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Model for Determining the Stability of Retail Deposits with Higher Outflow Rates / Model za izračun stabilnosti vlog na drobno z višjo stopnjo odliva

Author

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  • Murks Bašič Aleksandra

    (Zavarovalnica Triglav d.d., Ljubljana, Slovenia)

Abstract

Vloge na drobno veljajo za enega najcenejših in tudi najstabilnejših virov financiranja za banke, ki razpolagajo z večjimi vrednostmi teh vlog. Za namen poročanja in izpolnjevanja zahteve glede likvidnostnega kritja definira banka tri glavne skupine vlog na drobno, ki jim pripadajo različne stopnje odlivov. Za prvi dve glavni skupini so značilne stopnje odlivov 5 % oziroma 10 %, za tretjo glavno skupino pa banka sama določi stopnje odlivov. Tretja glavna skupina je tudi predmet obravnave v tem članku. Banka na podlagi števila in dejavnikov tveganja razvrsti vloge na drobno v tri kategorije. Dejavniki tveganja so glede na stopnjo tveganja razdeljeni v dve skupini. V članku je najprej opisan zakonodajni okvir, nato pa način izračuna višjih stopenj odlivov za vloge na drobno v skladu s preteklimi nihanji in pričakovano oceno nestanovitnosti v situaciji stresnih razmer. Na koncu je na kratko podana prihodnja obravnava vlog na drobno z višjimi stopnjami odlivov.

Suggested Citation

  • Murks Bašič Aleksandra, 2015. "Model for Determining the Stability of Retail Deposits with Higher Outflow Rates / Model za izračun stabilnosti vlog na drobno z višjo stopnjo odliva," Naše gospodarstvo/Our economy, Sciendo, vol. 61(5), pages 12-22, October.
    • Handle: RePEc:vrs:ngooec:v:61:y:2015:i:5:p:12-22:n:2
    DOI: 10.1515/ngoe-2015-0018
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