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Schmidt, Brent A. "Consequences of Bank Stress Test Disclosures." The Ohio State University, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1558628658813261.
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Vorlíček, Jaroslav. "Zátěžové testy bank." Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-201628.
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This thesis deals with stress testing of the banking sector. Stress tests are a set of analytical tools used to test the resilience and financial stability of the banking sector. At the beginning of the work financial stability and systemic risk impact not only in the form of sys-temically important financial institutions are discussed. Followed by a chapter on stress tests, which describes historic development of stress testing approaches to testing of individual banking risks and their implementation in the form of stress testing. Stress testing methodo-logy is described primarily from the perspective of the Czech National Bank, the importance of banking regulation and supervision in Basel III is also presented. In the final chapter of the thesis there are commented results of Czech National Bank's stress tests, and EU wide stress tests 2014, launched in cooperation with European Banking Authority, European Central Bank and the European Systemic Risk Board.
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Štefančíková, Michaela. "Význam a vývoj záťažových testov bank v ČR a EÚ." Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-199741.
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This thesis deals with the stress testing of banks in Czech Republic and the EU. The first part discusses the financial stability. Attention is paid mainly to different opinions of financial institutions and other experts. The first part includes the financial stability assessment tools of two major financial institutions that deal with financial stability (IMF and ECB). The second part is devoted to one the specific assessment tool for financial stability - stress testing. Stress testing part targets to include the latest theoretical knowledge that are related to stress testing. The third part deals with the stress testing of the banking sector in the Czech Republic and examines the evolution of stress scenarios and methods of stress tests, which are the responsibility of CNB. The fourth part analyzes in detail the stress scenarios and the results of stress tests of the banking sector in the Czech Republic. The last part of the thesis is devoted to the analysis of stress tests of the EU banking sector.
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Dimitrova, Evgenia. "Bank capitalization and credit rating assessment : Evidence from the EBA stress test." Thesis, Högskolan i Jönköping, Internationella Handelshögskolan, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-30455.
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Banks face market pressure when determining their capital structures because they are subject to strict regulations. CFOs are willing to adjust their company’s capital structures in order to obtain higher ratings. The credit ratings are highly valuable not only because they assess the creditworthiness of the borrowers but also because those agencies take advantage of the information asymmetry and have access to data that companies might not disclose publicly. Also, this industry gained much interest after the BIS proposals back in 1999 and 2001 that the Basel Committee on Banking Supervision should consider the borrower’s credit ratings when examining banks’ solvency and adequacy. Factors used to determine the credit ratings are banks’ asset quality which is fundamental measure for the creditworthiness, banks’ capital which is related to the asset quality in relation to the RWA, banks’ profitability, and liquidity measurements. The purpose of this paper is to investigate whether the banks that keep excess equity to balance sheet receive better credit ratings, given the predictors capital, banks size and defaulted to total exposures. The European Banking Authority (EBA) stress test results are used as a benchmark for determining banks’ capital adequacy and solvency, whereas the credit ratings are obtained shortly after the EBA’s reports publication. The sample size is 73 and 95 banks for the years 2011 and 2014, respectively. The results from the multivariate ordinal regression do not show significant correlation results between the excess equity to balance sheet and the credit ratings, even though the estimated coefficient is negative, namely excess equity is associated with lower credit ratings. An explanation to this one can find in the low-quality capital relative to the banks’ capital base. Also, banks which plan to implement risker projects or currently hold risker assets are subject to higher capital requirements. Moreover, banks currently being rated low but with the potential of being upgraded would be more willing to issue equity than debt in order to avoid the corresponding risk and achieve the higher rating. The equity ratio and the defaulted to total exposures ratio show significant correlation to the banks’ credit ratings. Overall, since the results of the regression are insignificant, we do not have reasons to believe that holding excess equity is not beneficial for banks. When banks make changes in their leverage ratios they would either carry the cost of being downgraded or the cost related to issuing more equity, therefore at the end they will balance the leverage ratio close to the optimal and keep as much capital as required by regulations.
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Konstantopoulos, Theodoros. "The Impact of Stress Testing on the Systemic Risk of Bank Holding Companies." Thesis, The University of North Carolina at Charlotte, 2018. http://pqdtopen.proquest.com/#viewpdf?dispub=13421953.
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The impact of the financial crisis of 2007-2008 on the global banking system raised concerns regarding the capital adequacy of banks. While the banks were already conducting internal stress tests before the financial crisis that was not enough to ensure their capital adequacy in the case of an extremely adverse economic scenario. In 2009, under the Obama administration, large Bank Holding Companies (BHCs) were required to conduct stress tests under the supervision of the Federal Reserve Board (FED). This paper evaluates the impact of stress testing on the systemic risk and marginal expected shortfall of Bank Holding Companies. The objective of this study is to examine if the implementation of stress testing by the FED has affected the systemic risk of Bank Holding Companies. This study considers 55 US Bank Holding Companies with data from 2000 to 2018. The overall sample includes stress test BHCs as well as non-stress test BHCs. I use a variety of techniques including regression discontinuity with kernel triangular approach and OLS regression with fixed effects. The models contain bank-specific control variables including Log of Assets, Pre-Provision Net Revenue to Assets, Loan Loss Provision to Assets Real Estate Loans to Assets, Consumer Loans to Assets, Commercial Loans to Assets, Debt to Capital, Deposits to Assets, as well as capital requirements such as Tier 1 Capital Ratio. The results suggest that after the regulation of the stress test, the systemic risk of the stress test BHCs is significantly higher than the non-stress test BHCs. However, the stress test BHCs decrease their systemic risk more than the non-stress BHCs. The Tier 1 capital ratio, which is a key ratio that determines whether the BHCs pass the stress test, is found to have a negative effect on systemic risk (SRISK). Furthermore, I show that BHCs see an increase in their systemic risk when they run stress testing for the first time. Finally, the stress test BHCs decrease their systemic risk the quarter before the stress test and increase it a quarter after.
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Wynn, Theresa M. "The Effects of Vegetation on Stream Bank Erosion." Diss., Virginia Tech, 2005. http://hdl.handle.net/10919/11191.
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Riparian buffers are promoted for water quality improvement, habitat restoration, and stream bank stabilization. While considerable research has been conducted on the effects of riparian buffers on water quality and aquatic habitat, little is known about the influence of riparian vegetation on stream bank erosion.
The overall goal of this research was to evaluate the effects of woody and herbaceous riparian buffers on stream bank erosion. This goal was addressed by measuring the erodibility and critical shear stress of rooted bank soils in situ using a submerged jet test device. Additionally, several soil, vegetation, and stream chemistry factors that could potentially impact the fluvial entrainment of soils were measured. A total of 25 field sites in the Blacksburg, Virginia area were tested. Each field site consisted of a 2nd-4th order stream with a relatively homogeneous vegetated riparian buffer over a 30 m reach. Riparian vegetation ranged from short turfgrass to mature riparian forest. Multiple linear regression analysis was conducted to determine those factors that most influence stream bank erodibility and the relative impact of riparian vegetation.
Results of this research indicated woody riparian vegetation reduced the susceptibility of stream bank soils to erosion by fluvial entrainment. Riparian forests had a greater density of larger diameter roots, particularly at the bank toe where the hydraulic stresses are the greatest. These larger roots (diameters > 0.5 mm) provided more resistance to erosion than the very fine roots of herbaceous plants. Due to limitations in the root sampling methodology, these results are primarily applicable to steep banks with little herbaceous vegetation on the bank face, such as those found on the outside of meander bends.
In addition to reinforcing the stream banks, riparian vegetation also affected soil moisture and altered the local microclimate. While summer soil desiccation was reduced under deciduous riparian forests, as compared to herbaceous vegetation, winter freeze-thaw cycling was greater. As a result, in silty soils that were susceptible to freeze-thaw cycling, the beneficial effects of root reinforcement by woody vegetation were offset by increased freeze-thaw cycling. Using the study results in an example application, it was shown that converting a predominately herbaceous riparian buffer to a forested buffer could reduce soil erodibility by as much as 39% in soils with low silt contents. Conversely, for a stream composed primarily of silt soils that are prone to freeze-thaw cycling, afforestation could lead to localized increases in soil erodibility of as much as 38%. It should be emphasized that the riparian forests in this study were deciduous; similar results would not be expected under coniferous forests that maintain a dense canopy throughout the year. Additionally, because dense herbaceous vegetation would likely not develop in the outside of meander bends where hydraulic shear stresses are greatest, the reductions in soil erodibility afforded by the herbaceous vegetation would be limited to areas of low shear stress, such as on gently sloping banks along the inside of meander bends.
As the first testing of this type, this study provided quantitative information on the effects of vegetation on subaerial processes and stream bank erosion. It also represents the first measurements of the soil erosion parameters, soil erodibility and critical shear stress, for vegetated stream banks. These parameters are crucial for modeling the effects of riparian vegetation for stream restoration design and for water quality simulation modeling.Ph. D.
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Thompson, Theresa M. "The Effects of Vegetation on Stream Bank Erosion." Diss., Virginia Tech, 2004. http://hdl.handle.net/10919/11191.
Full textAbstract:
Riparian buffers are promoted for water quality improvement, habitat restoration, and stream bank stabilization. While considerable research has been conducted on the effects of riparian buffers on water quality and aquatic habitat, little is known about the influence of riparian vegetation on stream bank erosion.
The overall goal of this research was to evaluate the effects of woody and herbaceous riparian buffers on stream bank erosion. This goal was addressed by measuring the erodibility and critical shear stress of rooted bank soils in situ using a submerged jet test device. Additionally, several soil, vegetation, and stream chemistry factors that could potentially impact the fluvial entrainment of soils were measured. A total of 25 field sites in the Blacksburg, Virginia area were tested. Each field site consisted of a 2nd-4th order stream with a relatively homogeneous vegetated riparian buffer over a 30 m reach. Riparian vegetation ranged from short turfgrass to mature riparian forest. Multiple linear regression analysis was conducted to determine those factors that most influence stream bank erodibility and the relative impact of riparian vegetation.
Results of this research indicated woody riparian vegetation reduced the susceptibility of stream bank soils to erosion by fluvial entrainment. Riparian forests had a greater density of larger diameter roots, particularly at the bank toe where the hydraulic stresses are the greatest. These larger roots (diameters > 0.5 mm) provided more resistance to erosion than the very fine roots of herbaceous plants. Due to limitations in the root sampling methodology, these results are primarily applicable to steep banks with little herbaceous vegetation on the bank face, such as those found on the outside of meander bends.
In addition to reinforcing the stream banks, riparian vegetation also affected soil moisture and altered the local microclimate. While summer soil desiccation was reduced under deciduous riparian forests, as compared to herbaceous vegetation, winter freeze-thaw cycling was greater. As a result, in silty soils that were susceptible to freeze-thaw cycling, the beneficial effects of root reinforcement by woody vegetation were offset by increased freeze-thaw cycling. Using the study results in an example application, it was shown that converting a predominately herbaceous riparian buffer to a forested buffer could reduce soil erodibility by as much as 39% in soils with low silt contents. Conversely, for a stream composed primarily of silt soils that are prone to freeze-thaw cycling, afforestation could lead to localized increases in soil erodibility of as much as 38%. It should be emphasized that the riparian forests in this study were deciduous; similar results would not be expected under coniferous forests that maintain a dense canopy throughout the year. Additionally, because dense herbaceous vegetation would likely not develop in the outside of meander bends where hydraulic shear stresses are greatest, the reductions in soil erodibility afforded by the herbaceous vegetation would be limited to areas of low shear stress, such as on gently sloping banks along the inside of meander bends.
As the first testing of this type, this study provided quantitative information on the effects of vegetation on subaerial processes and stream bank erosion. It also represents the first measurements of the soil erosion parameters, soil erodibility and critical shear stress, for vegetated stream banks. These parameters are crucial for modeling the effects of riparian vegetation for stream restoration design and for water quality simulation modeling.Ph. D.
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Ayres, Kelley. "Simulation models of bank risk management." Thesis, Kansas State University, 2015. http://hdl.handle.net/2097/18969.
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Master of AgribusinessDepartment of Agricultural Economics
Bryan Schurle
Quantifying the impact of various economic events is essential for risk management in community banks. Interest rate shocks of either rapidly increasing or decreasing rates, in magnitudes of at least 200 basis points, is one of the more common risks modeled. Liquidity crises that impact deposits or loan demand can arise from either local or national economic events is another risk factor that regulators are requiring banks to quantify and plan for. Excel spreadsheets can be used to develop models to measure and quantify these risks. Simulation tools and what-if analysis using data table and scenario manager identify possible outcomes for differing interest rate scenarios, interest rate shocks and liquidity stresses. Data table was used for simulation of a stochastic model to produce a cumulative distribution function of two hundred results each on three different interest rate environments. Scenario manager was used to narrow the simulation to a certain set of expectations affecting the balance sheet of the bank and another set of expectations from an interest rate shock. Changes in the bank’s balance sheet resulting from three different commodity price expectations were modeled. An interest rate shock of four hundred basis points over a two year period was also modeled. These models are simple and cost effective. Once data are captured, the time required to develop and generate scenarios is manageable. The model can be used for a wide range of what-if alternatives as an individual bank may see fit. These models are adequate to meet present regulatory requirements for a community bank of smaller size that is not complex and does not possess a high risk profile.
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Likovská, Veronika. "Přístup ke stresovému testování bank na úrovni EU." Master's thesis, Vysoká škola ekonomická v Praze, 2017. http://www.nusl.cz/ntk/nusl-359610.
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The diploma thesis deals with stress testing as a specific tool which is used by European Banking Association for banking sector financial stability assessment. The main aim is to provide reader with analysis of EBA stress testing. Both the EBA methodology and 2016 results are analyzed in second part. Due to high costs spend on stress testing process I consider practical usage from the bank point of view as very important. This issue is discussed in fourth part of this thesis.
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Malmgård, Agnes, and Annie Delewon. "Upplevelsen av den psykosociala arbetsmiljön inom bank- och finansbranschen : En kvantitativ enkätstudie." Thesis, Högskolan i Jönköping, Högskolan för lärande och kommunikation, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-43685.
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Syftet med studien var att undersöka huruvida individuella faktorer har en inverkan på upplevelsen av arbetsrelaterad stress inom bank- och finansbranschen genom de tre dimensionerna krav, kontroll och stöd samt att undersöka den psykosociala arbetsmiljön i allmänhet genom dimensionerna hälsa och välbefinnande, samt balansen mellan arbete och privatliv. De individuella faktorer som studerades var kön, ålder, utbildningsnivå, ledande befattning och anställningstid inom organisationen. Totalt deltog 146 medarbetare (92 kvinnor och 54 män), och respondenternas ålder varierade mellan 19–64 år (M = 44.23; SD = 10.89). I studien användes en kvantitativ utformning samt en tvärsnittsdesign. Mätinstrumentet som användes baserades på Copenhagen Psychosocial Questionnaire II (Pejtersen, Kristensen, Borg & Bjorner, 2010), vilket är en förkortad version av originalet. Insamlade data analyserades genom separata t-test med oberoende mätningar. Resultaten visade på signifikanta skillnader i det avseendet att kvinnor upplevde mindre kontroll i arbetet än män och yngre medarbetare upplevde mindre stöd än äldre medarbetare. Resultaten visade även signifikanta skillnader i form av att medarbetare utan ledande position ansåg sig ha mindre kontroll i sitt arbete än medarbetare med ledarposition, dock upplevde de sistnämnda högre krav än icke-ledare. Medarbetare med högre utbildningsnivå upplevde en sämre hälsa och välbefinnande än medarbetare med lägre utbildning. Däremot påvisades ej några signifikanta skillnader gällande anställningstid inom organisationen. Följaktligen kunde det konstateras att upplevelsen av psykosocial arbetsmiljö skiljer sig beroende på de individuella faktorerna kön, ålder, utbildningsnivå samt ledande befattning.
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Luo, Dan, and Yajing Ran. "Micro Drivers behind the Changes of CET1 Capital Ratio : An empirical analysis based on the results of EU-wide stress test." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-44140.
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Background: Stress tests have been increasingly used as a part of the supervisory tool by national regulators after the financial crisis, which can also be used to conduct authorities’ supervisory for determining bank capital levels, assessing the health of a bank. Purpose: The main purpose of this study is to assess whether some micro factors play important roles on the changes of Common Equity Tier One Capital Ratio (between the bank accounting value and the stress testing results under the adverse scenarios). Our secondary purpose is to investigate if our empirical results will help to provide some theoretical suggestions to regulators when they exercise stress tests. Method: An empirical analysis by using Panel Data, introducing GARCH model to measure volatility. Empirical foundation: The results of EU-wide stress tests and bank financial statements Conclusion: The coefficient associated with non-performing loans to total loans is positively significant and the coefficient associated with bank size is negatively significant. In addition, the financial system of strong banks is better to absorb financial shocks. These findings are useful, as banks is a reflection of the financial stability of an economic entity, we can use these findings as another reason to pay attention to the process of the stress testing rather just stress testing results.
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Zingwe, Tawanda. "The relationship between emotional stability, stress and work family conflict, among Standard Bank female employees in the Border region." Thesis, University of Fort Hare, 2012. http://hdl.handle.net/10353/d1007133.
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The aim of this study was to investigate the relationship that exists between emotional stability, stress and work-family conflict among Standard Bank female employees. For this purpose data was collected from the female employees of Standard Banks in Alice, Fort Beaufort, King Williams and East London Town’s in the Eastern Cape. A sample of 72 female bank employees was drawn from the population. Neuroticism is the opposite of emotional stability and it was mostly often used in place of emotional stability in the study. Results of the study indicated that all study variables are significantly positively correlated with one another. The findings of this study is helpful in the banking industry in order to design human resources policies which will reduce the work-family conflict and decrease stress for female bank employees and for future research in respective topics. The implications of this study are discussed along with recommendations for future research and professional managerial practice.
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Van, der Bank Marita. "Dispositional factors, coping and stress as predictors of expatriates' adjustment, performance and desire to terminate the assignment / Marita van der Bank." Thesis, North-West University, 2002. http://hdl.handle.net/10394/1173.
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The increase in globalisation has led many organisations world-wide and in South African to
send more employees on international assignments than ever before, with every indication
that the use of expatriates will continue to expand into the 21st century. Expatriate
assignments are important to the success of multinational companies because they can help
build the level of global competence within the organisation, and expatriates often fill critical
positions in host countries (e.g. new market development, technology transfer, joint venture
negotiations and subsidiary management).
Given the strategic importance multinational companies attach to global assignments, the
harm an unsuccessful expatriate may cause in the host country can be detrimental to the
multinational company's future global business. Implications of poor expatriate cross-cultural
adjustment include inadequate performance, psychological stress, premature termination of
the assignment, negative effects on the expatriates' families and the long-term career
repercussions upon repatriation after failed expatriate assignments. Thus, in order to remain
competitive in today's global marketplace, multinational companies have recognised that the
attraction, selection, development and retention of employees who can live and work
effectively outside their own national borders are crucial to their success. This study proposed
that personality dispositions, coping, stress and expatriates' motivation for accepting the
assignment can predict three criteria of expatriate success, namely (a) the desire to terminate
the assignment, (b) performance, and (c) the cross-cultural adjustment of expatriates.
The study population consisted of 95 expatriates from eight multi-national organisations. The
research method for each of the three articles consists of a brief literature review and an
empirical study. A cross-sectional survey design was used to achieve the research objectives.
Descriptive statistics ( e g means, standard deviations, skewness and kurtosis) were used to
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analyse the data. Cronbach alpha coefficients and exploratory factor analysis were used to
assess the reliability and validity of the measuring instruments, and multiple regression
analyses was conducted to determine the percentage of the variance in the dependent
variables that is predicted by the independent variables. The Neo-Personality Inventory
Revised, Work Locus of Control Scale, Expatriate Stress Inventory, a biographical
questionnaire, which included expatriates' motivation for accepting the assignment
(independent variables) and expatriates' cross-cultural adjustment. their desire to terminate
the assignment and their performance (dependent variables) were administered.
The results showed that external locus of control is related to avoidance. Avoidance coping of
expatriates' was best predicted by an external locus of control and approach coping of
expatriates' was best predicted by an internal locus of control.
The results showed that expatriates' desire to terminate the assignment is related to their
cross-cultural adjustment and that personality dimensions are related to their cross-cultural
adjustment and their desire to terminate the assignment. Personality dimensions explained
12% of the variance in expatriates' cross-cultural adjustment. Assertiveness and cross-cultural
adjustment explained 17% of expatriates' desire to terminate the assignment.
The results showed that cultural stress explained 17% of the variance in expatriates' cross-cultural
adjustment. Assertiveness and cross-cultural adjustment explained 28% of
expatriates' desire to terminate the assignment and extrinsic motivation explained 20% of
expatriates' performance.
Recommendations are made regarding future research and practical implications for
expatriate management.Thesis (Ph.D. (Industrial Psychology))--North-West University, Potchefstroom Campus, 2005.
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Башкіров, О. В. "Особливості стрес-тестування як функції управління ризиками валютного портфеля." Thesis, Українська академія банківської справи Національного банку України, 2004. http://essuir.sumdu.edu.ua/handle/123456789/60426.
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Steiner, Margaux, and Marjolaine Marra. "Determinants of the spread of CET1 for European Banks : Quantitative study based on the 2016 EU-wide Stress test." Thesis, Umeå universitet, Företagsekonomi, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-136865.
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Historically, banks have always had a central role in the economy. Their decisions do not only affect their shareholders and customers but the whole economic system. As a consequence, the financial crisis of 2007-2008 has shown that bank management is a huge matter and that the failure of one bank can affect tremendously the whole banking system and the economy. For these reasons, banks need to be regulated by external organisations that constrain them to adjust their regulatory capital via their risk weighted assets. This paper examines the significant factors of the spread between the scenarios on Common Equity Tier 1 (CET1) of the 2016 stress test for EU banks. CET1 is a component of capital adequacy ratio and measures the connections between capital euntens’ris-weighted assets. On a methodological standpoint, this research is based on a positivist approach this meaning that a quantitative analysis has been performed. The sample used in this research is composed of 51 banks from 15 countries across EU and European Economic Area. All of these banks have been analysed by the European Banking Authority (EBA) which has conducted stress test in order to assess CET1 as regards to Basel III framework. The researchers have elaborated a conceptual model in order to select the most relevant variables that might affect the spread of CET1. The hypotheses are based on previous researches and take into account the following independent variables: Size, Stock Exchange Listed, Leverage ratio, Loans on Assets, Net Interest Margin, Risk-Weighted Assets to Total Assets and Profitability. Simple linear regression and multiple linear regressions have been performed to test the impact of all the independent variables on the spread of CET1. The statistical analyses have revealed that there are no significant relationships between the selected variables, except for size that has a significant negative impact on the spread as part of the multiple regression. Therefore, none of the hypotheses can be supported. These results provide new insights in the banking sector and to a larger extent for finance. They may be considered as a basis for future research on the spread of CET1.
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Бєленька, Г. В. "Використання стрес-тестів для аналізу стійкості банківської системи: підходи, методи, світовий досвід." Thesis, Українська академія банківської справи Національного банку України, 2009. http://essuir.sumdu.edu.ua/handle/123456789/59985.
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Стрес-тестування визначається Національним банком України як “метод
кількісної оцінки ризику, який полягає у визначенні величини неузгодженої
позиції, яка наражає банк на ризик та у визначенні шокової величини зміни
зовнішнього фактора – валютного курсу, процентної ставки тощо. Поєднання
цих величин дає уявлення про те, яку суму збитків чи доходів отримає
банк, якщо події розвиватимуться за закладеними припущеннями”.
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Лобода, Д. Л. "Актуальні питання стрес-тестування кредитного портфеля банку." Thesis, Одесса, 2010. http://essuir.sumdu.edu.ua/handle/123456789/63479.
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Ця робота присвячена актуальним аспектам стрес-тестування кредитного портфеля банку. Автором розглянуто основні напрямки розвитку та вимоги до проведення оцінки ризику кредитного портфеля за допомогою вказаної методики.This work is devoted to the actual aspects of stress-testing the bank’s credit portfolio. General ways of elaboration and requirements for the evaluation credit portfolio risk with indicated methodology are described by the author.
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Nylander, Julia, and Emelie Zachrisson. "Basel III : En studie om de svenska, tyska och brittiska storbankernas utveckling i takt med implementeringen av det nya regelverket." Thesis, Högskolan i Borås, Akademin för textil, teknik och ekonomi, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:hb:diva-575.
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Tre tydliga svagheter kunde identifieras i den globala banksektorn under den stora finanskrisen år 2007. Dessa tre svagheter var brist på kapital av tillräcklig kvalitet för att kunna hantera förluster, en för tätt sammankopplad finansmarknad samt otillräcklig likviditetshantering och för små likviditetsbuffertar. I syfte att främja en banksektor med starkare motståndskraft togs regelverket Basel III fram för att reglera bland annat bankernas likviditet, kapitaltäckning och riskhantering. De nya kapitaltäckningskraven från Basel III innebär bland annat att kärnprimärkapitalrelationen ska uppgå till minst sju procent senast år 2019, Sverige och Storbritannien har dock valt att ställa högre krav på sina storbanker. Kärnprimärkapitalet är den del av primärkapitalet som håller högst kvalitet och har bäst förmåga att absorbera förluster. Europeiska bankmyndigheten (EBA) genomför årligen stresstester på bankerna inom Europeiska unionen (EU) med syfte att se hur bankerna kan hantera ogynnsamma scenarier. På liknande sätt genomför även Finansinspektionen stresstester på de svenska storbankerna.Syftet med denna studie är att ur ett internationellt perspektiv undersöka vilka resultat storbankerna i Sverige, Storbritannien och Tyskland uppnår i EBA:s stresstester för två olika år. Studien syftar även till att ur ett nationellt perspektiv studera hur de fyra svenska storbankerna Handelsbanken, SEB, Nordea och Swedbank klarar sig i Finansinspektionens egna stresstester över en fyraårsperiod. Slutligen syftar studien till att studera hur väl de fyra svenska storbankerna lever upp till de nya kraven som Basel III medför med avseende på kärnprimärkapitalrelation för åren 2006, 2011 och 2014 samt hur bankernas riskrapportering har förändrats sedan år 2011. För att besvara våra frågeställningar studerades tryckt material i form av bland annat årsredovisningar och vi genomförde även två intervjuer med en respondent från Finansinspektionen respektive två respondenter från Sveriges Riksbank.Studiens resultat för den internationella frågeställningen visar att det är de svenska storbankerna som har den lägsta genomsnittliga procentuella differensen mellan ett normalscenario och ett stressat scenario. Det är även de svenska storbankerna som har de högsta genomsnittliga kärnprimärkapitalrelationerna i EBA:s stresstester för åren 2011 respektive 2014. De brittiska och de tyska storbankerna uppnår lägre resultat än de svenska storbankerna. Det finns banker i dessa länder som det krävs ytterligare arbete ifrån för att de vid ett normalscenario ska uppnå Basel III:s grundkrav där kärnprimärkapitalrelationen ska uppgå till minst sju procent. Utifrån vår analys kan vi dra slutsatsen att de svenska storbankerna är de banker som klarar sig bäst med avseende på EBA:s stresstester och bankernas kärnprimärkapitalrelationer.Studiens resultat för den nationella frågeställningen visar att Handelsbanken och Swedbank är de svenska storbanker som klarar sig bäst i Finansinspektionens stresstester. SEB och Nordea däremot uppvisar något sämre resultat och vid något tillfälle når de inte upp till de formella eller de individuella kraven under ett mycket stressat scenario. Vid analys av bankernas årsredovisningar kan vi se en positiv utveckling av deras kärnprimärkapitalrelationer då samtliga svenska storbanker når upp till de strängare formella kraven på 10 respektive 12 procent och även når upp till Finansinspektionens strängare individuella krav för respektive storbank. Vi kan även se en positiv utveckling av de svenska storbankernas riskrapportering och vi kan se att många av bankerna offentliggör mer riskinformation än vad som krävs. Vi kan konstatera att de svenska storbankerna över lag är välkapitaliserade och har inga problem med att nå upp till de nya kraven i Basel III.Three weaknesses were identified in the global banking sector during the great financial crisis in 2007. These three weaknesses were a lack of capital of sufficient quality to cope with losses, a too closely linked financial market and finally an insufficient liquidity management and too small liquidity buffers. In order to promote a banking sector with stronger resistance Basel III regulations was established to regulate the banks' liquidity, capital adequacy and risk management. The new capital requirements of Basel III means that the core Tier I capital ratio must at least reach seven percent by the year 2019, Sweden and the UK have, however, chosen to set higher standards for their largest banks. Core Tier I capital is the part of Tier I capital that keeps the highest quality and has the best ability to absorb losses. The European Banking Authority (EBA) conducts annual stress tests on banks in the European Union (EU) in order to study how banks can handle adverse scenarios. In a similar way, Finansinspektionen also conducts stress tests on the major Swedish banks.The purpose of this study is from an international perspective to examine what results the major banks in Sweden, the UK and Germany achieve in the EBA's stress test for two years. The study also aims to study from a national perspective how the four major Swedish banks, Handelsbanken, SEB, Nordea and Swedbank achieve in Finansinspektionens own stress tests over a four year period. Finally, the study aims to examine how well the four major Swedish banks live up to the new requirements under the Basel III, with regard to core Tier I capital ratio for the years 2006, 2011 and 2014, as well as how banks' risk reporting has changed since the year 2011. In order to answer our questions, printed material in the form of e.g. annual reports were studied and we also conducted two interviews with respondents from Finansinspektionen and Sveriges Riksbank (the Swedish national bank).The study's results of the international perspective shows that it is the major Swedish banks that have the lowest average percentage difference between a normal scenario and a stressed scenario. It is also the Swedish banks that have the highest average core tier 1 ratios in the EBAs' stress tests for the years 2011 and 2014. The British and German banks achieved lower results than the Swedish banks. There are banks in these countries where further work is needed in order for them at a normal scenario to reach a core Tier 1 capital ratio of at least seven percent. Based on our analysis, we can conclude that the major Swedish banks have the best results both regarding EBAs' stress tests and the banks' core Tier 1 capital ratio.The study's results of the national perspective shows that Handelsbanken and Swedbank are the major Swedish banks with the best results in Finansinspektionens stress tests. SEB and Nordea present slightly lower results and at some time during the test they do not reach the formal or individual requirements in a highly stressed scenario. In the analysis of banks' annual reports, we observe a positive development of their core tier 1 ratios and all major Swedish banks reach the stricter formal requirements of 10 and 12 percent. All the banks also reach Finansinspektionens stricter individual requirements for each major bank. We also observe a positive development of the Swedish banks' risk reporting and we can also see that many of the banks disclose more risk information than is required. We can conclude that the major Swedish banks are well capitalized and have no problems reaching up to the new requirements of Basel III.This essay is written in Swedish
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Bednář, Luboš. "Dopad světové finanční krize na bankovní sektor EU." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-85895.
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This master thesis is focused on assessing the impact of the global financial crisis on the EU banking sector. The main objectives is the description and analysis of measures taken by U.S. and European policies in response to the collapsing banking market. In the first part I deal with the beginning of the crisis in the U.S., defining the causes of the crisis, impact on the U.S. banking rescue and analysis of individual steps by the government and FED. The second and third part is already fully paid to the situation in the European Union. Besides of the stimulus policies of the ECB, which shoud prevented the deepening recession in the EU, I try to analyze and evaluate the impact of the Larosiere report. Large space is devoted to evaluation of Stress test of European's banks 2010, which were carried out by the ECB. In conclusion, I try to show my subjective outline of future development of European's banking market.
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Quaye, Emmanuel. "Relevance of a Healthy Change Process and Psychosocial Work Environment Factors in Predicting Stress, Health Complaints, and Commitment Among Employees in a Ghanaian Bank." Thesis, Norges teknisk-naturvitenskapelige universitet, Psykologisk institutt, 2010. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-11899.
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This thesis was intended to examine the effect of the healthiness of change process and psychosocial work environment factors in predicting job stress, health complaints and commitment among employees in a Ghanaian bank (N=132), undergoing organizational change. The change process was measured in terms of dimensions from the Healthy Change Process Index (HCPI) and the psychosocial work environment was measured by the Demands-Control-Support (DCS) model. Hierarchical regression analyses revealed that each of the three HCPI dimensions predicted a specific outcome variable. Specifically, early role clarification predicted health complaints; constructive conflicts predicted stress, whereas manager availability predicted commitment. In terms of the DCS factors, demand was salient in predicting both stress, and health complaints, but not commitment. Control and support predicted health complaints, but not stress. Support predicted commitment, and also mediated the effect of manager availability on commitment. Notably, each of the three HCPI dimensions proved relevant in the Ghanaian banking sector but corporate decision makers, change leaders, and HR practitioners ought to concentrate effort on particular HCPI dimensions if they wish to influence stress, health complaints and commitment during workplace changes. Furthermore, the psychosocial work environment ought to be regularly monitored to ensure that these bankers work under reasonable levels of demands, have high control and receive more support if their psychosocial health during change is to be enhanced. In sum, the HCPI and the DCS models proved useful in this case from the Ghanaian banking sector. However, more research within a similar occupational setting will be essential in order to further validate the relevance of these models.
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Лучко, І. В. "Стрес-тестування ліквідності банку." Master's thesis, Сумський державний університет, 2018. http://essuir.sumdu.edu.ua/handle/123456789/71947.
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Досліджено сутність ліквідності банку, та фактори, що чинять вплив на її рівень; проведено аналіз ліквідності банків України; розроблено авторський підхід до стрес-тестування ліквідності, що дає змогу оцінити буфери ліквідності банків, їх якість та здатність протистояти кризовим явищам, та здійснено його апробацію на даних звітності банків України з державною часткою.Исследована сущность ликвидности банка, и факторы, оказывающие влияние на ее уровень; проведен анализ ликвидности банков Украины , разработан авторский подход к стресс-тестированию ликвидности, позволяющий оценить буфер ликвидности банков, их качество и способность противостоять кризисным явлениям; метод апробирован на данных отчетности банков Украины с государственным участием.
The essence of the liquidity of the bank, and the factors influencing its level; The analysis of the liquidity of banks in Ukraine was carried out, the author developed an approach to liquidity stress testing, which allows evaluating the banks liquidity buffer, their quality and ability to withstand crisis phenomena; The method was tested on the data of the reporting of the banks of Ukraine with state participation.
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Ткаченко, М. О. "Фінансова стійкість банку: методи оцінки." Thesis, Одеський національний економічний університет, 2021. http://local.lib/diploma/Tkachenko.pdf.
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Доступ до роботи тільки на території бібліотеки ОНЕУ, для переходу натисніть на посилання нижчеУ роботі розглядаються теоретичні аспекти сутності фінансової стійкості банку та підходи до її визначення; досліджується необхідність оцінки та управління фінансовою стійкістю банків; визначаються методи оцінки та принципи, за якими проводиться оцінка фінансової стійкості. Проаналізовано основні фактори впливу на фінансову стійкість банку та визначено, які з них мають більший вплив. Проведено коефіцієнтний аналіз фінансової стійкості АТ «ПриватБанк» за допомогою аналізу балансу банку, оцінки фінансової стійкості банку, ділової активності банку, ліквідності та прибутковості банку. Запропоновано на основі стрес-тестування фінансової стійкості банку, для стабілізації та підтримки у майбутньому фінансової стійкості, підвищити якість та частку власного капіталу, що знаходиться на низькому рівні.
The work deals with the theoretical aspects of the essence of financial stability of the bank and approaches to its definition; the necessity of assessment and management of financial stability of banks is substantiated; assessment methods and principles according to which financial stability is assessed are determined. Author analysis the main factors influencing the financial stability of the bank and it is determined which of them have the greatest impact. The coefficient analysis of the financial stability of "PrivatBank" was performed using the analysis of the bank's balance sheet, assessment of the financial stability of the bank, business activity of the bank, liquidity and profitability of the bank. It is proposed to increase the quality and share of equity, which is at a low level, on the basis of stress testing of the bank's financial stability, to stabilize and maintain financial stability in the future.
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Богма, С. Д., and М. В. Мішеніна. "Застосування стрес-тестування при управлінні ліквідністю банку в період фінансової кризи." Thesis, Львівський інститут банківської справи Університету банківської справи Національного банку України, 2010. http://essuir.sumdu.edu.ua/handle/123456789/62281.
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У статті досліджено поняття ліквідності банку та фактори, що впливають на неї. Обгрунтовано важливість застосування стрес-тестування ліквідності банку в умовах фінансової кризи.The definition of bank liquidity and liquidity factors are reviewed. The importance of using stress-testing of bank liquidity during the financial crisis is proved.
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Павлюченко, О. О. "Управління грошовими потоками банків всучасних умовах." Thesis, Одеський національний економічний університет, 2021. http://local.lib/diploma/Pavluchenko.pdf.
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Доступ до роботи тільки на території бібліотеки ОНЕУ, для переходу натисніть на посилання нижчеУзагальнення та аналіз наукових результатів в магістерській роботі, дозволили визначити, що існує необхідність подальших досліджень у таких напрямах: уточнення сутності поняття «грошові потоки банків», вдосконалення їх класифікації та структуризації чинників, що змінюють їх кількісні та якісні параметри; поглиблення теоретичних основ управління грошовими потоками банків, зокрема удосконалення методичним та практичним підходам до їх аналізу, планування й визначення контрольних показників на основі ризик-орієнтованого підходу. Для розглядання управління грошовими потоками в банківських установах України в даній роботі використовувались статистичні методи, методи фінансового аналізу, методи прогнозування, методи порівняння та спостереження.
Summarization and analysis of the scientific results of the thesis, allowed to determine that there is a need for further research in the following areas: elaboration of the concept of " bank cash flows", improving their classification and structuring of factors that change their quantitative and qualitative parameters; deepening of the theoretical bases of the management of bank cash flows, in particular, improvement of methodical and practical approaches to their analysis, planning and defining of control indicators on the basis of a risk-oriented approach. In order to examine the management of cash flows in banking institutions in Ukraine statistical methods, methods of financial analysis, forecasting methods, methods of comparison and observation are used in this thesis.
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Arthaud, Florent. "Fonctionnement des étangs en réponse aux stress et perturbations d’origine anthropique : diversité, structure et dynamique des communautés végétales." Thesis, Lyon 1, 2013. http://www.theses.fr/2011LYO10064/document.
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Un des enjeux importants de l’écologie est de comprendre comment les pratiques anthropiques affectent la biodiversité et quelles en sont les conséquences sur le fonctionnement des écosystèmes. L’objectif de cette thèse est d’améliorer la compréhension des mécanismes régissant les communautés végétales aquatiques, et plus particulièrement ceux liés aux perturbations anthropiques et aux phénomènes d’eutrophisation. Les méta-écosystèmes constitués de réseaux d’étangs agro-piscicoles sont des modèles d’étude adaptés à notre problématique car ils sont sous forte pression anthropique et présentent une forte variabilité environnementale. Dans un premier temps, nous avons étudié l’impact des modes de gestion des bassins versants sur l’eutrophisation des étangs. Dans un second temps, nous avons mesuré l’effet de l’eutrophisation sur la productivité et la diversité des communautés phytoplanctoniques. Enfin, nous avons relié 3 types de contraintes générées par les pratiques anthropiques (l’eutrophisation, l’assèchement et la connectivité entre les étangs) sur les communautés de plantes aquatiques en termes de diversité spécifique et fonctionnelle. L’effet de l’eutrophisation, le recrutement et l'établissement des communautés des plantes aquatiques a été abordé au travers de la relation entre la banque de graines et la végétation établie. L’eutrophisation est le facteur majeur responsable de la diminution de la biodiversité végétale dans les étangs. Cependant les perturbations récurrentes constituées par les assecs, engendrent une succession cyclique qui contribue à maintenir une forte biodiversité dans les étangsOne important issue of research in Ecology is to understand how anthropogenic activities are influencing biodiversity and what are the consequences on ecosystem functioning. The aim of the study is to improve the knowledge of the mechanisms governing aquatic plant communities, particularly those related to human disturbance and eutrophication. Meta-ecosystems constituted by networks of fish-farming shallow lakes are study models adapted to our problematic because they are submitted to a strong anthropogenic pressure and because they show a high environmental variability. First, we studied the impact of watershed management practices on shallow lakes eutrophication. In a second step, we measured eutrophication effect on productivity and on diversity of phytoplankton communities. Finally, we were able to link 3 types of constraints generated by human practices (eutrophication, drying and connectivity between shallow lakes) to aquatic plant communities in terms of specific and functional diversity. The impact of eutrophication, recruitment and establishment of aquatic plant communities has been approached through the relationship between the seed bank and established vegetation. Eutrophication is the major factor responsible for the loss of plant biodiversity in shallow lakes. However frequent disturbances due to drying events induce a cyclic succession that helps maintain a high biodiversity
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Забіла, М. І. "Стрес-тестування банківських установ та його удосконалення." Master's thesis, Сумський державний університет, 2021. https://essuir.sumdu.edu.ua/handle/123456789/86937.
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На сьогодні, під час економічної кризи в країні у зв’язку з поширенням пандемії Covid-19, досить важливим є визначення таких параметрів, котрі б надали змогу чітко сформувати поведінку банків під час негативних зрушень на фінансовому ринку країни. Стрес-тестування надає змогу не тільки установити банкам розмір капіталу, котрий під час негативних подій на фінансовому ринку зможе забезпечити фінансову стійкість установи, а й в цілому забезпечує утворення достатнього розміру грошових потоків у масштабах світової економіки. В роботі розглянуті теоретичні та практичні засади здійснення стрес-тестування банківських установ.
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Medeiros, Graziella Ferrari de 1976. "Sequestros de bancários e seus impactos psicossociais na saúde do trabalhador." [s.n.], 2015. http://repositorio.unicamp.br/jspui/handle/REPOSIP/313071.
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Orientador: Sergio Roberto de LuccaDissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Ciências Médicas
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Resumo: Esse estudo busca compreender um tipo de violência específica que atinge um número cada vez maior de bancários, que é o sequestro de funcionários e seus familiares para retirar o dinheiro diretamente dos cofres dos Bancos Financeiros. O trabalhador vitima do sequestro apresenta transtornos mentais graves após a ocorrência desse tipo de violência comprometendo seu desempenho profissional e psicossocial. Cabe ressaltar que o cenário atual do setor bancário apresenta uma organização precária devido ao intenso processo de reestruturação do trabalho, intensificado a partir dos anos 90, com objetivo de adaptação ao mercado financeiro altamente competitivo, impactando diretamente na saúde ocupacional dessa população. Os principais Transtornos Mentais e Comportamentais verificados nos afastamentos de bancários segundo as estatísticas da Previdência Social são: depressão, transtorno de adaptação e transtorno de estresse pós-traumático (TEPT). O desenvolvimento dessa pesquisa se deu a partir de entrevistas em profundidade com quatro bancários vítimas de sequestro e foram compreendidas a partir do referencial metodológico da análise de conteúdo. Os resultados obtidos demonstram o impacto psicossocial negativo do sequestro na vida das vitimas agravadas pelo inadequado manejo destas ocorrências contribuindo para as manifestações de transtornos psíquicos após o evento traumático. Com esse estudo, espera-se contribuir para o desenvolvimento de intervenções nas práticas organizacionais, na preservação da segurança e saúde dos trabalhadores bancários. A gravidade desse tipo de violência ao trabalhador deve também receber maior atenção da Saúde e Segurança Pública
Abstract: This study looks for a specific type of violence affecting an increasing number of employees of banks, which is the kidnapping of employees and their families to withdraw money directly from the vaults of the banks. The victim of the kidnapping, if the bank employee, has severe mental disorders after the occurrence of such violence, jeopardizing their professional and psychosocial performance. It is noteworthy that scenario it's banking sector is precarious in Brazil, due to the intense process of restructuring work, intensified since the 90s , in order to adapt to the highly competitive financial market, impacting directly on the occupational health of this population . Major mental and behavioral disorders seen in this type of occupation, leading to absenteeism, are according to statistics of Brazilian Social Welfare: depression, adjustment disorder and disorder post-traumatic stress disorder (PTSD). The development of this research takes place from interviews with four bank officials who were kidnapped. These interviews are then understood from the methodological framework of content analysis, and the results obtained may contribute to the triggering of interventions on organizational practices in preserving the health and safety of bank employees. The severity of this type of violence to workers should also receive greater attention from the Health and Public Safety in Brazil
Mestrado
Epidemiologia
Mestra em Saúde Coletiva
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Гладілка, Д. Г. "Управління ризиком ліквідності банку." Thesis, Одеський національний економічний університет, 2020. http://dspace.oneu.edu.ua/jspui/handle/123456789/12342.
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У роботі розглянуто сутність та проблеми управління ризиком ліквідності в банках, а також особливості регулювання банківської ліквідності. Представлено авторське розуміння ризику ліквідності, наголошено на однаковому негативному впливі нестачі та надлишку ліквідності. Проведено стрес-тестування ризику ліквідності. Зроблено аналіз впливу факторів.
Проаналізовано ризик ліквідності та основні показники ліквідності банку.
Під час проведення дослідження використовувалися методи: аналізу;yзaгaльнення;системaтизaцiя;пoрiвняння;коефіцієнтний аналіз;кореляційно-регресійний метод; сценарний аналіз; матричний.The work considers the essence and problems of liquidity risk management in banks, as well as the features of bank liquidity regulation. The author's understanding of liquidity risk is presented, the equal negative impact of lack and excess of liquidity is emphasized. Liquidity risk stress testing was performed. The analysis of influence of factors is made. Liquidity risk and the main liquidity indicators of the bank are analyzed. During the study, the following methods were used: analysis, generalization, systematization, comparison, coefficient analysis, correlation-regression method; scenario analysis; matrix.
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Spargoli, Fabrizio. "Three essays in banking : theory and empirics." Doctoral thesis, Universitat Pompeu Fabra, 2013. http://hdl.handle.net/10803/117854.
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This thesis revolves around financial instability and banking regulation. The first chapter examines whether the disclosure of information about banks maximizes welfare in times of crisis. Contrary to conventional wisdom, we demonstrate that transparency is optimal only if banks' distress can be efficiently resolved. The second chapter provides an explanation for the observed inability of market participants to assess banks' solvency in times of crisis. We demonstrate that banks' incentives to understate losses lead to an equilibrium where no information is available in the market in times of crisis, and this makes banks take excessive risk ex-ante. The third chapter, coauthored with Philipp Ager, provides an empirical analysis of the effects of liberalization on bank competition and bank failures. Using the relaxation of bank entry barriers in the 19th century US as a case study, we find that liberalization increases bank entry by 11% and bank failures by 2.6%.Aquesta tesi tracta sobre la inestabilitat financera i la regulació bancària. El primer capítol examina si la divulgació d'informació sobre els bancs maximitza el benestar en temps de crisi. Contràriament a la saviesa convencional, es demostra que la transparència és òptima només si els problemes dels bancs es poden resoldre de manera eficient. El segon capítol ofereix una explicació de la incapacitat observada dels participants del mercat per avaluar la solvència dels bancs en temps de crisi. Es demostra que els incentius dels bancs a subestimar les pèrdues porten a un equilibri en el qual no hi ha informació disponible al mercat en temps de crisi, i on els bancs prenen riscos excessius ex-ante. El tercer capítol, en coautoria amb Philipp Ager, proporciona una anàlisi empírica dels efectes de la liberalització sobre la competència bancària i fallides bancàries. Utilitzant la relaxació de les barreres a l'entrada dels bancs als EUA al segle XIX com a cas d'estudi, ens trobem que la liberalització augmenta l'entrada de bancs en un 11% i la fallida de bancs en un 2,6%.
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Koltermann, Ione Teresa Altermann Pozeczek. "PREVALÊNCIA DO ESTRESSE OCUPACIONAL EM TRABALHADORES BANCÁRIOS." Universidade Catolica de Pelotas, 2005. http://tede.ucpel.edu.br:8080/jspui/handle/tede/327.
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Previous issue date: 2005-11-04The objective of this work is to evaluate the prevalence of occupational stress in bank workers and to determine stress sources in their environment. A cross-secctional study was realized in 2004, including state and private banks in Pelotas and other cities from the area covered by the Bank Establishment Workers Union (SEEB-Pel), totaling 650 unionized bank workers. The data were collected from Lipp Stress Test Symptoms Inventory (SSI), with the addition of social-demographic information and work process characteristics. Seventy-seven percent of the questionnaires were returned, showing that, in relation to stress, 14.7% of the bank workers are in the alert phase, 45.6% are in the resistance phase and 18.1% are in the exhaustion phase. The moderate and high stress causing events showed a significant association with all stress phases (p=0.00). Higher levels of stress were noted for women, workers with alcohol dependence, smokers and with a longer work week.
O estudo objetivou avaliar a prevalência de estresse ocupacional em trabalhadores bancários e investigar fontes estressoras do ambiente de trabalho. Estudo transversal, realizado em 2004, incluiu bancos estatais e privados de Pelotas e das cidades da região de cobertura do Sindicato dos Trabalhadores em Estabelecimentos Bancários (SEEB-Pel), com 650 bancários sindicalizados. Os dados foram coletados através do Inventário de Sintomas de Stress-Teste de Lipp (ISS), além de informações sócio-demográficas e das características do processo de trabalho. Foi possível entrevistar 502 (77%) bancários. No tocante ao estresse, 14,7% dos bancários encontravam-se na fase de alerta, 45,6% na fase de resistência e 18,1% na fase de exaustão. Os eventos estressores das categorias moderado e alto demonstraram associação significativa com todas as fases de estresse (p=0,00). Maiores níveis de estresse foram registrados para as mulheres, para os bancários com dependência de bebida de álcool, tabagistas e com maior carga horária de trabalho.
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Kapp, Daniel. "Financial crises : occurrence, costs and provisions." Thesis, Paris 1, 2013. http://www.theses.fr/2013PA010046.
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Les crises financières sont des interruptions fonctionnels extrêmes des systèmes monétaires et financiers. Cette thèse est consacrée à la compréhension des crises financières, leurs coûts, et tente de proposer quelques idées pour la protection contre des crises financières. Chapitre 1 tente d'expliquer pourquoi certains pays bénéficient de plus longues périodes de stabilité entre les crises financières que les autres. Il considère l'impact des politiques macro-prudentielles et réglementaires et introduit le modèle de mélange fini pour surmonter les problèmes économétriques des distributions asymétriques, biaisée, et multimodal. Dans le chapitre 2, une approche pour estimer les coûts de la production réelle des crises financières est proposée. L'approche de la distribution des pertes est utilisée pour étudier les événements de crises financières en termes de fréquence et de gravité. Un modèle théorique est développé dans le chapitre 3, cherchant la taille optimale et la fonction du mécanisme européen de stabilité. Le chapitre conclut que tout à la fois, 'Core' et 'Periphery' Europe ont un intérêt dans l'existence de l'ESM. Les contributions à l'ESM et sa taille varient considérablement en fonction des coûts et des effets de contagion. Les effets d'un outil de prévention des crises et des efforts pour diminuer l'opacité bancaire- des tests de résistance des banques-sont analysés au chapitre 4, pour évaluer dans quelle mesure les tests européens de résistance des banques ont exercé une influence sur les actions les CDS, ainsi que sur des structures de marchéFinancial crises are extreme functional interruptions of the financial and monetary systems. This thesis is dedicated to the understanding of financial crises, their costs, and attempts to offer some insights for financial crisis provision. Chapter 1 tries to explain why some countries enjoy longer stability periods between financial crises than others. It considers the impact of macroeconomic and regulatory policies and introduces the Finite Mixture Model to overcome econometric problems of asymmetric, skewed, and multimodal distributions. In Chapter 2, an approach to estimate real output costs of financial crises is proposed. The Loss Distribution Approach is used to study financial crises events in terms of frequency and severity. A theoretical model is developed in Chapter 3, endeavouring the optimal size and the function of the European Stability Mechanism. The Chapter concludes that while both, 'Core' and 'Periphery' Europe have an interest in the existence of the ESM, contributions to the ESM and its size vary substantially depending on costs and spillover effects. The effects of a crisis prevention tool and effort to diminish bank opacity - bank stress tests - are analyzed in Chapter 4, gauging to what extent European bank stress tests exerted an influence on bank's stock and CDS returns, as well as market structures
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Löfqvist, Ida, and Maria-Therese Petersson. "Beat the Stress Away : En pilotstudie av Binaural Beats effekt på stress." Thesis, Örebro University, Department of Behavioural, Social and Legal Sciences, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-2455.
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Syftet med denna studie var att undersöka effekten av Bani, som representant för Binaural Beat-teknologi, på stress. Som delsyfte undersöktes även ångest och depressivitet. Samplet utgjordes av 27 universitetsstuderande på Örebro universitet. Binaural Beats är ljudfrekvenser med vilka hjärnans EEG sägs synkroniseras och kan påverka medvetandetillståndet. Genom en experimentell design med
upprepade mätningar och en kontrollgrupp undersöktes
förändringar i stress, ångest och depressivitet under fyra veckors lyssnande av Bani. Signifikanta effekter över tid påträffades gällande psykisk stress och depressivitet för interventionsgruppen. Vissa gruppskillnader påträffades även för ångest och fysisk stress, vilka dock verkade vara av mer naturligt fluktuerande karaktär. Resultaten indikerade att Bani har en lindrande effekt på psykisk stress och depressivitet.
Nyckelord. Binaural Beats, stress, hjärnsynkronisering, Bani,
ångest, depressivitet.
The purpose of this study was to investigate the effect of Bani, as a representative of Binaural Beat technology, on stress. As a secondary purpose anxiety and depression were examined. The sample consisted of 27 university students at the Örebro University. Binaural Beats are sound frequencies with which the brain is said to synchronize and can
affect states of conciousness. Changes in stress, anxiety and depression were examined through an experimental design with repeated measures and a control group for a period of four weeks of listening to Bani. Significant effects were found over time concerning psychological stress and depression for the intervention group. Some group differences were
also found for anxiety and physiological stress, although they seemed to be more affected by natural fluctuations. The results indicated that Bani has a decreasing effect on psychological stress and depression.
Keywords: Binaural Beats, stress, brainwave synchronization, Bani, anxiety, depression.
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DeGomez, Tom, and Deborah Young. "Pine Bark Beetles." College of Agriculture, University of Arizona (Tucson, AZ), 2015. http://hdl.handle.net/10150/550373.
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Revised; Originally Published 20024 pp.
Pine bark beetles in Arizona are generally of the genus Ips or Dendroctonus. Fading foliage in the tree is often the first sign of a beetle attack. Prevention is best practiced since control is not possible once the beetles have successfully colonized the tree. Colonization is dependent upon trees being in a vulnerable condition caused by stress from various agents and site conditions.
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Sutarto, Tommy Ekamitra. "Bank erosion processes in streams in the U.S. Midwest." Diss., University of Iowa, 2014. https://ir.uiowa.edu/etd/6648.
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Rivers in the U.S. Midwest are dynamic systems that can be natural laboratories for understanding the different modes of bank erosion, namely fluvial erosion, mass erosion, and mass failure. Fluvial and mass erosion are hydraulically driven and semicontinuous, whereas mass failure is episodic and often catastrophic. Being catastrophic, mass failure and its driving mechanisms have received considerable attention comparatively to mass and fluvial erosion. However, the linkage between hydraulically driven erosion and mass failure has not been examined fully. We hypothesize that fluvial and mass erosion affect the memory and response of the system by creating favorable hydrogeomorphic conditions for mass failure.
This dissertation addresses three major shortcomings in the bank erosion literature, including the confusion surrounding critical erosional strength values for mass and fluvial erosion (τc,m and τc,f, respectively). The herein results clearly show that these two parameters are different, with τc,m being three to five times greater than τc,m. Therefore, excluding mass erosion estimates from sediment budgets or stability analyses can lead to significant errors in quantifying or predicting bank retreat and channel geometry. In addition, this study offered a methodological improvement for measuring the τc,m in-situ using Photo-Electric Erosion Pins, which semi-automatically measure mass erosion to generate erosional strength and erodibility values that are currently missing in the literature. This study also addressed the preconceived notion in morphodynamic modeling that bank soil profiles are homogeneous and universal strength/ cohesion parameters adequately represent the bank soil profile. This study shows that bank soil heterogeneity is present and significantly affects bank stability.
Therefore, heterogeneity along a bank face must be assessed in at least three locations to provide adequate input data for bank erosion models. Finally, this study suggests that Factors of Safety for mass failure must be complemented with those for fluvial and mass erosion to avoid underestimating mass failure by as much as 30%. Hence, this study provides agencies like the U.S. Department of Agriculture key data regarding the total contributions from the different modes of bank erosion and channel, itself, to the stream sediment load for strategic targeting of Best Management Practices and in-streams stabilization structures.
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Chang, Wai Hong. "Occupational stress of front line staffs of banks in Macau." Thesis, University of Macau, 2002. http://umaclib3.umac.mo/record=b1636694.
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Mallakpour, Iman E. "Accounting for Stream Bank Storage for a Seasonal Groundwater Model." Thesis, The University of Arizona, 2011. http://hdl.handle.net/10150/203502.
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In recent research on groundwater and surfacewater interaction, attention has focused on the study of water exchanges between the near-stream aquifer and stream. One of the important near stream processes is bank storage. The aim of this thesis is to document the procedure required to develop a bank storage model that can be linked into a MODFLOW groundwater model. For this purpose, a groundwater model and a MATLAB code that can simulate bank storage process was developed. These two models were linked through the well package of MODFLOW. Result indicated that the number of stage rise and shape of stage hydrograph entering to stream system, when they have the same average stream stage, produced similar net flux of water between surface water and groundwater. In addition, the results show that reaches, which were gaining during normal flow of the stream network, can become a losing stream during high flow periods.
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Neenan, Johnathan. "Evaluation of Stream Bank Restoration to Improve Water Quality in a Semi-Arid Stream." DigitalCommons@USU, 2019. https://digitalcommons.usu.edu/etd/7687.
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Human watershed activities such as converting land cover to agriculture and livestock grazing have negatively impacted stream water quality worldwide. One such case is Utah’s Upper Sevier River where a loss of woody bank vegetation (reduced shading) and accelerated bank erosion (increased fine sediment inputs) has led to increased stream temperature and water turbidity. As a result, the state of Utah sought to improve water quality conditions using streambank restoration. While commonly recommended and performed, the effectiveness of this sort of restoration has rarely been quantified. Here, I evaluated a restored reach of the Upper Sevier River near Hatch, UT using continuous monitoring data and a historical photo analysis. As Utah wishes to continue performing this type of restoration in additional locations on the Upper Sevier River, I applied a simple sediment budget model to test its value in informing future streambank restoration decisions.
Continuous monitoring data at the upstream and downstream extent of restoration showed that both stream temperature and turbidity increased downstream along the restored reach. In addition, I found that stream temperature violated Utah’s cold-water stream threshold at both sites but did not violate thresholds for rainbow trout. Turbidity violated state and biological thresholds at both sites. I was unable to conclude whether the streambank restoration directly altered water quality because I lacked monitoring data before restoration occurred. Results of the historical aerial photo analysis showed that restoration practitioners were successful in reducing cut bank erosion. My use of SIAM as a simple sediment budget model proved insufficient due to poor data quality and quantity. Overall, streambank restoration was successful at reducing cut bank erosion, and I recommended monitoring future restoration before and after project completion, identifying and monitoring upstream sources of fine sediment, and pursuing more comprehensive sediment models to inform future streambank restoration.
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Dítě, Martin. "Impact of Stress Testing on Bank Risk." Master's thesis, 2015. http://www.nusl.cz/ntk/nusl-333472.
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This thesis studies the impact of macro stress testing on the riskiness of the participating banks. We use a dataset on 48 banks participating in either or both of the 2010 and 2011 EU exercises performed by the CEBS/EBA and 17 peer banks that did not participate. We find that early announcement of the 2010 stress test led to a temporary capitalization increase for the participating banks. We also find that disclosure of the 2011 exercise results caused a decline in capitalization for the participating banks. The results indicate that the way stress tests are prepared and communicated can strongly influence how banks react in terms of capitalization levels. Powered by TCPDF (www.tcpdf.org)
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LI, YI-YING, and 李怡瑩. "Discussion on Job Stress of Bank employees." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/f57z75.
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碩士中華大學
科技管理學系
106
The Financial Supervisory Commission endeavors to “boost the digital financial environment 3.0” in order to adapt to five major digital trends. This will change the business models and the financial territory, and the digital capacity will become the core competitiveness of the financial industry in the future. Traditional finance is in the face of transformation, and self-service banking will also become a new trend. Bank employees must adjust the organization swiftly and break away from traditional approaches so as to ensure their competitive advantages in the Bank 3.0 era while being faced with the challenges posed by digital finance, fintech and internet finance. Thus, the bank employees have to endure more and more job stress. The research attempts to investigate the change of bank employees’ employment environment. They may suffer not only from the sense of unsafe originate from the substitute of artificial intelligence, but also from the role stress and ambiguity of family caring. Besides, because of the information publication and service orientation, lots of job stress must be put on the bank employees. Therefore, the research seeks to use system dynamics approach to construct factors of job stress, owned by bank employees. Job satisfaction, customer satisfaction, and family support are three dimensions, which create an overall causal loop diagram for job stress. The research indicates that job satisfaction, customer satisfaction, and family support are all balancing feedback, which means when all these factors above are lower, the job stress of bank employees may be higher. Finally, based on the above key factors and conclusion, some suggestions are provided for financial industrial institutions, bank employees, and future researchers. May the financial administration department offer strategies to improve the employment environment of bank employees as well as enhance their welfare and social support. Moreover, the managing organization of the bank should build up promotion system for justice distribution, reinforce on-the-job training, and set up an effectively adjust working environment to inspire working motivation and to enhance the bank competitive.
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Lin, Su-Jane, and 林素真. "The Study of Working Stress for The Bank Clerk: The Case of L Bank and C Bank." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/3db5bj.
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碩士龍華科技大學
企業管理系碩士班
105
This research penetrates the statistical method, investigates 2 bank staff it “Occupation Stress Indicator,OSI” relevance of and the difference the 6 kind of construction surface, and compares, the findings discovered:(1)Work degree of satisfaction male the L bank staff is higher than the female, the working pressure feels the female to be higher than the male.(2)Work degree of satisfaction and the work control the L bank staff unmarried is higher than married.(3) The C bank staff unmarried is higher than married in the work degree of satisfaction.(4)Work control construction surface the L bank staff, above the age 51 years old obviously is higher than 31~35 year old and 36~40 years old.(5)The L bank in the work control construction surface, the step manager is higher than other positions to leave.(6)The C bank staff in the work control construction surface, the low-order manager is higher than other positions to leave.(7)The L bank and the C bank staff has the difference in the working pressure feeling construction surface, in which L bank influence is higher than the C bank.(8)The L bank staff in the state of health and the working pressure feeling and so on 2 construction surface, in accordance to has the forward influence to the pressure.The C bank in the state of health and the work degree of satisfaction, in accordance to has the forward influence to the pressure.Another L bank staff state of health is better, to raises the pressure to surpass the C bank in accordance to ability effect.
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Goregaonkar, P. S. "Occupational stress and need motivations in bank personnel." Thesis, 1994. http://hdl.handle.net/2009/3247.
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Paruk, Nazira. "Stress management amongst bank executives : a case study." Thesis, 2010. http://hdl.handle.net/10413/7333.
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This study was conducted within the Retail Credit Evaluation and Assessment (RCEA) units at one of the big four banks within South Africa. The aim of this study was to assess stress amongst employees that were employed within the credit evaluation and assessment unit of a financial institution and then evaluate the factors that contributed to these employees stress levels with an option of implementing stress management programmes and employee assistance programmes within the organisation. The objectives of this study was to determine the overall stress levels of employees working within this environment based on demographics, length of service and qualification levels. The questionnaire was designed around obtaining data on the objectives of the study and respondents were requested to give information on the stress levels, their qualification levels, and length of service, race and gender. Respondents were also requested to rate the items that they believed contributed to their stress levels using a five point Likert-scale measurement tool. The medical information of respondents was assessed and respondents were to identify the medical conditions that they suffered from and if it was stress related. Employees were also asked about whether they would be willing to participate in stress management programmes and interventions to assist in managing their stress levels. The RCEA environment is a relatively small business unit within the chosen bank and is based across the major cities of South Africa. The decision was taken to obtain information from as many staff as possible through a web based survey using the on-line software programme QuestionPro, in order for the survey to be accessible to all respondents.
The results of the survey found that 47.3% of respondents identified their current stress levels as very high to high and a further 44.7% of respondents experienced moderate stress levels as opposed to 7.9% of respondents who rated their stress levels as low and very low. A salient feature of this study is that the majority of respondents were prepared to accept assistance in managing their stress levels in that 65.5% of respondents revealed that they would participate in a healthy lifestyle programme and that 67.6% of respondents would attend monthly physical checks by medical practioners if provided by the employer. The study can benefit the organization in identifying the factors that cause employees to experience stress and then develop and implement strategies to manage stress levels of employees. A healthy workforce is a more productive workforce.Thesis (MBA)-University of KwaZulu-Natal, Westville, 2010.
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HSU, SHU-HAO, and 許書豪. "Bank credit risk stress testing and Macroeconomic Factors." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/42709982597596251149.
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碩士東吳大學
會計學系
101
Today's complex financial environment, banks are facing the risk of attention more than ever, stress tests assessing banks' own risk management is an important tool, according to the consortium Joint Credit Information Center in July 2010announced bank stress testing operational planning only with a gross domestic product (GDP), the house price level and the unemployment rate as the overall economic factors, to link corporate revenue, the collateral price and income changes as perform stress tests of reference, However, this approach may have general economic factors link was not strong enough to measure the credit risk concerns, this study hope that through the discussion of general economic factors and credit risk arising relevance, are expected to improve their stress testing framework. The study pre-financial early warning model concept to identify effective to identify a breach of the financial factor and construct a financial early warning model through Panel Logistc model, and then through the exogenous smooth transition autoregressive (Smooth transition autoregressive in exogenous) model will be effective identify the default Company's financial factor to make the link with the overall economic factor, in order to construct the optimal financial factors under the stress test scenarios, financial early warning model to re-calculate the probability of default under stressful situations may finally bring back the financial factor changes, research results show that the overall economic factor in the context of analog pressure projected financial factors and actual financial data to calculate the probability of default difference is not too large, the probability of default and the overall economic factor simulated and actual financial data to calculate the probability of default phase compared to more conservative prediction is similar to the concept, and stress testing; and looking at the overall economic factors point of view, leading economic indicators in the simulation to predict the effect of the strongest, less susceptible to the impact of the number of homes on the data, and the integrity of the the macro-economic indicators are more susceptible to the limit on the number of information on the home, it is recommended to build in addition to considering the overall macroeconomic indicators do stressful situations and considerations leading economic indicators.
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Merchant, Naina. "An exploratory study: Structure of stress among bank officers." Thesis, 1996. http://hdl.handle.net/2009/5858.
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Hsieh, Hsing-Chia, and 謝幸珈. "Job Stress and Coping Strategies of Taiwan Public Bank Employees." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/50712580536580103787.
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碩士國立臺灣師範大學
國際人力資源發展研究所
103
Owning to economic depression and circumstances changes, job stress has become a common problem in modern society. A number of reasons contributed to job stress, such as, long working hours, poor social relationships, and poor working environment, etc. The side effect of employees’ job stress cannot be ignored, for it may affect the health of workers. Though public banks employees perceived job stress owing to several reasons. Taiwan public banks have been facing tremendous changes in the recent years, which caused a high level of job stress among their employees. Lots of research topics have been studied in job stress; however, few studies focus on public bank employees’ job stress experiences. Thus, The aim of this study was to explore the job stress experiences of Taiwan public bank employees and the strategies they utilized to cope with. It examined the causes of job stress the public bank employees perceived, the influences of the job stress, and the coping strategies they conducted to relieve the job stress. This study adopted mixed method approach. In-depth interview and survey questionnaire were the techniques for collecting the data. All the participants came from two 100% state-owned public banks in Taiwan, the Bank of Taiwan, and the Land Bank of Taiwan, respectively. The research participants had at least three-year work experiences in public banks. Member checks and triangulation techniques were applied to strengthen the credibility of the study. The main findings were presented based on interview and questionnaire results. Ten job stressors were grouped into six categories; they were market, work nature, career development, family, leadership style, and personal job stressors. Impacts of job stress were discussed from physical health, and psychological health aspects. And, four most widely used coping strategies were self-psychological adjustment, speaking out, exercise, and accumulated time. Finally, this study also provided implications for job stress management of Taiwan public banks.
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Kuo, Ying-Chun, and 郭盈君. "The Impact of Work Stress and Burnout on Bank Credit Officers’Performance : A Case of Taichung Commercial Bank." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/23686852365133068442.
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碩士國立高雄第一科技大學
金融研究所
101
The credit officers of banks have to face fierce competition and experience high work pressures and burnout, causing adverse effects on the officers’ mental/physical health and the banks. Thus, this paper explores the impact of work pressures and burnout on performances of credit officers with a case study of Taichung Commercial Bank via an analysis of a survey. The results show that such work pressures and burnout effect need to be dealt with, such effects are more noteworthy on junior staff, and getting rid of the sources of such pressures will be critical in solving the problem.
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Chang, Chiao-ning, and 張喬甯. "Work stress, leisure activities and relieve the stress of selection effects research - example of bank staff." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/70647753559729578302.
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碩士世新大學
觀光學研究所(含碩專班)
99
The research message is to discuss the relationship about work stress, leisure activities selection and relieve the stress efficiency, that research object who is working with the domestic bank staff, by questionnaire to getting research data and sampling is according to administrative region of bank and object quality are 2~3 for each administration. The analysis sample quality are 367, recovery rate is 91%. To analysis research data by statistic software:SPSS17.0 and to process confidence analysis, factor analysis ,descriptive statistics, t-factor examination, single factor variation analysis and Pearson product-moment correlation coefficient…, and research results to distribute as below: 1.The analysis to stress of work to Population property, that had apparent different result with the object of bank staff had variation property include : sex, age, marriage, education, service seniority, monthly salary, service department and position to pressure of work. 2.The analysis of leisure activities selection to Population property, that had apparent different result with the object of bank staff have variation property include : sex, age, marriage, education, service seniority, monthly salary, service department and position to leisure activities selection. 3.The analysis result had apparent negative relationship between the bank staff work stress and leisure activities selection, then the property of bank staff on pressure of work variation include: loading of work, role requirement, mission concern, life plan and leisure activities variation include: sport, science, sociality, technique have apparent relationship but that is belong to the lower grade. 4.The analysis result had apparent positive relationship between leisure activities selection and relieve stress efficiency, then the property of leisure activities variation include: sport, science, sociality, technique to counter with the relieve stress efficiency have apparent relationship and that is belong to the higher grade.
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CHENG, YI-FEI, and 程逸飛. "Does Stress Test Regulations Change Influence Bank Transparency? Evidences from China." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/g6wt7q.
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碩士國立臺北大學
金融與合作經營學系
107
Does stress test regulations change influence bank transparency? This study examines changes in transparency before and after a major stress test regulations change policy was issued in China. We find that the change of regulations reduced abnormal accruals of loan loss provisions. The results suggest that more stringent stress test regulations reduce bank opacity, potentially enhancing the ability of markets to monitor banks.
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Yang, Chun-Yun, and 楊淳雲. "The Study of Relationship within Role Stress and Organizational Commitment on Privatization Bank Staff –The T Bank as Example." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/azx6tf.
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碩士朝陽科技大學
保險金融管理系碩士班
102
Since 1990, the government has begun to open up the policies of setting up the domestic private banks and promoting privatization of the public banks in order to enhance Taiwan''s international competitiveness and to move towards financial liberalization. After ten years of reform, the business model of the banks has gradually become diversified, and the financial system has been significantly different. The bank employees'' noble images of having secure and lucrative jobs have gradually changed ever since. This study aims to investigate the relationship between the role stress of the privatized bank employees and the organizational commitment with T Bank as an example. In this study, a total of 310 questionnaires for the central region of the T Bank branch were issued, and 270 were returned. The questionnaires were collected to analyze statistical date with a descriptive statistical analysis, reliable analysis, t test, one-way analysis of variance, correlation analysis and other methods of analysis. The results showed that: (1) Single employees feel more role conflict and role overload than married ones while married employees have higher organizational commitment than single ones. (2) The executive-level employees have higher value commitments than non-supervisory level ones. (3) The employees who enter the business after privatization feel more role conflict than those who enter the business before privatization. (4) The younger the employees are, the more role overload they feel while the older the employees are, the higher organizational commitment they have. (5) The employees whose educational backgrounds are university feel more role conflict and role overload than those who have other educational backgrounds. And the employees whose educational backgrounds have much lower value commitments than those who have other educational backgrounds. However, the employees who have master degrees or above have the lowest retention commitments. (6) The employees who have worked for less than 5 years feel the most role ambiguity and role overload while those who have more than 21 years experience feel the least. The higher seniority the employees have, the higher the organizational commitment. (7) The more the role stress is, the lower the organizational commitment is; the less the role stress is, the higher the organization commitment is.
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Fan, Yingxuan. "Mechanismus dopadů záporných úrokových sazeb na čistou úrokovou marži bank." Master's thesis, 2021. http://www.nusl.cz/ntk/nusl-446825.
Full textAbstract:
Net interest margin (NIM) is an important indicator of a bank's operational efficiency. Based on the balance sheet data of 189 major listed banks in Europe from 2010 to 2019, this thesis studies the bank's NIM mechanism in a negative interest rate environment. This thesis focuses on the system GMM method and the results show that the policy interest rate is positively related to NIM in the long run and negatively related in the short run, but the relationship between the two is not significant in the short run. Moreover, in a negative interest rate environment, bank NIM's sensitivity to policy interest rates has greatly increased, especially the policy of interest rate cuts. In addition, the sensitivity of NIMs of different banks to policy interest rates also differs significantly. Generally, the NIMs of banks with a high degree of internationalization and larger size are less sensitive to changes in policy interest rates, while the NIMs of banks with a higher share of retail business in their total business are more sensitive to changes in policy interest rates. Finally, through the value-at-risk analysis and stress test, this thesis concludes that the policy interest rate, net loan-to-asset ratio, non-performing loan ratio and inflation rate are sensitive factors of NIM. When NIM is subject to a...