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7/30/2019 Politikat Qeveritare Dhe Rregullimi Bankar
1/25
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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2008 Pearson Education Canada11.4
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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2008 Pearson Education Canada11.5
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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2008 Pearson Education Canada11.6
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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2008 Pearson Education Canada11.7
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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2008 Pearson Education Canada11.8
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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2008 Pearson Education Canada11.11
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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2008 Pearson Education Canada11.12
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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2008 Pearson Education Canada11.13
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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2008 Pearson Education Canada11.14
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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2008 Pearson Education Canada11.15
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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2008 Pearson Education Canada11.16
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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2008 Pearson Education Canada11.17
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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2008 Pearson Education Canada11.18
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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2008 Pearson Education Canada11.19
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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2008 Pearson Education Canada11.20
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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2008 Pearson Education Canada11.23
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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