на депозитном рынке и предложить направления их совершенствования. Для реализации поставленной цели поставлены и реализованы следующие задачи: - рассмотреть теоретические аспекты разработки финансовой стратегии, охарактеризовать ее содержание и особенности; выявить цели, задачи и этапы разработки финансовой стратегии организации; определить методические основы анализа результатов реализации финансовой стратегии организации; проанализировать влияние факторов внешней и внутренней среды на депозитную политику банка; провести ретроспективный анализ деятельности ПАО «ВТБ Банк» на депозитном рынке; определить стратегические ориентиры ВТБ в сфере депозитного обслуживания клиентов; внести предложения по разработке мероприятий по привлечению средств и продаже депозитов населению; предложить инновационную финансовую стратегию в сфере оказания депозитных услуг и определить экономический эффект предложенных мероприятий. Предметом исследования является финансовая стратегия банка в области привлеченных средств. Объектом исследования является ПАО «ВТБ Банк». Научная новизна исследования отражает индивидуальный подход к изучению проектирования алгоритма разработки финансовой стратегии банка. Практическая значимость исследования состоит в возможности применения предложенных мероприятий в деятельности банка, с целью разработки основ формирования, реализации и оценки депозитной политики коммерческого банка.The relevance of the choice of this research topic is due to the huge role of deposits in the formation of the bank's resources and the need for a competent approach in the management of attracted resources in order to keep the bank of its market positions in the competition, as well as to expand and develop new market segments. Orientation on the successful functioning of any organization in the long term necessitates determining its strategic potential, the extent and directions of its use and the ability to adapt to the changing behavior of elements of the external environment. The first chapter of the work examines the theoretical aspects of developing a financial strategy for a bank. The second chapter describes the analysis of the strategic guidelines of PJSC "VTB Bank" in the deposit market. In the final part, the directions for improving the financial strategy of the bank in the field of customer deposit services were developed. The purpose of the master's thesis is to explore the theoretical foundations of the formation of a financial strategy of a commercial bank, to analyze the strategic guidelines of VTB in the deposit market and to propose directions for their improvement. To achieve this goal, the following tasks have been set and implemented: to consider the theoretical aspects of developing a financial strategy, to characterize its content and features; to identify the goals, objectives and stages of developing the financial strategy of the organization; determine the methodological basis for analyzing the results of the implementation of the financial strategy of the organization; to analyze the influence of factors of the external and internal environment on the bank's deposit policy; to conduct a retrospective analysis of the activities of PJSC "VTB Bank" in the deposit market; to define strategic guidelines for VTB in the field of customer deposit services; make proposals for the development of measures to raise funds and sell deposits to the population; to propose an innovative financial strategy in the field of providing deposit services and to determine the economic effect of the proposed measures. The subject of the research is the bank's financial strategy in the field of attracted funds. The object of the research is PJSC "VTB Bank". The scientific novelty of the research reflects an individual approach to the study of the design of the algorithm for the development of the financial strategy of the bank. The practical significance of the study lies in the possibility of applying the proposed measures in the activities of the bank in order to develop the foundations for the formation, implementation and assessment of the deposit policy of a commercial bank.
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SILVA, RAFAEL RIBEIRO MADEIRA DA. "THE IMPACT OF BASEL III LIQUIDITY REQUIREMENTS ON BANK LIQUIDITY MANAGEMENT." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2018. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33568@1.
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Este trabalho analisa o impacto dos requerimentos de liquidez da Basiléia III na gestão de liquidez dos bancos. A partir de uma base de dados que engloba bancos de todos os países signatários do Comitê de Basiléia III, foram definidos indicadores de liquidez bancária com base nas práticas utilizadas na literatura econômica e que busquem servir de proxies aos indicadores propostos pelo Comitê. Foram então verificados os cronogramas de implementação dos novos requerimentos de liquidez estabelecido por cada país. Acompanhou-se, então, a evolução dos indicadores de liquidez antes e depois do novo requerimento de liquidez instituído pelo Comitê. Foi observado alta estatisticamente relevante nas proxies de liquidez de curto prazo. Por outro lado, o resultado das regressões que buscam acompanhar a evolução de liquidez de longo prazo demonstraram quedas estatisticamente significativas.This paper analyzes the impact of Basel III liquidity requirements on banks liquidity management. Indicators of bank liquidity were defined based on the practices used in the economic literature and that seek to serve as proxies to the indicators proposed by the Committee. Database was built including banks from all countries that are signatories to the Basel III Committee. The timelines for implementation of the new liquidity requirements established by each country were then verified. The evolution of the liquidity indicators before and after the new liquidity requirement established by the Committee was followed. A statistically significant elevation was observed in short-term liquidity proxies. On the other hand, the result of the regressions that seek to follow the evolution of long-term liquidity showed statistically significant declines.
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Schmaltz, Christian. "A quantitative liquidity model for banks." Wiesbaden : Gabler, 2009. http://d-nb.info/996419934/04.
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Meder, Anthony Alan. "SFAS 115, Bank Balance Sheet Liquidity and Loan Growth." The Ohio State University, 2011. http://rave.ohiolink.edu/etdc/view?acc_num=osu1312309973.
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Willershausen, Gerold [Verfasser]. "European Sovereign Bond Liquidity and Central Bank Interventions. / Gerold Willershausen." Berlin : Duncker & Humblot GmbH, 2020. http://d-nb.info/1238497012/34.
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Mahdavi, Ardekani Seyed Aref. "Essays on bank network characteristics : implications for bank capital and liquidity regulation and for monetary policy." Thesis, Limoges, 2019. http://www.theses.fr/2019LIMO0004.
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L'objectif de cette thèse est de fournir une évaluation de l'importance des caractéristiques du réseau bancaire pour expliquer la prise de décision des banques soumises à différents scénarios de politiques macroprudentielles et monétaires. Cette thèse examine donc les implications de la topologie des réseaux interbancaires pour la réglementation du capital et de la liquidité des banques et pour les politiques monétaires. Le premier chapitre examine comment les banques définissent leurs ratios de liquidité en fonction de la topologie de leur réseau sur le marché interbancaire. Nos résultats montrent que la prise en compte les connexions bancaires au sein d'un réseau améliore significativement les modèles de liquidité traditionnels. De plus, nous montrons que les banques fixent un ratio de liquidité plus bas lorsqu'elles ont un accès plus facile au marché interbancaire. Nos résultats soulignent également que le comportement en termes de liquidité des banques de tailles différentes ou des banques opérant dans différents systèmes bancaires pourrait varier en fonction de leurs positions interbancaires locales ou à l'échelle du système. Le deuxième chapitre analyse la réaction des prix des actions des banques aux annonces de politiques monétaires en fonction de leur position sur le marché interbancaire. Nos résultats montrent que la prise en compte de la manière dont les banques sont liées au sein d’un réseau contribue à l’explication de la réaction des prix de leurs actions à l’annonce des politiques monétaires. Nos résultats suggèrent qu'une position de réseau solide à l'échelle du système augmente les réactions positives à de telles annonces de politiques, alors qu'une position de réseau locale forte les réduit. Le troisième chapitre examine comment les effets de substitution de la liquidité sur le capital sont influencés par la position de la banque sur le marché interbancaire. Nous montrons que l’effet de substitution de la liquidité sur le capital est atténué si les banques sont fortement interconnectées dans le réseau interbancaire. Nos résultats suggèrent qu'en période de crise, les grandes banques non liquides détiennent un ratio de fonds propres élevé uniquement lorsqu'elles occupent une position faible sur le réseau interbancaire au niveau local ou à l'échelle du système, tandis que les petites banques non liquides renforcent leur solvabilité lorsqu'elles comptent un plus grand nombre d'emprunteurs directsThe aim of this dissertation is to provide an evaluation of the importance of the bank network characteristics in explaining bank decision making under different macroprudential and monetary policy scenarios. This study examines, therefore, the implication of interbank network topology for bank capital and liquidity regulation and for monetary policies. The first chapter investigates how banks set their liquidity ratios depending on their network topology in the interbank market. Our results show that incorporating bank connections within a network adds value to traditional liquidity models. Moreover, we show that banks set lower liquidity ratios when they have easier access to the interbank market. Our findings also highlight that liquidity behavior of banks with different size, or banks that are operating in different banking sectors could vary depending on their local or system-wide interbank positions. The second chapter analyses the reaction of bank stock prices to the announcements of monetary policies depending on their position on the interbank market. Our results show that taking into account the way that banks are linked to each other within a network adds value to explain bank stock prices reaction to the announcement of monetary policies. Our findings suggest that strong system-wide network position increases the positive reactions to such policy announcements while strong local network position reduces them. The third chapter examines how the substitution effect of liquidity on capital are influenced by bank network position on the interbank market. We show that the substitution effect of liquidity on capital is dampened if banks are strongly interconnected in the interbank network. Our findings suggest that during crisis periods, illiquid large banks set higher capital ratio only when they have a weak local or system-wide position on the interbank network while illiquid small banks strengthen their solvency when they have a higher number of direct borrowers in that network
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Islam, Qamarullah Bin Tariq. "Financial liberalisation, bank excess liquidity and lending : a bank-level study for the economy of Bangladesh." Thesis, University of Glasgow, 2016. http://theses.gla.ac.uk/7271/.
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One of the main aims of financial liberalisation was to increase banking sector competition. Different policies were prescribed for this with one of the ultimate objectives being that banks would be able to lend without any constraint. If banks are able to lend their deposits fully then there will be no excess liquidity in the banking sector; even a significant increase of lending will imply reduction in excess liquidity. However, it is observed that although the process of financial liberalisation started around the early 1990s for most of the developing economies, still there is substantial excess liquidity problem in the banking sector in these countries, including Bangladesh. This study examined the possible reasons for excess liquidity and lending in Bangladesh using bank-level data of 37 banks for the period of 1997-2011 applying panel estimation methods. The first empirical chapter analysed how financial liberalisation affected the excess liquidity situation in banks. The second chapter examined how excess liquidity was related with business cycle and the recent financial crisis. The final empirical chapter looked at how financial liberalisation was related to lending. One key contribution of this study is that it applied an index of financial liberalisation to identify the process and its effect more comprehensively. Another important contribution of this research is to see if there were any definite patterns for different bank typologies. To address this, four bank-specific characteristics of ownership, size, mode of operation and age were used. Financial liberalisation was found to have significant positive relationship with excess liquidity as well as for lending for all types of banks. It was also observed that business cycle had a significant positive impact on excess liquidity. However less significant relationship between the financial crisis and excess liquidity showed the resilience of the banking sector in Bangladesh during the crisis. When bank-specific characteristics were analysed, the results showed that public banks had higher growth of excess liquidity and lower lending than private banks and new banks had lower growth of excess liquidity and higher lending than old banks. No definite differences could be observed between Islamic and conventional banks. It was also observed that public banks acted less procyclically than the private banks while large and new banks acted more procyclically than their counterparts. For the recent financial crisis, it is concluded that large and new banks had more excess liquidity than their counterparts while other typologies were found to be indifferent. Analysis of significant positive impact of financial liberalisation on both lending and excess liquidity suggested that prudent lending by banks to avoid loan default in the face of increased risk was a key for this parallel movement. Differences in interest rate according to bank-specific characteristics are found to be influential for the significant variations according to bank typologies.
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Malinowska, Magdalena. "Liquidity risk in periods of intensive information flow." Münster Verl.-Haus Monsenstein & Vannerdat, 2008. http://d-nb.info/992651093/04.
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Zeranski, Stefan. "Liquidity at risk zur Steuerung des liquiditätsmässig-finanziellen Bereiches von Kreditinstituten /." Chemnitz : GUC, Verl. der Ges. für Unternehmensrechnung und Controlling, 2005. http://www.guc-online.de/index_35.html.
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Fruth, Antje [Verfasser], and Peter [Akademischer Betreuer] Bank. "Optimal order execution with stochastic liquidity / Antje Fruth. Betreuer: Peter Bank." Berlin : Universitätsbibliothek der Technischen Universität Berlin, 2011. http://d-nb.info/1014946697/34.
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van, Schalkwyk Garth. "Mathematical models for optimal management of bank capital, reserves and liquidity." University of the Western Cape, 2019. http://hdl.handle.net/11394/6643.
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Philosophiae Doctor - PhDThe aim of this study is to construct and propose continuous-time mathematical models for optimal management of bank capital, reserves and liquidity. This aim emanates from the global financial crisis of 2007 − 2009. In this regard and as a first task, our objective is to determine an optimal investment strategy for a commercial bank subject to capital requirements as prescribed by the Basel III Accord. In particular, the objective of the aforementioned problem is to maximize the expected return on the bank capital portfolio and minimize the variance of the terminal wealth. We apply classical tools from stochastic analysis to achieve the optimal strategy of a benchmark portfolio selection problem which minimizes the expected quadratic distance of the terminal risk capital reserves from a predefined benchmark. Secondly, the Basel Committee on Banking Supervision (BCBS) introduced strategies to protect banks from running out of liquidity. These measures included an increase of the minimum reserves that the bank ought to hold, in response to the global financial crisis. We propose a model to minimize risk for a bank by finding an appropriate mix of diversification, balanced against return on the portfolio. Thirdly and finally, in response to the financial crises, the Basel Committee on Banking Supervision (BCBS) designed a set of precautionary measures (known as Basel III) for liquidity imposed on banks and one of its purposes is to protect the economy from deteriorating. Recently, bank regulators wanted banks to depend on sources such as core deposits and long-term funding from small businesses and less on short-term wholesale funding.
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Lynch, Bryan. "The Effect of Gender Diversity on Liquidity Risk and Bank Performance." Scholarship @ Claremont, 2018. http://scholarship.claremont.edu/cmc_theses/1856.
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The value add of gender diversity in the financial services industry has been overlooked. From providing capital for businesses to financing mortgages, it goes without question that financial institutions play a most critical role in the function of the economy. Our study poses a potential solution for managing the immense responsibility of these entities. The financial crisis of 2008 awakened the public to the high levels of risk that banks endure in the practice of their business. Banks often rely on a liquidity cushion in order to mitigate the risk of financial distress. Liquidity consists of the cash and other liquid assets that banks retain for times of unexpected demands for cash. Financial institutions often vary in their levels of liquidity due to different risk tolerances and appetites for return. This thesis contributes to existing literature by looking into the role that gender diverse boards play in managing liquidity risk and its transparent effect on bank performance. Through an analysis of seventy-four global, regional, small, mid and large cap commercial banks, we concluded that increased gender diversity results in increased liquidity and decreased risk to bank assets. In the process, we also test the effect of increased liquidity on bank performance, as it would likely be a concern for shareholders
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Hanzálek, Michal. "Řízení likvidity bank a ostatních finančních institucí." Master's thesis, Vysoká škola ekonomická v Praze, 2017. http://www.nusl.cz/ntk/nusl-359691.
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Diploma thesis focuses on liquidity risk management of commercial banks in the Czech banking market in 2002-2015. This main goal is achieved through a comprehensive analysis within a framework that uses several different methods. A theoretical framework for bank liquidity management is drawn up for a theoretical evaluation, summary of the current literature and a summary of the regulatory framework including the newly introduced Basel III requirements and indicators is put together. The research part is focused on assessing the development and current state of liquidity of Czech banks by analyzing of liquidity ratios and regression analysis of panel data. The level of liquidity and the size of the liquid pillow is judged to be sufficient and stable from the results of the individual analyses. The net position of Czech banks on the interbank market on an international scale also reflects a good level of liquidity. The major determinants of Czech bank liquidity in the period under review were mainly capital adequacy, bank size, loan portfolio quality, growth rate of GDP and interest rates.
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Green, Isaac. "The Effects of Federal Reserve Liquidity Facilities On Inter-Bank Borrowing Rates." Oberlin College Honors Theses / OhioLINK, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=oberlin1370595991.
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Schellekens, Philip. "Making monetary policy : caution, conservatism and the public supply of liquidity." Thesis, London School of Economics and Political Science (University of London), 2000. http://etheses.lse.ac.uk/1583/.
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This dissertation offers two perspectives on the making of monetary policy under uncertainty. The first two chapters examine the consequences of uncertainty for the macroeconomic function of the central bank - the stabilisation of macroeconomic variables of interest around socially desirable targets. The third chapter examines the consequences of uncertainty for the central bank's microeconomic function - the public supply of liquidity. The first chapter asks whether society benefits from the delegation of monetary policy to cautious and conservative central bankers. We offer a critical view on the delegation literature and relax seemingly innocuous assumptions about uncertainty and preferences. First, caution improves credibility but does not obviate the need for central-bank conservatism. Second, previous models of delegation have focused on suboptimal forms of conservatism. We derive optimal concepts of conservatism that mitigate, or eliminate, any residual problem of credibility. Third, we rationalize why credible monetary policy may be conducive to stable inflation and output. The second chapter examines the implications of instrument uncertainty for optimal monetary policy following the introduction of non-quadratic preferences. We investigate both symmetric and asymmetric preferences and discuss the consequences for caution, gradualism and the optimal delegation of monetary policy. The third chapter examines the microeconomic role of the central bank. We develop a rationale for the provision of public liquidity based on an incomplete contracting framework. The model illustrates to what extent wealth-constrained entrepreneurs are leveraged by collateralized debt contracts and examines the consequences of costly collateral liquidation and aggregate asset price uncertainty for the provision of external finance.
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Tasic, Nikola. "Financial intermediation and economic growth bank credit maturity and Its determinants /." unrestricted, 2007. http://etd.gsu.edu/theses/available/etd-11302007-000122/.
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Thesis (Ph. D.)--Georgia State University, 2007.Title from file title page. Neven T. Valev, committee chair; Sally Wallace, Vassil T. Mihov, Felix K. Rioja, Shiferaw Gurmu, committee members. Electronic text (105 p. : ill.) : digital, PDF file. Description based on contents viewed June 19, 2008. Includes bibliographical references (p. 98-104).
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Movshyn, Ludmilla. "Key risk indicators im Management operationeller Risiken." Frankfurt am Main Bankakad.-Verl, 2004. http://deposit.ddb.de/cgi-bin/dokserv?id=2650676&prov=M&dok_var=1&dok_ext=htm.
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Cooper, David J. "Liquidity of depository institutions and the use of federal home loan bank advances." Honors in the Major Thesis, University of Central Florida, 1999. http://digital.library.ucf.edu/cdm/ref/collection/ETH/id/56.
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This item is only available in print in the UCF Libraries. If this is your Honors Thesis, you can help us make it available online for use by researchers around the world by following the instructions on the distribution consent form at http://library.ucf.edu/Systems/DigitalInitiatives/DigitalCollections/InternetDistributionConsentAgreementForm.pdf You may also contact the project coordinator, Kerri Bottorff, at kerri.bottorff@ucf.edu for more information.Bachelors
Business Administration
Finance
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Mendes, Arthur Galego. "Central bank balance sheet concerns and credible optimal escape from the Liquidity trap." reponame:Repositório Institucional do FGV, 2013. http://hdl.handle.net/10438/11285.
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I show that when a central bank is financially independent from the treasury and has balance sheet concerns, an increase in the size or a change in the composition of the central bank's balance sheet (quantitative easing) can serve as a commitment device in a liquidity trap scenario. In particular, when the short-term interest rate is up against the zero lower bound, an open market operation by the central bank that involves purchases of long-term bonds can help mitigate the deation and a large negative output gap under a discretionary equilibrium. This is because such an open market operation provides an incentive to the central bank to keep interest rates low in future in order to avoid losses in its balance sheet.
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Olek, Caitlin Rose. "Measures of Bank Performance, Liquidity Risk and Their Relationship with Farm Income Volatility." Thesis, North Dakota State University, 2016. https://hdl.handle.net/10365/28043.
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The objective of this paper is to analyze the impact of farm-level risk on bank
performance in the state of North Dakota. Farm-level risk has been quantified into a single
measure of the volatility of net farm income. Bank performance was examined through two
profitability ratios, ROE and ROA, as well as a measure of liquidity risk, the financing gap ratio.
Using random effects regression model, relationships between performance measures and bankspecific,
agricultural and macroeconomic variables were examined. Panel data from banks and
farms in North Dakota for the years 2005-2014 were included. Each type of variable showed
significance to performance ratios indicating meaningful relationships with internal factors and
macroeconomic factors alike. Results also showed that variability in business operations of bank
financed companies is also relevant to bank performance. Continued risk management within
financial institutions is vital to maintaining or increasing performance.
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Artzer, Steven P. "Does a "liquidity trap" exist today (2009) and does it matter." Thesis, Manhattan, Kan. : Kansas State University, 2009. http://hdl.handle.net/2097/2280.
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Movshyn, Ludmilla. "Key risk indicators im Management operationeller Risiken /." Frankfurt am Main : Bankakad.-Verl, 2005. http://deposit.ddb.de/cgi-bin/dokserv?id=2650676&prov=M&dok_var=1&dok_ext=htm.
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Bisagni, Elena. "The overnight interbank market in the U.S. and in the Euro area /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2002. http://wwwlib.umi.com/cr/ucsd/fullcit?p3064476.
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Maksimenko, Tatiana. "Lending relationships and liquidity insurance value of bank credit lines| Evidence from loan spreads." Thesis, City University of New York, 2014. http://pqdtopen.proquest.com/#viewpdf?dispub=3601933.
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Bank lending processes and lending relationships involve two aspects, the provision of liquidity via lines of credit and the production of information via monitoring. To access the existing credit line, a borrower must be in compliance with financial covenants. When violations occur, access becomes conditional upon the bank’s willingness to accommodate the customer. The bank values its reputation as an accommodating lender and views a decision regarding credit line access restrictions as a trade-off between reputational and financial capital. Since imposing restrictions on a more loyal borrower causes greater reputational damage, a bank’s “willingness” to accommodate increases in the strength of the relationship with its borrower. This is the first channel through which relationships have effect. To the extent that lending also involves monitoring, relationships allow a bank to build an exploitable information advantage. This is the second channel. Most credit lines are monitored, making it difficult to isolate the effects of these two channels. I identify commercial paper backup lines of credit as loans that provide liquidity, but do not involve information production and use them to construct two measures of relationship strength that capture the extent of bank’s willingness to provide liquidity (T-intensity ) and the bank’s information advantage (I-intensity ). To make sharper inferences concerning the effect of willingness, I control for a bank’s reliance on core deposits as a measure of “ability” to provide liquidity. I find that loan spreads decrease in T-intensity for firms without public equity. Thus, for such firms, credit lines have liquidity insurance value and it increases with relationship strength. I also find that loan spreads increase in I-intensity for all firms, suggesting that banks are successful at exploiting their information advantage (i.e. “holding up” borrowers). My findings imply that for relatively opaque borrowers, relationships have value even in the absence of private information production.
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Roulet, Caroline. "Empirical essays on bank liquidity creation and maturity transformation risk : implications for prudential regulation." Limoges, 2011. http://aurore.unilim.fr/theses/nxfile/default/b168517c-96a8-4ac3-be53-f2cd6d9fdd5c/blobholder:0/2011LIMO1006.pdf.
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The objective of this thesis is to analyze the advantages of adding liquidity standards in the current banking regulatory framework to strengthen bank stability. Chapter 1 reviews the existing literature and presents stylized facts focusing on the extent of banks’ liquidity creation and maturity transformation risk. The chapter also investigates the sensitivity of maturity transformation risk to several factors depending on banks’ business models. The findings raise several challenges for both banks and regulators to improve the profile of banks’ maturity transformation risk. Chapter 2 examines whether the introduction of a liquidity measure as defined in the Basel III accords can contribute to improve the prediction of bank financial distress. The results show that the Basel III net stable funding ratio adds predictive value to models relying on liquidity ratios from the CAMELS approach to explain bank default probability. The findings support the need to improve the definition of liquidity to predict bank financial distress. Chapter 3 investigates the relationship between bank capital buffer and liquidity. The purpose is to examine whether banks maintain or strengthen their capital buffer when they face lower liquidity. The empirical investigation supports the need to implement minimum liquidity ratios concomitant to capital ratios, as stressed by the Basel Committee; however, the findings raise challenges for regulators with regard to the need to further L’objectif de cette thèse est d’analyser les avantages de compléter le cadre règlementaire par des contraintes sur la gestion de la liquidité afin de renforcer la stabilité financière des banques. Dans le chapitre 1, nous effectuons une revue de la littérature et présentons des faits stylisés pour mettre en évidence l’ampleur de la création de liquidité et l’exposition des banques au risque de transformation. Nous considérons également la sensibilité du risque de transformation à différents facteurs en fonction de l’orientation des activités des banques. Nos résultats suggèrent de nombreuses réflexions pour les banques et les régulateurs afin d’améliorer le profil d’exposition des firmes bancaires à ce risque. Dans le chapitre 2, nous examinons dans quelle mesure l’introduction de ratios de liquidité comme définis par les accords de Bâle III contribue à améliorer la prédiction de la détérioration de la situation financière des banques. Nous montrons que le « net stable funding ratio » comme défini par les accords de Bâle III améliore le pouvoir explicatif des modèles incluant uniquement les ratios de liquidités CAMELS pour expliquer la probabilité de défaut des banques. Dans le chapitre 3, nous étudions la relation entre l’excès de capital et la liquidité des banques. Nous examinons dans quelle mesure les banques maintiennent ou renforcent leur excès de capital lorsque qu’elles sont davantage exposées au risque de liquidité. Nos résultats mettent en évidence le besoin d’instaurer des exigences pour maintenir des ratios minimum de liquidité en plus de celles sur les ratios de capitaux, comme préconisé par le Comité de Bâle. Nos résultats suggèrent différentes questions relatives au besoin de mieux clarifier comment définir et mesurer l’illiquidité des banques et aussi comment considérer les très grandes banques qui se comportent différemment des plus petites.
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Ho, Joseph. "Modelling bank customers' behaviour using data warehouses and incorporating economic indicators." Thesis, University of Edinburgh, 2002. http://hdl.handle.net/1842/23052.
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Tasic, Nikola. "Financial Intermediation and Economic Growth: Bank Credit Maturity and Its Determinants." Digital Archive @ GSU, 2008. http://digitalarchive.gsu.edu/econ_diss/47.
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This dissertation is an investigation into one of the important functions of the banking system: to transform short-term liquid deposits into long-term illiquid financial assets that can fund long gestation activities and, thus, raise the rate of economic growth. To investigate this function empirically, the dissertation uses two new data sets on the maturity of bank credit to the private sector. First data set contains yearly observations covering 74 countries during the period from about 1990 to 2005, while the second data set contains quarterly observations covering 14 transition countries from about 1995 to 2006. Using the data on a broad set of countries, the dissertation shows that economic growth is enhanced in countries where the financial system extends more long-term credit. This finding is the first empirical confirmation of the theoretical predictions regarding the liquidity transformation function of banks. Furthermore, using the same data set, the dissertation shows that credit maturity depends on a number of institutional and economic factors. The determinants of credit maturity have an impact on economic growth via their influence on the availability of long-term external financing. Credit maturity is longer in countries with strong legal institutions, with low inflation, with deeper financial markets, and with schemes for sharing credit information between financial institutions. From a policy perspective, the institutions for sharing credit information probably present the most interest because their establishment is a policy choice. Findings from the broad set of countries are confirmed in the second data set using several definitions of maturity. Additional results from the second data set suggest that credit maturity is longer in countries at the higher level of economic development, with less liquid stock markets, and with more privately owned domestic banks. Furthermore, the results suggest that credit information sharing mechanisms lengthen the maturity of credit if credit information sharing institutions are privately owned or have greater quality of information.
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Sorokina, Nonna Y. "BANK CAPITAL AND THEORY OF CAPITAL STRUCTURE." Kent State University / OhioLINK, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=kent1402795531.
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Kudinova, Julija. "Likvidumo rizikos valdymas komerciniame banke „AS UNICREDIT BANK“ pavyzdžiu." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2012. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2012~D_20120723_105005-24213.
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Esant sudėtingai ekonominei situacijai verslo rizikos įvertinimas ir valdymas tampa aktualia problema. Nestabilumas reikalauja nuolatinio dėmesio banko likvidumo vertinimui ir valdymui. Sudėtingėjant ekonominėms sąlygoms, likvidumo rizikos valdymas negali būti izoliuotas procesas. Magistro darbe išanalizuoti ir susisteminti Lietuvos ir užsienio autorių darbai likvidumo rizikos valdymo temomis. Apibendrinami esminiai likvidumo rizikos vertinimo ir valdymo metodai bei principai. Atlikta mokslinės literatūros analizė bei kiekybinis rezultatų vertinimas. Teorinėje ir praktinėje dalyse siekiama apibrėžti likvidumo riziką ir jos valdymo strategijas komerciniame banke, įvertinti likvidumo rizikos valdymą konkretaus banko pavyzdžiu. Atlikta „AS UniCredit Bank“ likvidumo rizikos analizė, vertinimas pagal nustatytus normatyvus bei testavimas nepalankiomis sąlygomis pagal tris galimus scenarijus. Mokslinės literatūros analizė bei kiekybinis rezultatų vertinimas iliustruotas lentelėmis ir paveikslais. Pasiūlytos likvidumo vertinimo ir valdymo metodų tobulinimo kryptys. Darbą sudaro 8 dalys. Darbo apimtis – 54 p. teksto be priedų, 3 iliustr., 15 lent., 38 bibliografiniai šaltiniai. Atskirai pridedami darbo priedai.The business risk assessment and management is becoming important problem in a difficult economic situation. Instability requires constant attention to liquidity measurement and management. Due to Complexity of economic conditions, liquidity risk management process can not be isolated. Liquidity risk management topics of Lithuanian and foreign authors are analyzed and structured in Master’s work. The essential liquidity risk measurement and management methods and principles are summarized. An analysis of scientific literature and quantitative evaluation of the results is performed. The theoretical and practical parts define liquidity risk ant risk management strategies in a commercial bank, the liquidity risk management model for a particular bank is assessed. AS UniCredit Bank's liquidity risk analysis, assessment according to established standards and testing in adverse conditions, according to three scenarios was performed. The scientific literature analysis and quantitative evaluation of the results is illustrated by tables and pictures. Trends of The liquidity measurement and management of development are suggested. The work consists of 8 parts. Work size - 54 p. without appendixes, 3 pictures., 15 tables., 38 references. Appendixes included separately.
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Hilmersson, Markus. "A Study Evaluating the Liquidity Risk for Non-Maturity Deposits at a Swedish Niche Bank." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-273594.
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Since the 2008 financial crisis, the interest for the subject area of modelling non-maturity deposits has been growing quickly. The area has been widely analysed from the perspective of a traditional bank where customers foremost have transactional and salary deposits. However, in recent year the Swedish banking sector has become more digitized. This has opened up opportunities for more niche banking actors to establish themselves on the market. Therefore, this study aims to examine how the theories developed and previously used in modelling liquidity volumes at traditional banks can be used at a niche bank focused on savings and investments. In this study the topics covered are short-rate modelling using Vasicek's model, liquidity volume modelling using SARIMA and SARIMAX modelling as well as liquidity risk modelling using an approach developed by Kalkbrener and Willing. When modelling the liquidity volumes the data set was divided depending on account and customer type into six groups, for four out of these the models had lower in and out of set prediction errors using SARIMA models for only two of the six models were there improvements made to the in and out of set prediction error using SARIMAX models. Finally, the resulting minimization of liquidity volume forecasting 5 years in the future gave reasonable and satisfactory results.Sedan finanskrisen 2008 har intresset kring ämnesområdet gällande modellering av inlåningsvolymer utan en kontrakterad förfallodag ökat snabbt. Området har analyserats i stor utsträckning från perspektivet av en traditionell bank där kunder har framförallt transaktions- och lönekonton. De senaste åren har den Svenska banksektorn blivit mer digitaliserad. Detta har öppnat upp möjligheter för nischbanker att etablera sig på marknaden. Därför ämnar denna studie att undersöka hur teorier som har utvecklats och tidigare använts på traditionella banker för att modellera likviditetsvolymer kan användas på en nischbank som är fokuserad på sparande och investeringar. I denna studie modelleras korträntor med Vasicek's modell, likviditetsvolymer med SARIMA och SARIMAX modeller och likviditetsrisk med en modell utvecklad av Kalkbrener och Willing. För modelleringen av likviditetsvolymer delades likviditetsdatan upp i sex grupper baserat på konto- och kund typ. För fyra av dessa data set gav SARIMA-modeller lägre prediktionsfel och endast för två av de sex grupperna gav SARIMAX-modeller bättre resultat. Slutligen så gav den resulterande minimeringen av nödvändiga likviditetsvolymer på en 5 årig horisont rimliga och tillfredsställande resultat.
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Ayaydin, Hande. "Liquidity Tisk In Banking Sector: A Ratio Analysis Applied To Turkish Commercial Banks." Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/2/12605193/index.pdf.
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The financial crises and bank runs in the past decade increased attention to the financial systems. In Turkey as in Europe banks are main financial intermediaries and financial crises occur mostly due to realization of risks in banks. Although liquidity risk is embedded into daily operations of banks unless controlled it may take banks into insolvency and even bankruptcy. This thesis aims to examine liquidity risk structure of Turkish banking sector. As a sample the domestic commercial banks in Turkey is chosen. The risk profile of the sector is examined by using a ratio analysis. The accounting figures in balance sheets and income statements of banks are employed for statistical analysis about liquidity risk of the sector. The means of liquidity ratios among different groups of banks are compared via analysis of variance. Moreover relation between liquidity risk and return in the sector is analysed by using panel data regressions.
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Changarath, Vinod S. "Essays in Banking: (1) Do Capital Standards Promote Bank Safety? Evidence from Involuntary Recapitalizations(2) Does Bank Liquidity Creation Translate into a Wealth Effect for Borrowers?" University of Cincinnati / OhioLINK, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1378197012.
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Obaleye, Olabanjo Johnson. "Relationship Between Liquidity, Asset Quality, and Profitability of Mortgage Banks in Nigeria." ScholarWorks, 2018. https://scholarworks.waldenu.edu/dissertations/6254.
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Liquidity (LQ) and asset quality (AQ) management present significant challenges to mortgage bankers in their efforts to improve profitability (PR). When liquidity increases, there is no positive impact on mortgage asset growth; however, this trend indicates that asset management and liquidity positions are not well managed. To run a viable mortgage business, mortgage bankers need to have a good grasp of the association between LQ, AQ, and PR. Anchored in the profit theory paradigm, the purpose of this multiple regression study was to examine the relationship between LQ, AQ, and PR of mortgage banks (MBs) in Nigeria. Archival financial data of 16 randomly sampled MBs covering a period of 8 years from 2009 to 2016 were used. Data were analyzed using multiple panel regression incorporating two PR models, net interest margin (NIM) and return on asset (ROA). The regression result indicated that LQ and AQ constructs significantly predicted PR as measured by NIM because F (8, 80) = 2.061, p = 0.014, p < 0.05, and effect size given by R2 = 0.458, signifying 46% variation in NIM. The model of PR as measured by ROA also indicated that LQ and AQ constructs were significant because F (8, 80) = 4.043, p = 0.000, p < 0.05, with effect size measured by R2 = 0.624, indicating 62% variation in ROA. The findings emphasized the need for optimization of LQ and AQ to maximize PR. The implications for positive social change include the potential to provide the business leaders in the mortgage industry with knowledge about optimization of LQ and AQ as drivers of PR. In addition, when business owners achieve increase profitability, they may provide more employment opportunities, better working conditions, better compensation plans, and more access to mortgage finance options.
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Bilarev, Todor [Verfasser], Dirk [Gutachter] Becherer, Peter [Gutachter] Bank, and Bruno [Gutachter] Bouchard. "Feedback Effects in Stochastic Control Problems with Liquidity Frictions / Todor Bilarev ; Gutachter: Dirk Becherer, Peter Bank, Bruno Bouchard." Berlin : Humboldt-Universität zu Berlin, 2018. http://d-nb.info/1184576823/34.
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Перескокова, М. В., and M. V. Pereskokova. "Совершенствование рынка ипотечного кредитования (на примере Свердловской области) : магистерская диссертация." Master's thesis, 2017. http://hdl.handle.net/10995/53818.
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Актуальность выбранной темы связанна с тем, что рынок ипотечного кредитования в России динамично развивается. На сегодняшний день можно без преувеличения констатировать, что, несмотря на определенные трудности, отечественный рынок ипотечного кредитования находится на подъёме. Свидетельство тому - рост числа выданных ипотечных кредитов.
Научная новизна заключается в увеличение количества разнообразных, в том числе и небанковских, ипотечных схем, а так же ставший уже регулярным выход на этот рынок всё новых и новых игроков, и появление новых ипотечных продуктов и форм ипотечного кредитования, а так же разработку, доработку ряд нормативно-правовых актов и законопроектов.
Цель магистерской диссертации заключается в изучении состояния и анализ ипотечного кредитования в РФ, а также в выявлении особенностей ипотечного жилищного кредитования и разработка предложений по их решению.
Для достижения указанной цели были поставлены следующие задачи:
определить основы формирования и использования финансовых ресурсов на рынке жилищного кредитования в условиях современной России;
определить способы обеспечения финансовыми ресурсами системы приобретения жилья на основе ипотеки;
раскрыть значение ипотечного кредитования и его социально-экономическую роль в условиях становления рыночных отношений в России;
определить круг проблем, присущий российскому рынку ипотечных услуг, и выявить перспективы его дальнейшего развития;
проанализировать современное состояние жилищной проблемы Свердловской области;
Объектом магистерской диссертационной работы является система экономических и финансовых отношений, возникающих при формировании и развитии ипотечного жилищного кредитования.
Предметом магистерской диссертационной работы является финансово-инвестиционный механизм формирования и развития системы ипотечного жилищного кредитования.
Теоретической и методологической основой исследования послужили труды ученых и ведущих специалистов-практиков России и развитых западных стран.
Информационной базой исследования послужили статистические сборники, данные информационных агентств, специальная литература, нормативная информация, а также теоретические и практические материалы, опубликованные в экономической литературе и периодической печати, Интернет ресурсы.
В исследовании были использованы следующие методы познания: экономико-статистический, графический, экспериментальный, эмпирический. При анализе социально-экономических процессов и финансовых отношений применялись следующие приемы экономического анализа: наблюдение, группировка, сравнение, выборка, учет взаимосвязей и тенденций.The relevance of the chosen topic is related to the fact that the mortgage market in Russia is dynamically developing. To date, it can be said without exaggeration that, despite certain difficulties, the domestic mortgage market is on the rise. Evidence of this is the growth in the number of mortgage loans issued. The scientific novelty consists in increasing the number of various, including non-bank, mortgage schemes, as well as becoming more and more regular players on this market, and the emergence of new mortgage products and forms of mortgage lending, as well as the development, normative legal acts and draft laws. The purpose of the master's thesis is to study the state and analysis of mortgage lending in the Russian Federation, as well as to identify the specifics of mortgage housing loans and develop proposals for their solution. To achieve this goal, the following tasks were set: to determine the basis for the formation and use of financial resources in the housing loan market in the conditions of modern Russia; to determine the ways to provide financial resources for a system of housing acquisition based on a mortgage; reveal the importance of mortgage lending and its socio-economic role in the conditions of the emergence of market relations in Russia; identify the range of problems inherent in the Russian mortgage services market and identify prospects for its further development; analyze the current state of the housing problem in the Sverdlovsk Region; The subject of the master's thesis is a system of economic and financial relations that arise during the formation and development of mortgage housing loans. The subject of the master's thesis is a financial and investment mechanism for the formation and development of a system of mortgage housing loans. The theoretical and methodological basis of the study was the work of scientists and leading experts in Russia and developed Western countries. The information base of the research was statistical collections, information agencies, special literature, normative information, as well as theoretical and practical materials published in the economic literature and periodicals, Internet resources. The study used the following methods of cognition: economic-statistical, graphic, experimental, empirical. In analyzing socio-economic processes and financial relations, the following methods of economic analysis were used: observation, grouping, comparison, sampling, accounting for relationships and trends.
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Полякова, А. В., and A. V. Poliakova. "Разработка финансовой стратегии банка в сфере кредитования на примере ПАО КБ «УБРиР» : магистерская диссертация." Master's thesis, 2017. http://hdl.handle.net/10995/53819.
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Актуальность выбранной темы обусловлена тем, что в настоящее время остается достаточно высоким уровень банковских рисков, в том числе и кредитного. Основным методом снижения кредитного риска в долгосрочном периоде времени является разработка гибкой и адекватной кредитной стратегии коммерческого банка
Таким образом, цель данной работы – разработка оптимальных моделей финансовой стратегии ПАО КБ «УБРИР» в сфере кредитования.
Для достижения поставленной цели решаются следующие задачи:
Раскрыть теоретические основы разработки и поняти финасовой стратегии банка;
Проанализировать реализуемую финансовую стратегию и финансовые показатели ПАО КБ «УБРИР» за период 2013-2017 гг.;
Сформулирвоать проблемы и несовершенства финасовой стратегии в сфере кредитования ПАО КБ «УБРИР»;
Разработать целевые установки кредитной стратегии для ПАО КБ «УБРИР» на последующие три года.
Предмет диссертационной работы – внутренние и внешние факторы, оказывающие влияние на разработку финасовой стратегии в сфере кредитования
Объект исследования - ПАО КБ «УБРИР»
Методами исследования работы являются регрессионный и сравнительный анализы, метод чтения бехгалтерской отчетности, а также метод построения таблиц.
Степень разработанности проблемы Различные теоретические и методические аспекты проблемы формирования кредитной политики нашли отражение в работах зарубежных и отечественных ученых.
Информационная база включает нормативно-правовые документы, монографии отечественных и зарубежных авторов по исследуемой теме, материалы периодической печати и Интернет источники, а также бухгалтерская и финансовая отчетность ПАО КБ «УБРИР» за 2010-2017 гг.
Научная новизна исследования состоит в следующем: обоснована авторская точка зрения относительно термина «финансовая стратегия»; определены перспективные направления в стратегии кредитования в условиях макроэкономической нестабильности; разработаны методические подходы организации к определению стратегических целей в сфере кредитования
Теоретическая и практическая значимость состоит в том, что полученные в ходе исследования результаты позволили сформулировать ряд выводов и рекомендаций, которые могут послужить определенным вкладом в построении стратегических установок и в целом повышения эффективности процесса кредитования.The relevance of the chosen topic due to the fact that currently remains a fairly high level of banking risks, including credit. The main method of mitigating credit risk in long-term period of time is the development of flexible and adequate credit strategy of commercial Bank Thus, the aim of this work is to develop optimal models of financial strategy of PJSC CB "UBRD" in lending. To achieve this goal the following tasks: To reveal theoretical principles of the design concept and CFOs of the Bank's strategy; To perform feasible financial strategy and financial performance indicators of PJSC CB "UBRD" for the period 2013-2017; Sformulirovat problems and imperfections of the CFOs strategy in lending PJSC CB "UBRD"; To develop target setting credit strategy for PJSC CB "UBRD" for the next three years. The subject of the thesis is internal and external factors influencing the development strategy of CFOs in lending The object of study - PJSC CB "UBRD" Methods of investigation are regression and comparative analyses, method of reading bukhgalterskoe reporting, as well as the method of constructing tables. The extent of the problem Various theoretical and methodological aspects of problems of formation of credit policy was reflected in the works of foreign and domestic scientists. Information database includes legal documents, monographs of Russian and foreign authors on the subject, periodicals and Internet sources, as well as accounting and financial reporting of PJSC CB "UBRD" for 2010-2017. Scientific novelty of research consists in the following: the author States his point of view regarding the term "financial strategy"; the author defines perspective directions in strategy of crediting in the conditions of macroeconomic instability; developed methodical approaches to the definition of strategic goals in lending Theoretical and practical significance consists in the fact that the obtained during research results allowed to formulate a number of conclusions and recommendations that can serve as a specific contribution to the construction of the strategic guidelines and generally improve the efficiency of the lending process.
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Поляков, В. И., and V. I. Polyakov. "Совершенствование депозитной политики коммерческого банка на основе изменения параметров привлечения ресурсов (на примере ПАО "УРАЛТРАНСБАНК" И БАНК "НЕЙВА" ООО) : магистерская диссертация." Master's thesis, 2018. http://hdl.handle.net/10995/65368.
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Целью магистерской работы является разработка и экономическое обоснование мероприятий, направленных на совершенствование депозитной политики коммерческого банка.
1. Рассмотреть теоретические основы формирования депозитной политики коммерческого банка;
2. Проанализировать показатели, характеризующие результаты управления действующих депозитных ресурсов ПАО «Уралтрансбанк» и Банк «Нейва» ООО;
3. Определить направления и разработать конкретные рекомендации по совершенствованию депозитной политики ПАО «Уралтрансбанк» и Банк «Нейва» ООО;
Гипотеза исследования - совершенствование депозитной политики на основе изменения параметров привлечения ресурсов позволит повысить экономическую эффективность коммерческого банка.
Научная новизна магистерской диссертации заключается в следующем:
1) выявлены проблемы управления депозитными ресурсами анализируемых банков;
2) предложено и экономически обосновано мероприятия по совершенствованию депозитной политики коммерческого банка на основе изменения параметров привлечения ресурсов.
Степень и уровень научной разработанности проблемы: Теоретическую базу магистерской диссертации составили законодательные и нормативные акты Центрального Банка РФ, научные монографии, статьи в экономических журналах. Теоретической основой послужили труды исследователей С.Е. Дубовой, О.И. Лаврушина, А.М. Тавасиева, И.Т. Балабановой, Е.П. Жарковской.
Информационная база исследования: данные бухгалтерского баланса и отчета о финансовых результатах банков, ежегодные публикуемые отчеты банков, статистические материалы и публикации информационно - аналитических периодических изданий, в том числе Центрального Банка Российской Федерации.
Методологическая основа исследования состоит из концепций и положений, содержащихся в трудах отечественных и зарубежных авторов по исследуемой проблеме, в публикациях специалистов, анализирующих предмет исследования на практике.
Методы исследования: анализ и синтез, метод группировки, метод сравнения, графический метод, расчетно-аналитический метод, коэффициентный метод, корреляционно-регрессионный анализ.
Методика исследования состояла в сборе первичной информации и ее экономико-математической обработке.
Теоретическая значимость диссертации заключается в том, что результаты исследования можно использовать при преподавании дисциплин «Банковское дело», «Анализ деятельности коммерческого банка». «Управление ресурсами банка».
Практическая значимость заключается в том, что результаты исследования можно использовать в депозитной деятельности коммерческих банков.The purpose of the master's work is the development and economic justification of measures aimed at improving the deposit policy of a commercial bank. 1. To consider the theoretical basis for the formation of the deposit policy of a commercial bank; 2. To analyze the indicators characterizing the results of managing the current deposit resources of PJSC Uraltransbank and Bank Neiva LLC; 3. Determine the directions and develop specific recommendations on improving the deposit policy of PJSC Uraltransbank and Bank Neiva LLC; The hypothesis of the study - the improvement of the deposit policy based on changes in the parameters of attracting resources will increase the economic efficiency of a commercial bank. The scientific novelty of the master's thesis is as follows: 1) problems of managing deposit resources of the analyzed banks were identified; 2) proposed and economically justified measures to improve the deposit policy of a commercial bank based on changes in the parameters of attracting resources. The degree and level of scientific elaboration of the problem: The theoretical base of the master's thesis was made up of legislative and regulatory acts of the Central Bank of the Russian Federation, scientific monographs, articles in economic journals. The theoretical basis was the works of researchers S.E. Dubovoy, O.I. Lavrushina, A.M. Tavasiyeva, I.T. Balabanova, E.P. Zharkovskaya. Information base of the research: data of the balance sheet and report on financial results of banks, annual published reports of banks, statistical materials and publications of informational and analytical periodicals, including the Central Bank of the Russian Federation. The methodological basis of the study consists of the concepts and provisions contained in the works of domestic and foreign authors on the problem under study, in the publications of specialists analyzing the subject of research in practice. Research methods: analysis and synthesis, grouping method, comparison method, graphic method, calculation and analytical method, coefficient method, correlation and regression analysis. The research methodology consisted in the collection of primary information and its economic and mathematical processing. The theoretical significance of the thesis lies in the fact that the results of the study can be used in teaching the disciplines "Banking", "Analysis of the activities of a commercial bank." "Bank Resource Management". The practical significance lies in the fact that the results of the study can be used in the deposit activity of commercial banks.
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Раджабов, С. Ш., and S. S. Rajabov. "Совершенствование деятельности коммерческого банка (на примере "Ренессанс кредит") : магистерская диссертация." Master's thesis, 2018. http://hdl.handle.net/10995/65388.
Full textAbstract:
Цель диссертационного исследования - поиск оптимального инструмента для дистанционного анализа банков, оценки их финансового состояния, а также предложение мероприятий по улучшению их финансового состояния.
В соответствии с целью были поставлены следующие задачи:
- проведение оценки финансового состояния ООО«РЕНЕССАНС
КРЕДИТ»;
- изучение деятельности коммерческих банков в целом;
- разработка рекомендаций по улучшению финансового состояния коммерческого банка.
Объект исследования в данной работе - российская банковская система, финансовое состояние коммерческого банка.
Анализ финансового состояния коммерческого банка на основании финансовой отчетности, называемый внешним или дистанционным, является предметом данной работы.
Базой для исследования является ООО«РЕНЕССАНС КРЕДИТ».
Нормативно-правовая база исследования: нормативно-правовые акты и законы РФ «О банках и банковской деятельности», отечественная литература, статьи из журналов, материалы баз данных КонсультантПлюс и Гарант,материалы сети Интернет.
В ходе диссертационного исследования будут решены следующие задачи:
- проведение оценки финансового состояния ООО«РЕНЕССАНС
КРЕДИТ»;
- выявление факторов и причин достигнутого состояния;
- выявление резервов улучшения финансового состояния и повышения эффективности хозяйственной деятельности;
- апробирование существующей методики анализа финансового состояния на материалах банка.The purpose of the dissertation research is to find the optimal tool for remote analysis of banks, assess their financial condition, and also offer measures to improve their financial condition. In accordance with the goal, the following tasks were set: - assessment of the financial condition of LLC “RENAISSANCE” CREDIT"; - study of the activities of commercial banks in general; - development of recommendations for improving the financial condition of a commercial bank. The object of research in this work is the Russian banking system, the financial condition of a commercial bank. Analysis of the financial condition of a commercial bank on the basis of financial statements, called external or remote, is the subject of this work. The basis for the study is LLC “RENAISSANCE CREDIT”. Regulatory and legal framework of research: regulatory legal acts and laws of the Russian Federation “On banks and banking activity”, Russian literature, journal articles, materials of the Consultant Plus and Garant databases, Internet materials. During the dissertation research the following tasks will be solved: - assessment of the financial condition of LLC “RENAISSANCE” CREDIT"; - identification of factors and causes of the achieved state; - identification of reserves to improve the financial condition and improve the efficiency of economic activity; - testing of the existing method of financial analysis on the bank materials.
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Мусс, И. А., and I. A. Mousse. "Управление финансовой устойчивостью коммерческого банка на примере ПАО «СКБ – Банк» : магистерская диссертация." Master's thesis, 2016. http://hdl.handle.net/10995/43120.
Full textAbstract:
В выпускной квалификационной работе были рассмотрены вопросы деятельности коммерческого банка на примере улучшения финансовой устойчивости коммерческой организации. Рассмотрено содержание, факторы, влияющие на финансовую устойчивость, а также критерии и мировой опыт при улучшении показателей, отвечающих за улучшение финансовой устойчивости коммерческого банка.
Были рассмотрена деятельность ПАО «СКБ - Банка». Указаны основные направления деятельности коммерческого банка, разобраны основные показатели, влияющие на финансовую устойчивость банка, а именно активы, пассивы, сведения об обязательных нормативах и т.д.
Результатами работы явились практические рекомендации повышения показателей финансовой устойчивости, а именно увеличения уровня пассивов Публичного Акционерного Общества «СКБ - Банка», с помощью внедрения новых кредитных продуктов, а также вкладов физических лиц на новых условиях.In the final qualifying work addressed issues of activity of commercial Bank on the example of improvement of financial stability of commercial organization. Reviewed the content, factors that affect financial stability, as well as the criteria and international experience while improving performance, responsible for improving the financial stability of commercial banks. Examined the activities of JSC "SKB - Bank". Indicate the main directions of activity of commercial Bank, dismantled the main factors affecting financial stability of the Bank, namely the assets, liabilities, information about mandatory standards, etc. The results of the work was the practical recommendations of increase of indicators of financial stability, namely increasing the level of liabilities of Public Joint stock company "SKB - Bank", through the introduction of new credit products and the deposits of individuals in the new environment.
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Брагин, С. А., and S. A. Bragin. "Современное состояние криптовалют и их технологияй как одного из направлений развития национальной финансовой системы : магистерская диссертация." Master's thesis, 2018. http://hdl.handle.net/10995/65362.
Full textAbstract:
Цель магистерской диссертации – изучить и обобщить теоретические, правовые и организационные представления о криптовалютах как средстве платежа и как средство инвестирования. Для реализации поставленной цели необходимо решить следующие задачи:
изучить теоретические основы платежных систем;
рассмотреть историю возникновения криптовалютной платежной системы;
проанализировать развитие технологии криптовалют;
изучить правовое регулирование криптовалютного бизнеса;
исследовать платежную систему на основе криптовалюты и ее элементы.
Объектом исследования являются платежные системы, основанные на криптовалютах. Предметом исследования являются теоретические, правовые и организационные основы функционирования механизма платежных систем, основанных на криптовалютах. В ходе исследования были использованы следующие методы: анализ литературы; анализ нормативно-правовой документации по теме работы, а также анализ документов; изучение и обобщение отечественной и зарубежной практики; обзор экономическо- финансовых ресурсов, статей; наблюдение; анализ результатов проводимых мероприятий; также сравнение статистических и аналитических материалов. Практическое значение магистерской диссертации обусловлено тем, что, несмотря на зарубежный опыт в области криптовалютных отношений, для нашей страны это все же новое направление, которое может помочь в решении многих задач. Диссертационное исследование состоит из введения, трех глав, которые включают 6 параграфов, заключения, где сформированы выводы и рекомендации по теме исследования, списка использованных источников и литературы. Работа иллюстрирована таблицами и рисунками.The purpose of the master's thesis is to study and summarize the theoretical, legal and organizational understanding of cryptocurrency as a means of payment and as a means of investment. To achieve this goal it is necessary to solve the following tasks: - to study the theoretical foundations of payment systems; - consider the history of the cryptocurrency payment system; - analyze the development of cryptocurrency technology; - to study the legal regulation of cryptocurrency business; - explore the payment system on the basis of cryptocurrency and its elements. The object of the study are payment systems based on cryptocurrencies. The subject of research is the theoretical, legal and organizational basis for the functioning of the mechanism of payment systems based on cryptocurrencies. During the study, the following methods were used: literature analysis; analysis of legal documentation on the topic of work, as well as analysis of documents; study and synthesis of domestic and foreign practice; review of economic and financial resources, articles; observation; analysis of the results of ongoing activities; also a comparison of statistical and analytical materials. The practical significance of the master's thesis is due to the fact that, despite foreign experience in the field of cryptocurrency relations, for our country this is still a new direction that can help in solving many problems. The dissertation research consists of an introduction, three chapters, which include 6 sections, a conclusion, where conclusions and recommendations on the research topic, a list of references and literature are formed. The work is illustrated with tables and figures.
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Высочинская, А. А., and A. A. Vysochinskaya. "Риски при лизинговых операциях и механизмы их минимизации : магистерская диссертация." Master's thesis, 2018. http://hdl.handle.net/10995/65363.
Full textAbstract:
Целью диссертационного исследования является: теоретическое обоснование специфики рисков финансового лизинга в условиях неопределенности и разработка инструментария их минимизации у лизингодателя и других субъектов лизинговой сделки.
Осуществление поставленной цели потребовало решения следующих основных задач диссертационного исследования:
- теоретически обосновать аспекты реализации различных целей субъектов финансового лизинга как предпосылки возникновения специфических лизинговых рисков;
- обосновать необходимость структурирования проблем риск- менеджмента лизинговой компании во временном аспекте и механизмы распределения рисков между участниками и этапами лизинговой сделки;
- обобщить инструментарий минимизации лизинговых рисков, систематизировать и обосновать наиболее перспективные для лизинговой компании способы и методы минимизации рисков.
Объектом исследования явилась информационная совокупность, отражающая состояние, закономерности, тенденции и формы развития финансового лизинга в России.
Предметом исследования выступают ситуации риска, возникающие между участниками лизинговых отношений, и методы их преодоления.
Теоретической и методологической основой исследования послужили научные гипотезы и концепции, представленные в исследованиях отечественных и зарубежных ученых-экономистов по проблемам лизинга и в том числе сопряженных с данным видом деятельности экономических рисков. В исследовании использованы законодательные и нормативные акты Российской Федерации, постановления Правительства Российской Федерации и Минфина России, определяющие условия развития лизинга. В рамках общего системного подхода к исследованию проблемы использован инструментарий историко- монографического, статистического, сравнительного, структурного и функционального методов анализа, приемы экспертного прогнозирования.The purpose of the dissertation research is: a theoretical substantiation of the specifics of the risks of financial leasing under conditions of uncertainty and the development of tools to minimize them with the lessor and other subjects of the leasing transaction. The implementation of this goal required the solution of the following main tasks of the dissertation research: - theoretically substantiate aspects of the implementation of various goals of financial leasing entities as prerequisites for the emergence of specific leasing risks; - justify the need to structure the risk management problems of a leasing company in the time aspect and the mechanisms of risk distribution between the participants and stages of a leasing transaction; - summarize the tools for minimizing leasing risks, systematize and justify the most promising ways and methods for minimizing leasing companies. The object of the study was the information population, reflecting the state, patterns, trends and forms of development of financial leasing in Russia. The subject of the research is situations of risk arising between the participants of leasing relations and methods for overcoming them. The theoretical and methodological basis of the research was the scientific hypotheses and concepts presented in the studies of domestic and foreign economists on the problems of leasing, including economic risks associated with this type of activity. The study used the legislative and regulatory acts of the Russian Federation, decrees of the Government of the Russian Federation and the Ministry of Finance of Russia, determining the conditions for the development of leasing. In the framework of the general system approach to the study of the problems, the tools of historical and monographic, statistical, comparative, structural and functional methods of analysis, expert prediction techniques were used.
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Иванов, В. А., and V. A. Ivanov. "Особенности налогового планирования на предприятии ИП «Иванов В.А.» : магистерская диссертация." Master's thesis, 2018. http://hdl.handle.net/10995/65366.
Full textAbstract:
Роль налогового планирования в экономике современного предприятия обусловила внимание ученых к исследованию проблемы функционирования налогового планирования. В многочисленных работах по данной теме приводится множество определений налогового планирования, указывается место налогового планирования в системе управления предприятием, проявляется роль различных структурных подразделений в налоговом планировании, проецируются различные модели и способы оптимизации и минимизации налогообложения. В то же время необходимо отметить, что проблема планирования налоговых платежей рассматривается в основном с позиций практических рекомендаций руководителям, бухгалтерам, экономистам по налогам, разъясняющих методику законного снижения налоговых отчислений.
Второй план в мире налогообложения занимает налоговый анализ на предприятиях, которое в свою очередь стал важной частью управления налоговым бременем на предприятии. Если рассматривать российскую практику, то налоговый анализ составляется исключительно для уменьшения налоговой нагрузки.
Все вышеперечисленное выражает актуальность темы выпускной квалификационной работы. Объектом исследования выбрано предприятие Свердловской области, города Екатеринбурга ИП Иванов В.А.
Целью данной работы является изучение и выбор налогового режима, и рассмотрение вариантов налоговой политики в целях оптимизации налогов предприятия.
В соответствии с данными целями поставим задачи выпускной квалифицированной работы:
- рассмотрение теоретических основ налогообложения предприятия;
- сделать анализ доходов, расходов и выручки предприятия ИП Иванов В.А. и на этой основе проанализировать наилучший режим налогообложения;
- предложить возможность повышения эффективности налогового планирования на предприятии.The role of tax planning in the economy of a modern enterprise has led to the attention of scientists to the study of the problem of functioning tax planning. Numerous works on this topic provide many definitions of tax planning, indicate the place of tax planning in the enterprise management system, manifest the role of various structural divisions in tax planning, project various models and ways to optimize and minimize taxation. At the same time, it should be noted that the problem of planning tax payments is considered mainly from the standpoint of practical advice to managers, accountants, and tax economists, explaining the method of lawful reduction of tax deductions. The second plan in the world of taxation is tax analysis in enterprises, which in turn has become an important part of managing the tax burden in an enterprise. If we consider the Russian practice, the tax analysis is made exclusively to reduce the tax burden. All of the above expresses the relevance of the topic of final qualifying work. The object of the research is the enterprise of the Sverdlovsk region, the city of Ekaterinburg. IP Ivanov V.A. The purpose of this work is the study and selection of the tax regime, and consideration of tax policy options in order to optimize the taxes of the enterprise. In accordance with these goals, we set the tasks for the graduation of qualified work: - consideration of the theoretical foundations of enterprise taxation; - make an analysis of income, expenses and revenues of the enterprise IP Ivanov V.А. and on this basis, analyze the best tax regime; - to offer the possibility of improving the efficiency of tax planning in the enterprise.
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Суровцев, С. А., and S. A. Surovtsev. "Развитие информационных технологий в коммерческом банке (на примере Уральского банка ПАО "Сбербанк") : магистерская диссертация." Master's thesis, 2019. http://hdl.handle.net/10995/78500.
Full textAbstract:
Актуальность темы заключена в том, что на данный момент информационные технологии в банковской сфере занимаю высокую значимость во всех сферах деятельности коммерческих банков в особенности высокое значение коммерческие банки придают развитию ДБО, по их мнению, это позволит сократить расходы на содержание контактных каналов обслуживания и выйти на новый уровень бесконтактного обслуживания, где все клиенты смогу получать услуги банка в режиме онлайн, от обычных переводов и платежей до более трудных операций открытия вкладов и оформления кредитов. Это действительно может помочь в решение определенных проблем для банка, но так же все это несет рост определённых рисков, а именно таких как риск упущенной выгоды, операционный риск, а так же кредитный риск. Работа предоставлена в объеме 87 листов, на которых присутствует теоретическая часть и аналитическая часть, размещённая в текстовом варианте, так же в работе присутствуют рисунки в количестве 3 штук, таблице в количестве 9 штук и приложение в количестве 3 штук, вся информация по диссертации взята из библиографических источников в количестве 60 источников. Цель и задачи магистерской диссертации вывить с какими рисками сопряжён переход на полное ДБО банка и с какой степенью данные риски влияют на деятельность банка. Новизна данной работы заключена в том, что на данный момент информационные технологии и ДБО играют высокую роль в активном развитие любого коммерческого банка, именно поэтому важно знать все необходимые нюансы работы данного отдела. Эффективность предлагаемых мер по решению возникших рисков по ходу проведения работы, можно увидеть в числовом эквиваленте снижение шансов возникновения данных рисков и увеличения доходов и снижения расходов, связанных с реализацией ДБО и развития сфер информационных технологий в банковской сфере.The relevance of the topic lies in the fact that at the moment, information technology in the banking sector is of high importance in all areas of business of commercial banks, in particular, commercial banks attach great importance to the development of remote banking, in their opinion, this will reduce the cost of maintaining contact service channels and reach a new level of contactless service where all customers can receive bank services online, from ordinary transfers and payments to more difficult operations of opening deposits and executed Iya loans. This can really help in solving certain problems for the bank, but also all this carries an increase in certain risks, such as the risk of lost profit, operational risk, as well as credit risk. The work was provided in the amount of 87 sheets, on which there is a theoretical part and an analytical part, placed in a text version, also in the work there are drawings in the amount of 3 pieces, a table in the amount of 9 pieces and an appendix in the amount of 3 pieces, all information on the dissertation is taken from bibliographic sources in the amount of 60 sources. The purpose and objectives of the master's thesis is to identify the risks associated with the transition to a full bank banking system and to what degree these risks affect the bank's business. The novelty of this work lies in the fact that at the moment, information technology and remote banking play a high role in the active development of any commercial bank, which is why it is important to know all the necessary nuances of the work of this department. The effectiveness of the proposed measures to address the risks that have arisen during the course of the work can be seen in numerical terms as a reduction in the chances of these risks and increased revenues and lower costs associated with the implementation of the banking system and the development of information technology in the banking sector.
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Изгагина, Т. В., and T. V. Izgagina. "Разработка финансовой стратегии банка на депозитном рынке (на примере ПАО «Сбербанк») : магистерская диссертация." Master's thesis, 2017. http://hdl.handle.net/10995/53881.
Full textAbstract:
The relevance of the research topic is due to the huge role of deposits in the formation of the bank's resources and the need for a competent approach in the management of attracted resources in order to retain the bank's market positions in competition, as well as to expand and develop new market segments.
Orientation to the successful functioning of any organization in the long term determines the need to determine its strategic potential, the degree and directions of its use and the ability to adapt to the changing behavior of elements of the external environment.
The purpose of the master's thesis is to investigate the theoretical foundations for the formation of the financial strategy of a commercial bank, to analyze Sberbank's strategic guidelines in the deposit market and to suggest directions for their improvement.
To achieve this goal, the following tasks have been set and implemented:
to consider the theoretical aspects of the development of a financial strategy, to characterize its content and features;
identify the goals, objectives and stages of the development of the organization's financial strategy;
determine the methodological basis for analyzing the results of implementing the organization's financial strategy;
analyze the influence of external and internal factors on the deposit policy of the bank;
to conduct a retrospective analysis of the activities of PJSC "Sberbank" in the deposit market;
determine the strategic guidance of Sberbank in the field of deposit servicing;
make proposals on the development of measures to raise funds and sell deposits to the public;
to propose an innovative financial strategy in the sphere of rendering deposit services and to determine the economic effect of the proposed activities.
The subject of the study is the bank's financial strategy in the field of attracted funds.
The object of the study is PJSC "Sberbank".
To write the work, methods of scientific research were used, such as: method of analysis of literature, tabular, method of document analysis and comparative analysis.
The scientific novelty of the research reflects an individual approach to the study of the design of the algorithm for the development of the bank's financial strategy.
The practical significance of the research is the possibility of applying the proposed measures in the activities of the bank, with the aim of developing the basis for the formation, implementation and evaluation of the deposit policy of a commercial bank.
The information base of the thesis work was Federal laws and regulations of the Bank of Russia, scientific materials of domestic and foreign authors, annual reports and official documents of the analyzed banks, statistical data of the Bank of Russia, available Internet resources.
The empirical base of the research consists of reporting data of PJSC "Sberbank", information from periodicals, educational literature.
The structure of the work is conditioned by its content and consists of the introduction, theoretical, research and practical chapters, as well as conclusions, references.Актуальность темы исследования обусловлена огромной ролью вкладов (депозитов) в формировании ресурсов банка и необходимостью грамотного подхода в области управления привлеченными ресурсами в целях удержания банком своих рыночных позиций в конкурентной борьбе, а также расширения и освоения новых сегментов рынка. Ориентация на успешное функционирование любой организации в долгосрочной перспективе обусловливает необходимость определения ее стратегического потенциала, степени и направлений его использования и способности адаптироваться к изменяющемуся поведению элементов внешней среды. Цель магистерской диссертации – исследовать теоретические основы формирования финансовой стратегии коммерческого банка, проанализировать стратегические ориентиры Сбербанка на депозитном рынке и предложить направления их совершенствования. Для реализации поставленной цели поставлены и реализованы следующие задачи: рассмотреть теоретические аспекты разработки финансовой стратегии, охарактеризовать ее содержание и особенности; выявить цели, задачи и этапы разработки финансовой стратегии организации; определить методические основы анализа результатов реализации финансовой стратегии организации; проанализировать влияние факторов внешней и внутренней среды на депозитную политику банка; провести ретроспективный анализ деятельности ПАО «Сбербанк» на депозитном рынке; определить стратегические ориентиры Сбербанка в сфере депозитного обслуживания клиентов; внести предложения по разработке мероприятий по привлечению средств и продаже депозитов населению; предложить инновационную финансовую стратегию в сфере оказания депозитных услуг и определить экономический эффект предложенных мероприятий. Предметом исследования является финансовая стратегия банка в области привлеченных средств. Объектом исследования является ПАО «Сбербанк». Для написания работы были использованы методы научного исследования такие, как: метод анализа литературы, табличный, метод анализа документов и сравнительного анализа. Научная новизна исследования отражает индивидуальный подход к изучению проектирования алгоритма разработки финансовой стратегии банка. Практическая значимость исследования состоит в возможности применения предложенных мероприятий в деятельности банка, с целью разработки основ формирования, реализации и оценки депозитной политики коммерческого банка. Информационной базой диссертационной работы послужили Федеральные законы и положения Банка России, научные материалы отечественных и зарубежных авторов, данные годовых отчетов и официальные документы анализируемых банков, статистические данные Банка России, доступные Интернет-ресурсы. Эмпирическую базу исследования составляют данные отчетности ПАО «Сбербанк», информация из периодической печати, учебная литература. Структура работы обусловлена ее содержанием и состоит из введения, теоретической, исследовательской и практической глав, а также заключения, списка литературы.
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Ангел, А. Н., and A. N. Angel. "Unit-экономика как механизм управления ликвидностью коммерческого банка (на примере АО "Тинькофф Банк") : магистерская диссертация." Master's thesis, 2018. http://hdl.handle.net/10995/65361.
Full textAbstract:
The purpose of this work is to describe the mechanism for managing the liquidity of Tinkoff Bank JSC through the UNIT economy, as a tool for the impact of the Internet bank on potential and actual consumers of products services.
During the research the following tasks were solved:
- Considered the concept of "liquidity";
- Existing theoretical and practical approaches to liquidity management in credit institutions are described;
- Conducted a financial and economic analysis of JSC "Tinkoff Bank";
- Considered the current mechanism of liquidity management in a credit institution.
The object of the study is JSC "Tinkoff Bank" (hereinafter - the Bank).
The subject of the research is the use of the UNIT-economy toolkit as a mechanism for managing the liquidity of a commercial bank.
In the course of the study, various methods of systemic, comparative, and also logical analysis were applied.
The topic of managing liquidity of credit institutions is reflected in the works of Russian authors, such as Lavrushin OI, Balabanova I.T., Larionova I.V., Usoskin V.M., and foreign - J.Sinki, Miller R. , Rose, P., Tobin, J., Baumol, V., who examined various theoretical and practical aspects of liquidity management in their work.
The scientific novelty of the research lies in the formulation of a theoretical approach to the use of UNIT-economics as a tool for managing the liquidity of commercial banks and Tinkoff Bank JSC in particular.
The practical significance of the study lies in the fact that through the use of new tools, it becomes possible to interact with each individual group of potential and actual users, whereby it becomes possible not only to predict the future state of a bank's balance sheet, but also to manage the structure of its assets liabilities in terms of amounts and terms.
The structure of the dissertation is determined by the purpose and objectives of the study. The thesis consists of an introduction, three main chapters, conclusion, list of references. The thesis is presented on 83 pages and includes 17 tables, 16 figures, 13 formulas, 5 applications, as well as a list of references from 60 titles.Целью данной работы является описание механизма управления ликвидностью АО «Тинькофф Банк» посредством UNIT-экономики, как инструмента воздействия интернет-банка на потенциальных и реальных потребителей продуктов/услуг. В ходе исследования были решены следующие задачи: - Рассмотрено понятие «ликвидность»; - Описаны существующие теоретические и практические подходы к управлению ликвидностью в кредитных организациях; - Проведен финансово-экономический анализ АО «Тинькофф Банк»; - Рассмотрен текущий механизм управления ликвидностью в кредитной организации. Объектом исследования является АО «Тинькофф Банк» (далее - Банк). Предметом исследования является применение инструментария UNIT- экономики как механизма управления ликвидностью коммерческого банка. В процессе исследования были применены различные методы системного, сравнительного, а также логического анализа. Тема управления ликвидностью кредитных организаций нашла своё отражение в работах российских авторов, таких как Лаврушин О.И., Балабанова И.Т., Ларионова И.В., Усоскин В.М., а также зарубежных - Дж. Синки, Миллера Р., Роуза П., Тобина Дж., Баумоля В., которые в своих работах рассмотрели различные теоретические и практические аспекты управления ликвидностью. Научная новизна исследования заключается в формулировании теоретического подхода использования UNIT -экономики, как инструмента управления ликвидностью коммерческих банков и АО «Тинькофф Банк» в частности. Практическая значимость исследования заключается в том, что благодаря использованию нового инструментария появляется возможность взаимодействия с каждой отдельной группой потенциальных и реальных пользователей, посредством чего появляется возможность не только прогнозирования будущего состояния баланса банка, но и управление структурой его активов/пассивов по суммам и срокам. Структура диссертационной работы определена целью и задачами исследования. Диссертация состоит из введения, трех основных глав, заключения, списка использованной литературы. Диссертация изложена на 83 страницах и включает 17 таблиц, 16 рисунков, 13 формул, 5 приложений, а также список использованной литературы из 60 наименований.
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Антипова, Е. В., and E. V. Antipova. "Оценка инвестиционных рисков в высокотехнологичных отраслях экономики (на примере электроэнергетики) : магистерская диссертация." Master's thesis, 2019. http://hdl.handle.net/10995/78499.
Full textAbstract:
The final qualification work contains 71 pages of a text document, 9 figures, 6 tables, 47 sources used. The relevance of the chosen topic of work is that in the conditions of an unstable economic situation, the investment activity of an enterprise acts not only as a way to increase income, but also as a way to preserve available funds. The purpose of this work is to disclose the content of the investment activities of energy companies and identify the problems that an investor faces when investing in capital-intensive sectors of the economy (energy). The following tasks are set: - reveal the theoretical foundations of investments; - to study the specifics of investments in high-tech sectors of the economy (energy); - conduct an analysis of the energy investment market; - conduct an assessment of the risks of the energy company (using the example of PJSC T Plus). A methodological approach to the diagnosis of investment risks has been developed. The possibilities of using the competitive advantages of various generating technologies based on the method of decomposition of factors characterizing economic risks are estimated. Practical significance is reflected in the results of a study of investment risks, showing the impact on the competitiveness of generating companies. The proposed approach is aimed at improving decision-making technology in the face of uncertainty in order to minimize investment risks and increase the competitiveness of energy generating companies.Выпускная квалификационная работа содержит 71 страниц текстового документа, 9 рисунков, 6 таблиц, 47 использованных источников. Актуальность выбранной темы работы состоит в том, что в условиях нестабильной экономической ситуации инвестиционная деятельность предприятия выступает не только способом прироста дохода, но и способом сохранения имеющихся средств. Цель данной работы - раскрыть содержание инвестиционной деятельности энергокомпаний и выявить проблемы, с которыми сталкивается инвестор при вложении средств в капиталоемкие отрасли экономики (энергетику). Поставлены следующие задачи: - раскрыть теоретические основы инвестиций; - изучить специфику инвестиций в высокотехнологичные отрасли экономики (энергетику); - провести анализ рынка инвестиций в энергетику; - провести оценку рисков энергокомпании (на примере ПАО «Т Плюс»). Разработан методический подход к диагностике инвестиционных рисков. Оценены возможности использования конкурентных преимуществ различных генерирующих технологий на основе метода декомпозиции факторов, характеризующих экономические риски. Практическая значимость отражена результатами исследования инвестиционных рисков, показывающих влияние на конкурентоспособность генерирующих компаний. Предлагаемый подход направлен на совершенствование технологии принятия решений в условиях неопределенности с целью минимизации инвестиционных рисков и повышения конкурентоспособности энергогенерирующих компаний.
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Chen, Pei-Wen, and 陳佩彣. "Bank Efficiency and Liquidity Creation." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/95911029284918431104.
Full textAbstract:
碩士國立高雄第一科技大學
金融系碩士班金融組
103
This paper examines the relationship between bank efficiency and liquidity creation. A sample consists of 31 banks from Taiwan over the period 2004 to 2013. The method developed by Berger and Bouwman (2009) is used to measure bank liquidity creation, while several efficiency estimates of individual banks are evaluated using nonparametric Data Envelopment Analysis (DEA). The results paint a mixed picture of the relationship between Taiwanese banks'' efficiency and liquidity creation. The findings show that bank liquidity creation increases with scale efficiency and technical improvement, however, decreases with pure technical efficiency. The results also reveal that the negative relationship between capital and liquidity creation and it is positively moderated by asset size. In addition, bank risk, agency problem, and diversification of income seem to deter the banks’ liquidity creation.
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Huang, Shu-Chun, and 黃淑君. "Bank Liquidity Creation and CEO Optimism." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/7325zz.
Full textAbstract:
博士國立臺灣大學
財務金融學研究所
106
Using U.S. banking data between 1993 and 2014, this dissertation investigates the relationship between CEO optimism and bank liquidity creation. It finds that banks with optimistic CEOs create more liquidity over the entire sample period. In addition, the positive effect of CEO optimism on liquidity creation became stronger during the subprime crisis of 2007-2009, and this stronger effect was mainly driven by large banks and those with high capital ratios. These results imply that CEO optimism is likely to encourage banks to create liquidity, especially during banking crises. The results presented in this dissertation hold when subjected to various robustness checks.
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LIU, SIN-RU, and 劉欣汝. "Bank Systemic Size and Liquidity Creation." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/9gdv6v.
Full textAbstract:
碩士逢甲大學
財務金融學系
107
The data of this paper is from Bouwman Liquidity Creation Websit, ranging from 2004 to 2016. The sample contains 80,341 observations and a total of 8,079 US commercial banks. We study the systemic size of the bank has an impact on liquidity creation. The bank size is divided into two types: systemic size and absolute size, and the impact of different size on the liquidity creation is further analyzed. Empirical research shows： (1)During the whole sample period, there is a positive relationship between the banks systemic size and liquidity creation. (2) Before the financial crisis, there was a negative relationship between bank size and liquidity creation. The bank size larger, the less liquidity creation will be. (3) After the financial crisis, the bank size larger, the more liquidity creation will be, and have a greater impact of the "Too Big to Fail" policy. (4) During the whole sample period, the size of bank liabilities has a positive relationship with liquidity creation. However, when the sample is divided into before financial crisis and after financial crisis, its effect on liquidity creation is less obvious, which is measured by using total assets. (5) When we use the total assets of the bank to divide the GDP as a measure, the bank size larger, the more significant effect on liquidity creation will be. To sum up the research results of this paper, the bank with a larger proportion of total assets in GDP has a significant positive impact on the liquidity creation of the bank. When we use the systemic size to measure the bank, it is more consistent with the policy effect of "Too Big to Fail"