Perspectives of Innovations, Economics and Business

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Volume 3
Issue 3
Online publication date 2009-12-07
Title The structure of the total capital requirement after the implementation of Capital Requirements Directive in the Polish banking system
Author Edward Wiszniowski
Abstract
One of the key elements of effective financial banking management is the ability to quickly identify  and determine the degree of risk a bank faces as a result of hazardous actions it undertakes. The rules of the market research existing in the Polish banking system for more than two years are based on regulations adopted by the  European 
Parliament. The present article discusses the risks and their significance in the total capital requirement when calculating the solvency ratio. The analysis of the period from June 2007 to June 2009 shows that credit risk and  operational risk exert the greatest impact on the value of the bank solvency ratio. 
Citation
References
Capital Requirements Directive: Directive 2006/48/EC and 2006/49/EC of The European Parliament and of  The Council of 14 June 2006

Knight, F., 1921. Risk, Uncertainty, and Profit, Hart, Schaffner, and Marx /Houghton Mifflin Company, Boston

Uchwały nr 380 - 386 Komisji Nadzoru Finansowego z dnia 17 grudnia 2008r. (Resolution number: 380-386 of the National Finance Comission, dated 17th December 2008 - Translation is the author's)

Ustawa z dnia 29 sierpnia 1997r. Prawo bankowe, Dz. U. Nr 140 poz. 939 z późn. zm. (Law dated: 29th September 1997, Banking Law, Gazette no. 140 (939) - Translation is the author’s)

Wiszniowski, E., 2009. Badanie ekspozycji kredytowych zabezpieczonych hipotecznie przy 

wykorzystaniu informacji z systemu rachunkowości. (a Study credit exposures secured by mortgages using information from the accounting system - Translation is the author’s), SKwP, Warszawa 2009
Keywords Banking, banking risk, risk management.
DOI http://dx.doi.org/10.15208/pieb.2009.49
Pages 42-44
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