根据压力测试方法评估现代化对银行业就业的主要挑战的影响模型

O. Domuz
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引用次数: 0

摘要

根据研究结果,全球化因素需要在银行系统的社会经济领域发生的变化和转变的背景下进行具体的分析;展示了一种压力测试模型,以评估全球因素对银行机构雇员就业水平和结构变化的影响,该模型基于使用工具在个别银行机构和整个银行系统层面找到极端值;为了对模型进行检验,划分了模型的应用阶段:1.模型的应用阶段。为银行雇佣制度的变化选择压力测试标准;2. 选择反映银行就业水平和结构变化特征的指标;3.根据使用检测极端数量的工具,对标准和指标进行压力测试;4. 按时期构建压力测试图;5. 比较影响准则和指标的压力测试图,分析共同敏感点,以确定全球因素的影响原因和程度;在模型的框架内,特别注意分析方法,以确定就业对宏观和微观经济环境的趋势和变化的影响和敏感性;利用确定极值的方法,确定国家银行财务和经济业绩的标准与银行就业的转型变化程度之间存在关系;通过构建压力测试图,确定了银行的金融和经济活动标准以及银行业的就业指标对各自时期的危机高度敏感,但对不同时期的宏观经济因素的反应不同;提出了在国家银行系统中使用压力测试模型的便利性和必要性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
MODEL OF ASSESSMENT OF THE IMPACT OF MAIN CHALLENGES OF MODERNITY ON EMPLOYMENT IN BANKING SECTOR ACCORDING TO STRESS TESTING METHODOLOGY
According to results of the study, globalization factors that require specific approaches to analysis in the context of changes and transformations that occur in socio-economic sphere of banking system; A model of stress testing to assess the impact of global factors on changes in the level and structure of employment of employees of banking institutions, based on the use of tools to find extreme values ​​at the level of individual banking institutions and the banking system as a whole are showen; In order to test the model, the stages of its application are formed: 1. selection of criteria for stress testing of changes in the bank's employment system; 2. the choice of indicators that characterize changes in the level and structure of employment of a bank; 3. conducting stress testing of criteria and indicators based on the use of tools for detecting extreme quantities; 4. construction of a stress test map by periods; 5. comparison of stress test maps of impact criteria and indicators, analysis of common sensitivity points in order to identify the causes and degree of influence of global factors; Within the framework of the model, special attention is paid to analytical methods to determine the impact and sensitivity of the employment response to trends and changes in the macro- and microeconomic environment; Using the method of determining extreme values, the existence of a relationship between the criteria that characterize the financial and economic performance of national banks and the degree of transformational changes in bank employment; As a result of the construction of stress test maps, it was determined that the criteria of financial and economic activity of banks and employment indicators in banking sector are highly sensitive to crises in respective periods, but respond differently to macroeconomic factors of different periods; The proposals on the expediency and necessity of using the model of stress testing in national banking system are formed.
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