Gospodarka i społeczeństwo w europejskiej perspektywie. Kompetencje jutra czyli czego przyszłość będzie wymagała od nas i naszych dzieci: monografia

Abstract

The analysis of possible ways of banking institutions’ financial stability improvement as an element of ensuring sustainable economic development of the country is presented in the article. The Markowitz model, which investigates the issues of taking into account both the profitability of banking institution and all possible risks which might impact its activities, is used in the paper in order to improve investment climate, economic and financial stability of the bank. The modelling of banking institution financial stability is carried out on the example of OTP Bank. According to the carried out modelling of the OTP Bank financial stability improvement, a particular threat to the banking institution was determined as risk exceeds profitability of bank’s assets portfolio. It is found that this situation is due to the fact that the largest share of the portfolio (47.38%) belongs to the loans to customers which is recommended to be adjusted in the structure of the bank’s assets.