Ryzyko systemowe w sektorze finansowym

• Autorzy: Mariusz Zygierewicz

Warianty tytułu

Systemic Risk in the Financial Sector

• Języki publikacji: PL

Abstrakty

W ostatnich latach zwraca się uwagę na nowy rodzaj ryzyka w sektorze finansowym - ryzyko systemowe. W opracowaniu przedstawiono najnowsze definicje ryzyka systemowego, sposoby identyfikacji instytucji finansowych systemowo ważnych i wyzwań polityki gospodarczej zmierzających do łagodzenia skutków zmaterializowania się tego ryzyka. Dyskusja na temat ryzyka systemowego nie może być ograniczona wyłącznie do identyfikacji instytucji systemowo ważnych i ustalenia dla nich dodatkowych wymogów kapitałowych. Wydaje się, że aktualny poziom wiedzy na temat przyczyn, skutków ryzyka systemowego nie pozwala jeszcze na precyzyjne określenie instrumentów polityki regulacyjnej w tym zakresie i wymaga podejmowania dalszych działań w kierunku rozpoznania istoty tego ryzyka. (abstrakt oryginalny)

EN

Last financial crisis showed how important is the systemic risk - the type of risk which is more carefully analyzed by regulators, supervisors, central bankers and researchers since 2007. There are different definition of systemic risk in financial market, definition of systemic important financial institution and tools of economic policy in order to mitigate the consequences of systemic risk. Observing last development of proposal of regulatory policy, the market can be afraid that the problem of systemic risk can be limited to the introduction of additional capital requirements for bigger banks. However the current state of knowledge about the systemic risk in financial market does not yet allow in my opinion to propose good solution for systemic risk management. There is the need for new research in this area in order to broaden the knowledge of main problem of systemic risk and to prepare new proposition for regulatory policy. (original abstract)

Słowa kluczowe

PL

Sektor finansowy; Ryzyko systemowe

EN

Financial sector; Systemic risk

• Czasopismo: Prace i Materiały Wydziału Zarządzania Uniwersytetu Gdańskiego
• Rocznik: 2011
• Numer: nr 4/5
• Strony: 185--197

Twórcy

autor

Mariusz Zygierewicz

• Związek Banków Polskich

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