Zintegrowane zarządzanie efektywnością i ryzykiem na przykładzie banku komercyjnego

The function of financial agent causes that the commercial banks must take the risk into account as well as must aspire to the minimization the risk at increasing profits. The aim of the elaboration was determining the possibility of using the integrated measurement as well as managing the effectiveness and the risk on the example of three various segments of customers at the commercial bank. It was used a RORAC model which were defined additionally in next three submodels. Data concerning the income and costs included both the bank, and three allocated sections: retail banking, banking of small and medium enterprises and corporate. The period of analysis covered 24 months. The corporate banking was characterized by the highest risk and the highest effectiveness. The banking of small and medium enterprises was characterized by the minimum values of capital and risk. Additionally this section had the lowest effectiveness, in addition the applied model RORAC 3 indicated losses of this kind of bank activity. In case of the analyzed bank should be reduce the scale and the scope of the banking of small and medium enterprises as well as intensification of the operations in the corporate banking.