Solventnost i adekvatnost kapitala u aktuarstvu

master's thesis

• Author: Bernarda Zubak
• Mentor: Siniša Slijepčević (mentor)
• Committee member: Siniša Slijepčević (predsjednik povjerenstva)
• Committee member: Mladen Jurak (član povjerenstva)
• Committee member: Sonja Štimac (član povjerenstva)
• Committee member: Vjeran Hari (član povjerenstva)
• Granter: University of Zagreb; Faculty of Science; (Department of Mathematics); Zagreb
• Defense date and country: 2014-07-14, Croatia
• Scientific / art field, discipline and subdiscipline: NATURAL SCIENCES; Mathematics

Abstract

Ovaj diplomski rad koristi temeljna znanja iz aktuaristike koja se bavi problemima financijske neizvjesnosti i rizika. Navedeni problemi rješavaju se primjenom teorije vjerojatnosti, statističkih modela te znanjima iz financijske matematike. Bankarski i osigurateljni sektor koriste ta znanja te su ona, uvođenjem nove zakonske regulative naziva Solventnost II, prijeko potrebna kako bi se solventnost i adekvatnost kapitala poduzeća dovela na najvišu moguću razinu. Adekvatnost kapitala naziva se još i granica solventnosti te prikazuje sposobnost banke da apsorbira gubitke a također se definira i kao omjer kapitala banke i njenog rizika. Ovaj diplomski rad daje i osvrt na uvođenje nove zakonske regulative te sažima nedostatke i prednosti primjena novih odredbi.

Abstract (english)

This thesis uses a basic knowledge of actuarial science that deals with the problems of financial uncertainty and risk. The above problems are solved by applying the theory of probability, various statistical models and the knowledge of financial mathematics. After the introduction of a new legislation called Solvency II, banking and insurance industry use that knowledge, which is essential to solvency and capital adequacy of companies leading them to the highest possible level. Capital adequacy ratio is also called the solvency limit. It indicates the ability of banks to absorb losses and it is also defined as the ratio of bank capital and its risks. This thesis also analyzes the introduction of the new legislation and summarizes the advantages and disadvantages of the application of new regulations.

• Keywords: financijska neizvjesnost; financijski rizik; solventnost kapitala poduzeća; adekvatnost kapitala poduzeća; bankarski sektor; osigurateljni sektor; Solventnost II
• Keywords (english): financial uncertainty; financial risk; solvency; capital adequacy; banking industry; insurance industry; Solvency II
• Language: croatian
• URN:NBN: urn:nbn:hr:217:498894
• Study programme: Title: Finance and Business Mathematics; Study programme type: university; Study level: graduate; Academic / professional title: magistar/magistra matematike (magistar/magistra matematike)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Access restricted to students and staff of home institution
• Created on: 2019-02-20 14:36:51