摘要：The financial institutions risk and capital management are intensively, constantly developing and transforming. Starting from 80s of the last century, world economy, including banking had significant progress and changing. Aware of this, Basel Committee on Banking Supervision (BCBS), central banks, regulators and business banks were searching for the adequate solutions for the risk and capital management. Regulation related to capital adequacy, measuring, methods and management had one of the central places in the attention of the mentioned institutions. These methods had achieved significant improvement and they are today very comprehensive and sophisticated. However, mentioned institutions were constantly coming to conclusions, that risk and capital management, measuring and methods, should be improved, so that it would be adequate and efficient. The global economic crises had especially important impact on the stated processes. The needs for the new Basel III improvement (in some institutions called Basel IV), were strong. Since Basel III improvement publications and other recommendations for the risk and capital management progress are available, further effects analysis can be conducted. In this paper, comprehensive analysis of the risk and capital management progress is performed. Additionally, recommendations for the improvement of the banking risk and capital management are defined in the paper. For this purpose analysis of the actual risk and capital management and all major factors which are dominantly influencing and shaping worldwide banking risk and capital management is performed. Based on this, special case study for the Republic of Serbia has been conducted with the simulations and stress tests.
关键词：banking;risk and capital management;capital adequacy
