Učinci implementacije regulatornih promjena plana oporavka kod manjih kreditnih institucija

postgraduate specialist thesis

• Title (english): The effects of the implementation of the regulatory changes of the recovery plan at smaller credit institutions
• Author: Dražen Korenika
• Mentor: Anita Pavković (mentor)
• Committee member: Ivan Lovrinović (predsjednik povjerenstva)
• Committee member: Ivan Tot (član povjerenstva)
• Granter: University of Zagreb; Faculty of Economics and Business; (Department of Finance); Zagreb
• Defense date and country: 2024-09-24, Croatia
• Scientific / art field, discipline and subdiscipline: SOCIAL SCIENCES; Economics; Finance

Abstract

Predmet istraživanja rada su promjene regulatornog okvira plana oporavka kod malih kreditnih institucija i primjena standardiziranog izvješća u cilju procjenjivanja ukupne mogućnosti oporavka. Rad sadrži analizu novog regulatornog okvira vezan za propisane pokazatelje (minimalne stope, kalibracija, praćenje i ažuriranje) te njihov utjecaj na ukupnu mogućnost oporavka temeljem predviđenih odnosno odabranih mjera oporavka kod manjih kreditnih institucija. Dodatno, istaknuta je važnost utvrđivanja osjetljivosti funkcije pokazatelja ranog upozorenja i njihova uloga u omogućavanja pravodobnog i efikasnog poduzimanja mjera oporavka (prije supervizorske intervencije). Novi regulatorni okvir analiziran je i s aspekta ažuriranog područja planova oporavka kao procjenu ukupne mogućnosti oporavka kreditnih institucija, primjenu standardiziranog izvještaja u svrhu ukupne mogućnosti oporavka te rokova dostave plana oporavka. Sve su značajniji izazovi u praćenju i implementiranju regulatornih promjena postojećih i novih okvira kojim se uređuje nadziranje poslovanja manjih kreditnih institucija uz primjenu principa proporcionalnosti koje primjenjuje Europsko nadzorno tijelo za bankarstvo (EBA). Stoga je u radu provedeno istraživanje na uzorku od deset manjih kreditnih institucija (hipotetski primjeri s pretpostavljenim parametrima) u svezi primjene standardiziranog izvještaja u cilju mjerenja ukupne mogućnosti oporavka. Istraživanje je ukazalo da implementacija novih regulatornih promjena plana oporavka predstavlja značajan izazov manjim kreditnim institucijama. Provedeno istraživanje sugerira da je potreban pojačan dijalog između manjih kreditnih institucija i neovisnog nadležnog nacionalnog tijela (Hrvatske narodne banke), kako bi manje kreditne institucije praktičnije i brže usvojile regulatorne promjene plana oporavka.

Abstract (english)

The subject of research work is the changes in the regulatory framework of the recovery plan for smaller credit institutions and the application of a standardized report in order to assess the overall recovery capacity. The paper contains an analysis of the new regulatory framework related to the prescribed indicators (minimum rates, calibration, monitoring and updating) and their impact on the overall recovery capacity based on selected recovery measures for smaller credit institutions. Additionally, the importance of determining the sensitivity of the function of early warning indicators and their role in enabling the timely and efficient undertaking of recovery measures (before supervisory intervention) was highlighted. The new regulatory framework was also analysed from the aspect of the updated area of recovery plans as an assessment of the total overall recovery capacity of credit institutions, the application of a standardized report for the purpose of the overall recovery capacity and the deadlines for delivery of the recovery plan. There are increasingly significant challenges in monitoring and implementing regulatory changes in the existing and new frameworks governing the supervision of operations of smaller credit institutions, regardless of the principle of proportionality applied by the European Banking Authority (EBA). Therefore, in the paper, research was conducted on a sample of ten small credit institutions (hypothetical examples with assumed parameters) regarding the application of a standardized report in order to measure the overall recovery capacity. The research indicated that the implementation of the new regulatory changes of the recovery plan represents a significant challenge for smaller credit institutions. The conducted research is suggesting that an increased dialogue is needed between smaller credit institutions and the independent competent national body (Croatian National Bank), in order for smaller credit institutions to adopt the regulatory changes of the recovery plan more practically and faster.

• Keywords: plan oporavka; manje kreditne institucije; mjere oporavka; ukupna mogućnost oporavka i standardizirano izvješće.
• Keywords (english): recovery plan; less significant credit institution; recovery measures; overall recovery capacity and standardized report.
• Language: croatian
• URN:NBN: urn:nbn:hr:148:498984
• Study programme: Title: /; Study programme type: university; Study level: postgraduate specialist; Academic / professional title: specijalist/specijalistica upravljanja financijskim institucijama (specijalist/specijalistica upravljanja financijskim institucijama)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Open access
• Created on: 2024-09-25 07:10:24