BASEL II: PROBLEMS AND USAGE

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Seflova Olga SOME ASPECTS OF BASEL II IN THE BANKING SECTOR CZECH REPUBLIC ............................................................................158 1. The banking sector in the Czech Republic ...........................................158 1.1. Characterization and structure of the banking sector in the Czech Republic..............................................................158 1.1.1. Universal banks..............................................................158 1.1.2. Specialized banks...........................................................159 1.2. Regulation of the banking sector in the Czech Republic...........161 1.3. The main indicators for the banking sector in the CR ..................162 2. Some aspects of Basel II......................................................................167 2.1. Terms and condition of the rules of Basel II in the Czech Banking...............................................................167 2.2. The complexity of the new Basel II rules on the basis of three main pillars.................................................................169 2.3 Capital requirements based on credit and operational risks........172 2.3.1. Capital requirement for credit risk..................................172 2.3.2. Capital requirement for operational risks........................177 2.4. Evaluation results of the new rules of Basel II in the Czech Republic..............................................................181 References...............................................................................................184 Knaifl Oldřich CSc. BANK CAPITAL ADEQUACY DEPENDENCE ON THE CUSTOMER RATING, IRB APPROACH TO CREDIT RISK................................185 References...............................................................................................190 Yepiphanov A.O., Shkolnyk I.O., Savchenko T.G. STATE HIGHER EDUCATIONAL INSTITUTION “UKRAINIAN ACADEMY OF BANKING OF THE NATIONAL BANK OF UKRAINE”....................................191 Banking system of Ukraine: the creation and further development ..........191 References...............................................................................................228 Appendices..............................................................................................234 6
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Page 3 and 4: 1
Page 5: II. Sadvokasova K.G FEATURES OF ORG
Page 9 and 10: The adoption of the Capital Accord
Page 11 and 12: We express our gratitude to our col
Page 13 and 14: In order to create a legal basis fo
Page 15 and 16: HypoVereinsbank (HVB), and Postbank
Page 17 and 18: The savings banks pillar of the Ger
Page 19 and 20: Number of banks 3500 3000 2500 2000
Page 21 and 22: However, the commercial banks secto
Page 23 and 24: 4.2. Supervisory Authorities Wherea
Page 25 and 26: With the amendments to the Banking
Page 27 and 28: The MaRisk contains comprehensive r
Page 29 and 30: Approach in 2008. Therefore, only a
Page 31 and 32: 5.2.1. Receiver Operating Character
Page 33 and 34: 5.2.3. Stochastic Tendency Stochast
Page 35 and 36: anks applying the LDA use the Poiss
Page 37 and 38: 7. Deutsche Bundesbank (2007): The
Page 39 and 40: There are several reasons why Hong
Page 41 and 42: comply with its regulations. The SF
Page 43 and 44: eview of an AI’s operations. The
Page 45 and 46: isk management. In addition, the HK
Page 47 and 48: data reveal deteriorated asset qual
Page 49 and 50: the saving deposit rate offered by
Page 51 and 52: Although to Lehman Brothers and AIG
Page 53 and 54: out warnings beforehand. Similarly,
Page 55 and 56: in the implementation of monetary a
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(see Jao 1997 for details). Hong Ko
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9. (1999) “Free Banking and Infor
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Appendix 1 Performance of the Hong
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Timotej Jagric Professor Department
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was in the following period dominat
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gazette of RS, No. 131/06) allowed
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In Slovenia the loan-to-value ratio
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lending for needs not related to th
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Banking supervisors examines whethe
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Slovenian financial system) and lea
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Ownership structure of the Slovenia
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implementation of the IRB approach
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and implement them. Besides direct
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Banka Slovenije recommended that ba
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domestic enterprises, and would hel
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Assoc. Prof. Dr. Okan Veli Şafakli
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’% 16/?/1A3?7@A71@ /;2 :/7; 7;271
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When analyzed at current prices, fr
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Sectoral Distribution of Working Po
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(% A63 ?35B9/A
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)% /@@3@@:3;A
Page 99 and 100:
G.S. Seytkasimov The rector of the
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were instrumental in creating the c
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The operations carried out by these
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The main characteristics of the ban
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in the sphere of accounting and rep
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tasks were determined with orientat
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K.G. Sadvokasova Cand.Econ.Sci., th
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of RK, which it executed till 2004,
Page 115 and 116:
Track record of the changes in the
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But since 2004 with the creation of
Page 119 and 120:
A.A. Mycina The Doctor of Economics
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Data about the banks of the second
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Years Indicators of banks of the se
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cent in 2002 to 31,3 per cent (3,5
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increased nearly twofold - from 521
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The indicators of the ownership cap
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change in the following 2002: the r
Page 133 and 134:
Table 22 continued Figures in billi
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The instability on the global marke
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K.G. Sadvokasova Cand.Econ.Sci., th
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elationship that is affiliated as a
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To strengthen control over the acti
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K.G. Sadvokasova Cand. Econ. Sci.,
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In the IMF document “Quality of f
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1
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Doc. Ing. Frantisek Pavelka CSc. He
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slight overvaluation of their quali
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f) the bank must have a programme o
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From that by approach: BIA 0,92 %,
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2002, banks are also required to ha
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anks (judging by ballansovoy cost m
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• UniCredit Bank CR, a.s.; • Ko
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although a limited degree. From Boh
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Initially the new century for the b
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Table 1 Some indicators of banking
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opinion of supervisors, as well as
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II posts. Market discipline means t
Page 173 and 174:
To determine the credit risk is the
Page 175 and 176:
The borrower who does not have an e
Page 177 and 178:
• financial institutions - primar
Page 179 and 180:
Table 4 Distribution of commercial
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2.4. Evaluation results of the new
Page 183 and 184:
once a year to 30 June on the inter
Page 185 and 186:
Ing.Oldřich Knaifl CSc. Head of Fi
Page 187 and 188:
Internal Ratings-Based Approach to
Page 189 and 190:
Capital Requirement + Expected Loss
Page 191 and 192:
A.O. Yepiphanov Doctor of Economics
Page 193 and 194:
continued to work with the status o
Page 195 and 196:
Among the peculiarities of banking
Page 197 and 198:
Table 1 The main indexes of banking
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Speaking about the correlation of d
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insuring of liquidity and profitabi
Page 203 and 204:
In 2008 under the influence of the
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Index Race of core capital increase
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The indexes of foreign capital pres
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over during the financial crisis, f
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An important moment in the developm
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• the third component-basis “Ma
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215
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According to the data from the tabl
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The requirements as to banking repo
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From the point of view of formation
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Let’s consider in details the pec
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of Ukraine” [20]. This document s
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Table 12 continued № Title of the
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9. Поченчук Г.М. Проб
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Type of the financial reporting Qua
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Appendix 3 The general list of note
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Appendix 4 Assessment of interest r
Page 237 and 238:
№ № of reporting form 15 618 16
Page 239 and 240:
№ of the table 1 2 Appendix 7 Inf
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BASEL II: PROBLEMS AND USAGE

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