politikat qeveritare dhe rregullimi bankar

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    2008 Pearson Education Canada11.1

    Politikat qeveritare

    dhe rregullimibankar

    Kapitulli 2

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    2008 Pearson Education Canada11.2

    Informacioni asimetrik dhe

    rregullimi bankar

    Siguria qeveritare: Sigurimi i depozitave Dshtimi i bankave dhe efekti ne besimin

    Metoda e kthimit dhe pagess

    Metoda e blerjs dhe supozimit

    Risku moral Depozituesit nuk imponojn disiplin n tregje

    Bankat kan prirje me hy n aktivitete me risk t lart

    Zgjedhja e pavolitshme Pr ata q preferojn riskun bankat paraqiten simundsi trheqse

    Depozituesit kan pak arsye me i mbikqyr bankat

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    2008 Pearson Education Canada11.3

    T mdhenj pr dshtim

    Qeveria ofron garanci pr pagesn ekreditorve t mdhenj t bankave tmdha q nuk jan siguruar.

    Kjo rrit riskun moral pr bankat e mdha.

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    Konsolidimi financiar

    Bankat e mdha dhe me strukturorganizative t zhvilluar dhe komplekse,sfidojn rregullimin bankar.

    Problemi n rritje too big to fail Shtrijn ndikimin n zhvillimin e aktiviteteve t

    reja.

    Motiv dhe prirje pr pranimin e riskut n fusha tcaktuara.

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    Kufizime n asete dhe krkesa pr

    kapital bankar

    Prpjekje pr t parandaluar bankat ngaaktivitetet me risk t lart:

    Promovimi i diversifikimit

    Kufizimet pr mbajtje t aksioneve t zakonshme

    Krkesat pr kapital t banks:

    Norma minimale e lozit financiar

    Marrveshja Basel: Krkesat pr kapital t bazuara nrisk

    Arbitrazhi Regullator

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    Mbikqyrja bankare: Licencimi dhe

    ekzaminimi

    Licencimi (analiza e propozimeve pr hapjen ebankave t reja) n mnyr q t parandalohetzgjedhja e keqe.

    Ekzaminimi (i parashikuar dhe i pa parashikuar) t

    monitoroj krkesat pr kapital dhe pr kufizimetn lidhje me asetet pr t parandaluar riskunmoral: Prshtatshmria e kapitalit Kualiteti i aseteveManagement

    Kthimi dhe fitimet Likuiditeti Ndjeshmria nga risku i tregut

    Raportimi periodik

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    Vlersimi i menaxhmentit t

    riskut

    Fokusimi n vlersimin e proceseve tmenaxhmentit pr kontrollimin e riskut

    Fokusimi n katr elemente t menaxhmentit triskut

    Kualiteti i mbikqyrjes Prshtatshmria e politikave dhe kufizimet Kualiteti i matjes s riskut dhe i sistemeve monitoruese Prshtatshmria e kontrollit t brendshm

    Kufizimet e riskut t norms s interesit Politikat dhe procedurat e brendshme Menaxhmenti dhe monitorimi i brendshm Implementimi i testimit t stresit dhe vlera me risk

    (Value-at risk (VAR))

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    Krkesa pr publikimin e

    informacionit

    Krkesa pr prmbajtje parimeve standarde tkontabilitetit dhe pr publikimin e informacionit tplot dhe gjithprfshirs.

    Komiteti i Euromonedhs i ngritur nga grupi G-10 iBankave Qendrore(Eurocurrency StandingCommittee of the G-10 Central Banks) rekomandongjithashtu vlersimin e riskut financiar t gjeneruar

    nga sistemi i brendshm i montorimit n firm dhet parimet e politikave t adaptuara pr publikimine informacionit.

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    2008 Pearson Education Canada11.9

    Mbrojtja e klientve

    Krkon q huadhsit t sigurojn informacionpr publikun pr kostot e huadhnies (dukeprfshir edhe normn standarde t interesit)

    Krkon sigurimin e informacionit prmetodologjin e vlersimit dhe prcaktimit tshpenzimeve financiare

    Krkon q ankesat pr faturim t trajtohenme shpejtsi.

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    2008 Pearson Education Canada11.10

    Kufizimet pr konkurrencn

    Duke arsyetuar me risk moral, prirjet pr tpranuar riskun m t lart sepsekonkurrenca po zvoglon prfitimet.

    Disavantazhet Shpenzime m t larta pr klientt

    Zvoglimi i efikasitetit

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    Rregullimi i bankingut

    ndrkombtar

    Similar to Canada Chartered and supervised

    Deposit insurance

    Capital requirement Particular problems

    Easy to shift operations from one country

    to another Unclear jurisdiction lines

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    Regulation

    Applies to a moving target

    Calls for resources and expertise

    Details are important

    Political pressures

    Wh B ki C i i i

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    Why a Banking Crisis in

    1980s?

    Early Stages

    1. Managers did not have the required expertiseto manage risk

    2. The existence of CDIC, more opportunities forrisk taking

    3. Because of the lending boom, bank activitieswere becoming more complicated. Regulators

    had neither the expertise nor the resources tomonitor these activities appropriately

    Wh B ki C i i i

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    Why a Banking Crisis in

    1980s? (Contd)

    Early Stages (continued)

    4. inflation interest rates, net worth of banks - Insolvencies

    - Incentives for risk taking

    Resul t : Failures and risky loans

    Wh B ki C i i i

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    Why a Banking Crisis in

    1980s? (Contd)

    Later Stages:Regulatory Forbearance

    Regulators allow insolvent banks to operate becauseA. Insufficient funds

    B. Sweep problems under rug

    P liti l E f

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    Political Economy of

    the Banking Crisis

    Explanation: Principal-Agent Problem1. Politicians influenced by bank lobbyists rather

    than public

    A. Deny funds to close banks

    B. Legislation to relax restrictions2. Regulators influenced by politicians and

    desire to avoid blame

    A. Loosened capital requirements

    B. Regulatory restrictions on risky assetholdings

    C.Regulatory forbearance

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    CDIC Developments

    CDIC insures each depositor at member institutions up to aloss of $100 000 per account

    All federally incorporated financial institutions and allprovincially incorporated TMLs are members of the CDIC

    Insurance companies, credit unions, caisses populaires, and

    investment dealers are not eligible for CDIC QDIB insures provincially incorporated institutions in Qubec

    and the other provinces have deposit insurance corporationsthat insure the deposits of credit unions

    Not all deposits and investments offered by CDIC memberinstitutions are insurable

    N t All D it A

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    Not All Deposits Are

    Insurable

    Insurable deposits include Savings and chequing accounts

    Term deposits with a maturity date < 5 years

    Money orders and drafts, certified drafts and cheques,

    and travellers chequesThe CDIC does not insure

    Foreign currency deposits or term deposits with maturitydate > 5 years

    T-bills, bonds and debentures issued by governments andcorporations (including the chartered banks)

    Investments in stocks, mutual funds, and mortgages.

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    Differential Premiums

    Differential premiums means investmentswith differing risk profiles are subject todifferent insurance premiums

    Premium categories range from 1 (best) for awell capitalized bank, to 4 (worst) for asignificantly under capitalized bank

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    Opting-Out

    Permits Schedule III banks, that accept primarilywholesale deposits (defined as $150 000 or more),to opt out of CDIC membership and therefore tooperate without deposit insurance

    It requires, however, an opted-out bank to informall depositors, by posting notices in its branches,that their deposits will not be protected by theCDIC, and not to charge any early withdrawal

    penalties for depositors who choose to withdraw

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    Evaluating CDIC (Contd)

    Risk-based Insurance Premiums- Scheme for determining risk, it is accurate?

    Other CDIC Provisions

    -Regulators perform frequent examinations- Gives CDIC discretion in examining performance

    of problem institution

    Other Proposed Changes- Regulatory consolidation- Market-value accounting

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