Stres testovi bankovnog sustava Europske unije

master's thesis

• Title (english): Stress testing the banking system of the European union
• Author: Daria Brkić
• Mentor: Jakša Krišto (mentor)
• Committee member: Jakša Krišto (predsjednik povjerenstva)
• Committee member: Branka Tuškan (član povjerenstva)
• Granter: University of Zagreb; Faculty of Economics and Business; Zagreb
• Defense date and country: 2015-09-28, Croatia
• Scientific / art field, discipline and subdiscipline: SOCIAL SCIENCES; Economics; Finance

Abstract

Tema ovog rada odnosi se na analizu stres testova bankovnog sustava Europske unije sa naglaskom na analizu najaktualnijeg testiranja otpornosti na stres provedenog 2014. godine; njegove metodologije i rezultata. Cilj rada je pobliže pojasniti pojam, metodologiju, prednosti i nedostatke testiranja otpornosti na stres općenito te primjenu takvih testova na bankarski sustav Europske unije sa osvrtom na značenje svega navedenog za bankarski sustav Republike Hrvatske. Posljednja financijska kriza ukazala je na nedostatke dosadašnjih stres testova te se u ovom radu opisuje razvoj stres testova u Europskoj uniji i mjere koje su nadležna tijela poduzela kako bi takvi testovi doveli do vjerodostojnijih rezultata i tako pridonijeli stabilnosti financijskog sustava. Prikazana je struktura bankarskih sustava Europske unije i Republike Hrvatske, kao i sustav njihove financijske supervizije te značaj testiranja otpornosti na stres za oba bankovna sustava.

Abstract (english)

The subject of this thesis is the analysis of stress-testing the European banking system with an emphasis on the analysis of the most recent EU-wide stress-testing exercise that took place in 2014; it´s methodology and results. The primary goal of this thesis is to explain the concept of stress-testing, the methodology and the advantages and disadvantages in general, as the use of such tests on the banking system of the European Union with an overview of the significance of all mentioned on the banking system of the Republic of Croatia. The recent financial crisis has shown great disadvantages of stress-testing exercises and therefor, in this thesis the evolution of stress-testing in the European Union is shown, along with measures that the authorities have taken to ensure more reliable results so that they can contribute to the stability of the financial system. The structure of the banking systems of both the European Union and the Republic of Croatia is described, as are their financial supervision systems and the importance of stress-testing for both banking systems.

• Keywords: bankovni sustav; Europska unija; stres test; financijska supervizija
• Language: croatian
• URN:NBN: urn:nbn:hr:148:971345
• Study programme: Title: Business Economics; Study programme type: university; Study level: graduate; Academic / professional title: magistar/magistra ekonomije (magistar/magistra ekonomije)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Access restricted to students and staff of home institution
• Public note: Ključne riječi dodijelio knjižničar.
• Created on: 2016-11-16 18:45:45