Table Of Contentrogor unda Seqmnas
saSualo sididis bankma
aqtiv-pasivebis marTvis
sakuTari sistema
saxelmZRvanelo
saxemZRvanelo gamoqveynda saqarTvelos
bankebis asociaciasTan TanamSromlobiTa
da avstriis ganviTarebis saagentos
finansuri mxardaWeriT
saerTaSoriso safinanso korporacia (IFC)
nin
2011
rogor unda Seqmnas
saSualo sididis bankma
aqtiv-pasivebis marTvis
sakuTari sistema
saxelmZRvanelo
saxelmZRvanelos Sinaarsi daculia saavtoro uflebiT.
arc es saxelmZRvanelo da arc misi romelime nawili ar SeiZleba iq-
nes gamravlebuli, gadaRebuli an gavrcelebuli Semdegi aRniSvnis
gareSe - `saerTaSoriso safinanso korporacia (IFC) – saxelmZRvane-
lo - rogor unda Seqmnas saSualo sididis bankma aqtiv-pasivebis
marTvis sakuTari sistema.~
saerTaSoriso safinanso korporacia (IFC) xels uwyobs am publika-
ciis gavrcelebas da aRniSnuli dokumentiT momxmarebels uflebas
aZlevs gadaiRos misi calkeuli nawilis asli momxmareblis piradi,
arakomerciuli gamoyenebisTvis Semdgomi gayidvis, gavrcelebis an
masSi Semavali informaciis safuZvelze sxva dokumentebis momz-
adebis uflebis gareSe. am dokumentis nebismieri sxva mizniT gam-
ravleba an gamoyeneba moiTxovs IFC-is winaswar werilobiT Tanxmo-
bas.
am saxelmZRvaneloSi warmodgenili informacia zogadi xasiaTisaa
da IFC, msoflio bankis jgufi an avstriis ganviTarebis saagento ar
arian pasuxismgebeli masSi aRniSnul nebismier informaciaze.
es saxelmZRvanelo ar isaxavs miznad iyos amomwuravi da mis safuZ-
velze ar unda iqnes miRebuli raime komerciuli gadawyvetileba.
yvela samarTlebriv sakiTxTan dakavSirebiT gaTvaliswinebul un-
da iqnes damoukidebeli iuristis rekomendacia.
am dokumentis mosamzadeblad gamoyenebuli sruli informacia da
masalebi warmoadgens IFC-is sakuTrebas da daculia mis arqivSi.
© 2011 saerTaSoriso safinanso korporacia (IFC)
dabeWdili saxiT saxelmZRvanelo xelmisawvdomia Semdeg misamarT-
ze:
nino ramiSvilis q. 5 b
Tbilisi 0179, saqarTvelo dizaini da beWdva - magi stili
rogor unda Seqmnas
saSualo sididis bankma
aqtiv-pasivebis marTvis
sakuTari sistema
saxelmZRvanelo
doqtori judit buruksi
I saxelmZRvanelos mizani da samizne auditoria 4
II aqtivebisa da valdebulebebis marTvis sistemis
Seqmnis mimoxilva 5
II.1 diagnostikis faza da saukeTeso praqtika 5
II.2 gadawyvetilebis miRebis faza 7
II.3 danergvis faza 7
II.4 magaliTi 8
III aqtivebisa da valdebulebebis marTvis ganzomilebebi 9
III.1 organizacia da pasuxismgeblobebi 10
III.1.1 aqtiv-pasivebis marTvis riskTan dakavSirebuli organizaciuli struqtura 10
III.1.2 aqtiv-pasivebis marTvis ganyofileba 12
III.1.3 gadawyvetilebis miRebis matrica 13
III.1.4 magaliTi 14
III.2 riskis marTvis politika, rogorc aqtiv-pasivebis marTvis strategiuli done 17
III.2.1 riskis marTvis politika 17
III.2.2 magaliTi 19
2 rogor unda Seqmnas saSualo sididis bankma aqtiv-pasivebis marTvis sakuTari sistema
III.3 likvidobis riskis marTvis instrumentebi 20
III.3.1 likvidobis riskis ganmarteba 20
III.3.2 likvidobis riskis Sefasebis meTodebi 21
III.3.2.1 dafinansebis moTxovnis Sefaseba 21
III.3.2.2 aqtivebis likvidobis riskis Sefaseba 25
III.3.3 scenaris analizi, strestesti da limitis dadgena 26
III.3.4 sagangebo gegma 27
III.3.5 magaliTi 28
III.4 saprocento ganakveTis riskis marTvis instrumentebi bankis portfelSi 31
III.4.1 saprocento ganakveTis riskis gansazRvra 31
III.4.2 saprocento ganakveTis riskis Sefasebis meTodebi 32
III.4.3 limitebis dadgena da strestestingi 42
III.4.4 magaliTi 42
III.5 sainformacio teqnologiebis mxardaWera aqtiv-pasivebis marTvis procesSi 44
III.5.1 moTxovna aqtiv-pasivebis marTvis programul uzrunvelyofasTan dakavSirebiT 44
III.5.2 aqtiv-pasivebis marTvis programuli uzrunvelyofis yidva an SemuSaveba 47
III.6 angariSgebebi 49
III.6.1 ZiriTadi angariSgebebi 49
III.6.2 magaliTi 50
IV daskvna 53
saxelmZRvanelo 3
I
saxelmZRvanelos mizani da samizne auditoria
`sabanko sferoSi aqtivebisa da pasivebis marTva warmoadgens im riskebis marTvis praqtikas, rom-
lebic warmoiqmneba bankis aqtivebisa da valdebulebebis (aqtivebsa da vals Soris) vadianobis an
moculobis gansxvavebis gamo. bankebs emuqrebaT ramdenime tipis iseTi riski, rogoricaa, magali-
Tad, likvidobis riski, saprocento ganakveTis riski, sakredito da saoperacio riskebi. Aaqtive-
bisa da pasivebis marTva aris menejmentis strategiuli instrumenti bankebis, sxva safinanso mom-
saxurebis ganmaxorcielebeli kompaniebisa da korporaciebis1 winaSe mdgari saprocento ganakve-
Tisa da likvidobis riskis samarTavad.~
safinanso institutebis aRmasrulebel pirebs, maregulireblebsa da investorebs metad gansxva-
vebuli mosazrebebi aqvT riskis marTvasTan dakavSirebiT. yvelaze farTod gavrcelebuli Sexe-
dulebiT, riskis marTvaSi igulisxmeba finansuri krizisis pirobebSi katastrofuli danakarge-
bis Tavidan acilebis saSualeba. uwin bevri menejeri miiCnevda, rom, rac ufro dabali iyo riski,
miT dabali iyo mogeba. dRevandeli riskis menejeri menejmentis zeda rgolis ZiriTadi wevria,
romelic monawileobs biznesis SesaZleblobebis gansazRvraSi riskis da ukugebis perspeqtivi-
dan gamomdinare. marTalia generaluri direqtorebi (CEO) aRiareben aqtiv-pasivebis marTvis Te-
oriul mniSvnelobas, magram isini mas praqtikaSi riskad ar miiCneven. rodesac isini laparakoben
riskis menejerze, amaSi mxolod sakredito riskis menejers gulisxmoben.
es saxelmZRvanelo yuradRebas amaxvilebs mcire da saSualo sididis bankebSi aqtiv-pasivebis
marTvis sistemis SemuSavebaze. mizezi imisa, Tu ratom virCevT saprocento ganakveTisa da likvi-
dobis riskis marTvas (SemdgomSi - aqtiv-pasivebis marTva) isaa, rom arsebobs mravalricxovani ma-
regulirebeli da akademiuri literatura sakredito riskis, sabazro, sadazRvevo da saopera-
cio riskebis Sesaxeb, xolo SedarebiT naklebi yuradReba eTmoba sabanko portfelSi riskis
marTvis yoveldRiur praqtikas. es gansakuTrebiT exeba likvidobisa da saprocento ganakveTis
cvlilebis riskis marTvas.
sakiTxavia, ratom ar aris es Tema iseTive popularuli, rogoric sxvebi. erTi axsnaa is, rom bankis
menejerebs arasakmarisi codna aqvT saimisod, rom gansazRvron, ra zegavlenas iqoniebs sapro-
cento ganakveTis cvlilebisa da likvidobis riskis koncentracia bankis momgebianobaze araxel-
sayreli ekonomikuri viTarebis dros. Tumca, zogierTi krizisisas dadasturda aqtiv-pasivebis
marTvis mniSvneloba, ris gamoc, sul ufro meti banki fiqrobs aqtiv-pasivebis marTvis realuri
sistemis gamoyenebaze. meore axsna SeiZleba is iyos, rom rTulia saTanado monacemebis Segroveba,
miuxedavad imisa, rom arsebobs cnobili sainformacio teqnologiebis mwarmoebeli kompania, ro-
melsac SemuSavebuli aqvs srulyofili da `gonieri~, magram amave dros ZviradRirebuli aqtiv-
pasivebis marTvis sistema. samwuxarod, mcire da saSualo sididis bankebis umravlesobas ara aqvs
imis saSualeba, rom SeiZinos aseTi ZviradRirebuli programuli uzrunvelyofa.
am saxelmZRvanelos mizania mkiTxvels gavuziaroT Cveni mosazreba, Tu rogor unda Seqmnas
saSualo sididis bankma aqtivebisa da valdebulebebis marTvis sakuTari sistema.
saxelmZRvaneloSi mocemulia garkveuli praqtikuli rCevebi imisa, Tu rogor SeiZleba daiwyos
mcire da saSualo sididis bankma sakuTari aqtiv-pasivebis marTvis sistemis SemuSaveba, romelic
fokusirebuli iqneba sabanko portfelSi arsebuli saprocento ganakveTis riskisa da likvido-
bis riskis marTvis politikasa da aRniSnuli riskebis Sefasebaze. saxelmZRvanelo iyofa or nawi-
lad: pirvel nawilSi mimoxilulia riskis marTvis sistemis Sesaqmnelad saWiro ZiriTadi etapebi;
meore nawilSi ki ganxilulia riskis marTvis ganzomilebebi likvidobisa da saprocento ganakve-
Tis riskis marTvis sistemis iseT safuZvelze, rogoricaa, organizacia, procesi da instrumen-
tebi. garda amisa, warmogidgenT ramdenime magaliTs gamogonili `mediumbankis~ Sesaxeb.
saxelmZRvanelo gankuTvnilia riskis marTvis politikis SemuSavebiT dainteresebuli menej-
mentis zeda rgolisTvis. es wigni maT daexmareba saprocento ganakveTis riskisa da likvidobis
riskis marTvis sistemis gaumjobesebaSi, raTa miRweul iqnes saerTaSoriso sareitingo organi-
zaciebis moTxovnebTan Sesabamisoba. saerTaSoriso reitings Zalze didi mniSvneloba aqvs bankis-
Tvis, romelsac unda obligaciebis gamoSveba an eZebs investors, anda cdilobs saerTaSoriso ba-
zarze damkvidrebas. Fitchibca, S&P da Moody's mniSvnelovani gamocdileba aqvT sakredito reitin-
gebis sferoSi da miukerZoebel Semfaseblebad iTvlebian, maT reitingebs farTod aRiareben baz-
ris monawileebi da maregulirebeli organoebi. reitingis miniWebis procesi moicavs raodenob-
riv, xarisxobriv da samarTlebriv analizs. raodenobrivi analizi ZiriTadad finansuri anali-
zia da emyareba firmis finansur angariSgebebs. xarisxobrivi analizi exeba menejmentis, saopera-
cio poziciis, kompaniis struqturis, Sida wesebis xarisxs da moicavs firmis konkurentunaria-
1 nil krokfordi (1986), riskis marTvis Sesavali (me-2 gamocema); vudhed folkneri, 85941-332-2
(vikipedia – aqtiv-pasivebis marTva)
4 rogor unda Seqmnas saSualo sididis bankma aqtiv-pasivebis marTvis sakuTari sistema
nobis, teqnologiuri cvlilebebis mimarT misi mgrZnobelobis, maregulirebeli cvlilebebisa
da SromiTi urTierTobis siRrmiseul ganxilvas. es saxelmZRvanelo, Cveni azriT, waadgebaT ag-
reTve bankis riskis eqspertebs, rogorc zogadi miTiTeba aqtiv-pasivebis marTvis Sida debule-
bis SesamuSaveblad. Ees wigni agreTve daexmareba finansur menejments, raTa efeqtiani TanamSrom-
loba daamyaros aqtiv-pasivebis marTviT dakavebul personalTan.
es saxelmZRvanelo ar aris gankuTvnili im eqspertebisTvis, romlebsac undaT Zalze detaluri
Teoriuli informaciis miReba saprocento ganakveTisa da likvidobis riskebis Sefasebis sxva-
dasxva meTodologiis Sesaxeb, agreTve yoveldRiuri saqmianobis procesSi hejirebis teqnikasa
da riskis marTvasTan dakavSirebiT. saxelmZRvaneloSi ar aris mocemuli riskis Rirebulebis gan-
sazRvris (VaR) meTodologia saprocento ganakveTisa da likvidobis riskebis SefasebisTvis sa-
banko portfelSi, radgan misi mizania praqtikuli rCevis micema mcire da saSualo sididis ban-
kebis menejerebisTvis aqtiv-pasivebis marTvis jansaRi sistemis Sesaqmnelad. saTanado VaR mo-
dels mowinave sainformacio teqnologiebi (IT) da specializebuli personali sWirdeba, es ki aq-
tiv-pasivebis marTvis sistemis Seqmnis procesSi momdevno etapi SeiZleba iyos. aqve unda aRiniS-
nos, rom mravali saxelmZRvanelo arsebobs aqtiv-pasivebis marTvis mowinave, maTematikuri mode-
lebis Sesaxeb. 2
II
aqtivebisa da valdebulebebis marTvis sistemis Seqmnis mimoxilva
sistemis SesamuSaveblad saWiroa iseTi fazebis gavla, rogoricaa:
- diagnostika, romelic gamoiyeneba moqmed praqtikasa da sasurvel samomavlo miznebs an sau-
keTeso praqtikas Soris arsebuli sxvaobis analizisa da aRwerisTvis;
- gadawyvetileba, risTvisac jer direqtoratma an menejmentis zeda rgolma unda gasces pasu-
xi SekiTxvas: `unda hqondes Tu ara banks saukeTeso praqtika yvela mimarTulebiT?~ da amis
Semdeg unda miiRon gadawyvetileba mocemul alternativas Soris;
- danergva, rodis unda danergos bankma miRebuli gadawyvetileba.
SemuSavebis ZiriTadi fazebi
gGadawyvetileba
diagnostika unda hqondes Tu
an sxvaobis ara banks saukeTe-
SesaZloa Tu analizi so praqtika yvela
ara, saerTaSo- mimarTulebiT
riso angariS-
sworebis ban-
kis (BIS) prin-
cipi, saukeTe-
so praqtika
iyos?
danergva
II.1
diagnostikis faza da saukeTeso praqtika
diagnostikis etapze unda daisvas ori ZiriTadi SekiTxva:
1) sad varT? 2) sad gvinda rom viyoT?
diagnostikis mizania saqmianobis realuri mimdinare maCveneblebis Sedareba Teoriul mizanTan
an xedvasTan. aRniSnulis sargebeli isaa, rom igi obieqtur safuZvels iZleva saqmianobis realu-
2
aqtiv-pasivebis marTvis saxelmZRvanelo [frenk j. faboci da acuo koniSi (Irwin McGraw-Hill 1991, 1996)];
stavros a. zeniosi, uiliam ziemba, aqtiv-pasivebis marTvis saxelmZRvanelo, 2006; aleqsander adami,
aqtiv-pasivebis marTvis saxelmZRvanelo – modelebidan mogebis optimalur strategiebamde,
John Wiley and Sons Ltd.
saxelmZRvanelo 5
ri maCveneblebis Sesadareblad. gap-analizis arsebul maCveneblebsa da sasurvel samomavlo mi-
zans Soris sxvaobis Sesamowmeblad da asaRwerad gamoiyeneba teqnika, romelic SeiZleba moicav-
des gansxvavebas:
- saqmianobis realur ganxorcielebasa da am saqmianobasTan dakavSirebiT arsebul xedvas So-
ris, romelsac zogjer uwodeben "C delta V" (current gap vision);
- faqtobriv da Teoriul miznebs Soris, romelsac zogjer uwodeben "A delta T" (actual gap
target); an
- saqmianobis realur maCveneblebsa da msoflio donis standartul maCveneblebs Soris.
likvidobisa da saprocento ganakveTis riskis marTvis sistemis arsebobisas, erTmaneTs unda Se-
vadaroT bankSi gamoyenebuli sistema da saukeTeso praqtika. diagnostikis etapze bankma SeiZle-
ba gamoiyenos Semdegi instrumentebi:
- saTanado kiTxvari;
- personaluri interviu bankis SigniT da gareT - partnior bankebTan;
- masalis kvleva da Segroveba meTodologiasTan dakavSirebiT;
- sainformacio teqnologiebis kvlevis potenciali, romelmac mniSvnelovani wvlili SeiZ-
leba Seitanos samuSaos SesrulebaSi.
rogoria saerTaSoriso bazris saukeTeso praqtika?
safinanso bazris ganviTarebasTan erTad icvleba aqtivebisa da valdebulebebis marTvis sauke-
Teso praqtikac. 1970-iani3 wlebis dasawyisSi is Tavdapirvelad Camoyalibda martivi gap-mode-
lis formiT, romelic axorcielebda riskis analizs Semosuli da gasuli fuladi saxsrebis da am
nakadebs Soris arsebuli gansxvavebis an vadianobasTan dakavSirebuli Seusabamobebis Tvalsaz-
risiT. mogvianebiT, fuladi nakadebis gap-modelebma adgili dauTmo duraciis gap-is models,
romelic imaze metad hgavda fuladi nakadebis maxasiaTebels, vidre TviTon fuladi nakadebis
modeli. 90-ian wlebSi aqtivebisa da valdebulebebis marTvis teqnologiis gamoyeneba gavrcelda
riskis sxva tipebze, ZiriTadad ganviTarebis sami mTavari mimarTulebiT, esenia: ucxouri valu-
ta, kapitali da saqoneli. es iyo sabazro riskis marTvis periodi. im droisaTvis aqtivebisa da
valdebulebebis marTva niSnavda sabazro riskis marTvas da yvelas unda scodnoda `jei pi morga-
nis modeli~. 2000 wlis Semdgom periodSi, Teoriisa da riskis analizis teqnologiis da sainfor-
macio teqnologiebis monacemTa bazebis ganviTarebam xeli Seuwyo sabanko portfelSi riskis
marTvis mowinave meTodebis Seqmnas, rac, Tavis mxriv, ganapirobebs aqtivebisa da valdebulebebis
marTvis sferos Tanamedrove doneze ayvanas.
safinanso bazris ganviTarebasTan erTad, sabanko sferoSi SemuSavda ara marto riskis marTvis
teqnika, aramed iuridiulma pirebma daiwyes agreTve riskis Sefaseba da sabanko riskis koncen-
traciis SezRudva. safinanso dawesebulebis winaSe arsebuli riskis mzardi koncentraciisa da
cvalebadobis, agreTve gansakuTrebiT garesabalanso moTxovnebis (rogoricaa derivativebi)
riskis daregulirebis pirveli sayovelTaod aRiarebuli mcdeloba moxda 1988 wels. saerTaSo-
riso angariSsworebaTa bankma (BIS)4 sabanko dawesebulebebisTvis daadgina kapitalis adekvatu-
robis moTxovnebi msoflios masStabiT sakredito riskis gaTvaliswinebis mizniT [saerTaSoriso
angariSsworebebis bankis (BIS) 1988 wlis SeTanxmeba, e.w. bazel I]. mas mohyva 1996 wels saerTaSori-
so angariSsworebaTa bankis mier (BIS) kapitalis SeTanxmebaSi Setanili Sesworeba savaWro port-
felSi sabazro riskis gaTvaliswinebis mizniT. saerTaSoriso angariSsworebaTa bankma (BIS) 1980
wlis Semdeg riskis marTvis Sesaxeb mravali dokumenti gamoaqveyna. aqtivebisa da valdebulebe-
bis marTvis TvalsazrisiT maTgan yvelaze mniSvnelovania bazelis komitetis dokumentebi: 1980
wels gamocemuli bankebis savaluto poziciis zedamxedveloba da 1997 wels gamocemuli sapro-
cento ganakveTis riskis marTvis principebi. ramdenadac saerTaSoriso angariSsworebaTa banki
(BIS) asrulebs bankis rols erovnuli bankebisTvis, imdenad mis mier SemuSavebul principebsa da
SeTanxmebebs instruqciis roli aqvs zedamxedvelebisTvis an im dawesebulebisTvis, romlebic
pasuxismgebelia sabanko seqtorSi kanonis SemuSavebaze.
bazelis komitetis 5 sabanko zedamxedvelobis principis (SemdgomSi - `bazelis principebi~)
gamoyeneba SeiZleba saukeTeso praqtikis saxiT. riskis marTvasTan dakavSirebiT yvelaze mniS-
vnelovnad iTvleba iseTi principebi, rogoricaa:
3
aqtiv-pasivebis da valdebulebebis marTvis saxelmZRvanelo [frenk j. faboci da acuo koniSi (Irwin
McGraw-Hill 1991, 1996)]
4 saerTaSoriso angariSsworebaTa banki (BIS) saerTaSoriso organizaciaa, romelic aZlierebs saerTaSoriso
fulad-sakredito da safinanso TanamSromlobas da asrulebs bankis rols erovnuli bankebisaTvis
6 rogor unda Seqmnas saSualo sididis bankma aqtiv-pasivebis marTvis sakuTari sistema
- kapitalis SeTanxmebis cvlileba sabazro riskis gaTvaliswinebasTan dakavSirebiT (2005);
- saprocento ganakveTis riskis marTvisa da zedamxedvelobis principebi (2004);
- likvidobis riskis marTva safinanso jgufebSi (2006);
- sabanko organizaciebSi likvidobis marTvis jansaRi praqtika (BIS, Tebervali, 2000);
- likvidobis riski: gamowvevebis marTva da zedamxedveloba: (Tebervali, 2008);
- BASEL II.
II.
2
gadawyvetilebis miRebis faza
gadawyvetilebis miRebas safuZvlad udevs ZiriTadi SekiTxva: unda hqondes Tu ara
banks saukeTeso praqtika axlo momavalSi yvela aspeqtis gaTvaliswinebiT?
gadawyvetilebis mimRebi piri, rogorc wesi, cdilobs wamoayenos imdeni alternativa, ramdenic
SesaZlebelia. alternativebis Sefasebis Semdeg, SeirCeva saukeTeso. alternativebis Sefasebis
procesi, rogorc wesi, iwyeba ori an sami arCevanis variantiT da sruldeba saukeTesos arCeviT. am
procesSi umetesad es nabijia yvelaze rTuli, radgan mravali faqtoria gasaTvaliswinebeli. ga-
dawyvetilebis mimRebma unda scados iseTi alternativis SerCeva, romelic yvelaze efeqtiani iq-
neba gadawyvetilebis miRebasTan dakavSirebuli xelmisawvdomi informaciis moculobis, sa-
marTlebrivi barierebis, sazogadoebasTan urTierTobis, finansuri garTulebebisa da drois
SezRudvis gaTvaliswinebiT. xSirad gadawyvetilebis mimRebi piri iseTi problemis winaSe dgeba,
roca im momentisTvis ar arsebobs rame cxadi arCevanis saSualeba. Tu gadawyvetilebis mimRebi
msgavs viTarebaSi xvdeba, man unda airCios im momentisaTvis xelmisawvdomi yvelaze saukeTeso va-
rianti, magram samomavlod unda gaagrZelos ukeTesi arCevanis moZieba.
aqtivebisa da valdebulebebis marTvisTvis arsebobs mravalferovani saukeTeso praqtika baze-
lis principebisa da sxva meTodebis safuZvelze. gamocemulia sxvadasxva wigni da muSaobs ramde-
nime sakonsultacio kompania, romlebic detalurad aRweren Teorias da mowinave meTodologi-
as. gadawyvetilebis mimRebma pasuxi unda gasces kiTxvas: sWirdeba Tu ara banks axlo momavalSi
saukeTeso praqtika yvela mimarTulebiT? gadawyvetilebis mimRebs alternativebs Soris arCe-
vanis gakeTebaSi daexmareba aseTi SekiTxvebi:
- saidan iRebs banki informacias riskis Sesafaseblad?
- ra sixSiriT axorcielebs banki limitis gamoyenebis monitorings?
- sWirdeba Tu ara banks an unda Tu ara mas arsebuli sistemis SemuSaveba?
- ra raodenobis kadri sWirdeba banks am teqnikis gamosayeneblad?
- ra moculobis teqnikuri resursi sWirdeba banks am teqnikis gamosayeneblad?
gadawyvetilebis mimRebma pirebma, mocemuli droisTvis xelmisawvdomi saukeTeso arCevanis ga-
keTebisas, unda Seadginon samomavlo gegma da gansazRvron, rogor SeuZlia banks gamoiyenos mo-
winave meTodologia saqmianobis iseTi mimarTulebiT gansaxorcieleblad, sadac saWiro iqneba
mowinave teqnika.
diagnostikis fazis saboloo produqti unda iyos winadadeba, romelic Seicavs faqtebs, ker-
Zod, Tu ra gansxvavebaa samizne da arsebul mdgomareobas Soris, rogor SeuZlia banks miaRwios
saukeTeso praqtikis damkvidrebas da ra xarjia saWiro mis dasanergavad.
vin arian gadawyvetilebis mimRebi pirebi aqtiv-pasivebis marTvis SemTxvevaSi? aqtivebisa da
valdebulebebis marTvis SemTxvevaSi direqtorati da aqtiv-pasivebis marTvis komiteti arian ga-
dawyvetilebis mimRebi ZiriTadi organoebi. III.1.1 TavSi ufro detaluradaa ganxiluli aRniS-
nuli organizaciebis funqciebi.
II.
3
danergvis faza
gadawyvetilebis miRebis Semdeg, saWiroa misi Sesruleba. danergva moiTxovs damatebiT dros da-
gegmvisTvis, agreTve monawile pirebis gaTviTcnobierebulobasa da TanamSromlobas. bankma un-
da Seqmnas proeqti miRebuli gadawyvetilebis gansaxorcieleblad. proeqti gawerili unda iyos
detaluri samuSao gegmis Sesabamisad, romelsac daamtkiceben proeqtis sponsorebi. proeqtis
sponsori unda iyos sabWos wevri an aqtivebisa da valdebulebebis marTvis komitetis (ALCO) Tav-
mjdomare, sxva SemTxvevaSi, proeqts ar eqneba sakmarisi sandooba da ver ganxorcieldeba warma-
tebulad. proeqtis menejeri SeiZleba iyos mmarTveli direqtori, romelic pasuxismgebelia aq-
tivebisa da valdebulebebis marTvisaTvis. proeqtma unda imuSaos klasikuri proeqtis marTvis
modelis Sesabamisad.
saxelmZRvanelo 7
aqtivebisa da valdebulebebis marTvis sainformacio sistema danergavs axal teqnikur da prog-
ramul uzrunvelyofas, axal monacemTa bazebsa da saaplikacio programebs da axal saxelmZRva-
nelo procedurebs. axali sistemebis danergva, imis miuxedavad, igi programuli uzrunvelyofis
paketia Tu dakveTiT SemuSavebuli programa, metad rTuli da sarisko procesia safinanso insti-
tutebisTvis, razec miuTiTebs ara erTi `saSineli~ istoria. amis erT-erT ZiriTad mizezad SeiZ-
leba miviCnioT is, rom ganxorcielebis process, rogorc wesi, Tan mohyveba radikaluri cvlile-
bebi, romlebic xSirad bankis SigniT mimdinare TiTqmis yvela process exeba. amgvarad, aseTi mas-
Stabis cvlileba SeiZleba safrTxes uqmnides personals, romelsac eSinia organizaciaSi sakuTa-
ri adgilis dakargvis da SeiZleba hqondes Tavisi programa SemoTavazebul cvlilebebTan dakav-
SirebiT. swored amitom, komunikacias Zalze didi mniSvneloba eniWeba siaxlis danergvis etapze
bankis SigniT, radgan adamianebis umravlesoba cvlilebis winaaRmdegia ubralod imitom, rom ar
esmis misi ganxorcielebis aucilebloba. imisaTvis, rom umtkivneulod Sesruldes gadawyveti-
leba, gadawyvetilebis mimRebma gadawyvetilebis miRebis saWiroebasTan dakavSirebuli mizezebi
unda gaacnos im pirebs, romlebsac uSualod SeexebaT es cvlileba da daexmaros maT treningebi-
Ta da seminarebiT.
ra Sedegs gamoiRebs aqtivebisa da valdebulebebis marTvis danergva? Sedegad unda dadges
myari saprocento ganakveTi da likvidobis riskis marTvis sistema, romelic gulisxmobs goniv-
rul organizacias da pasuxismgeblobis struqturas, riskis marTvis jansaR politikas da Sida
wess, romelic moicavs Sefasebis, monitoringisa da kontrolis process da iseT instrumentebs,
rogoricaa riskis koncentraciis Sefasebis meTodologia, limitebis sistema, angariSgebis sis-
tema da sainformacio teqnologiebis (IT) sistema. momdevno TavSi ganxiluli iqneba sistema ris-
kis marTvis ganzomilebis safuZvelze.
sWirdeba Tu ara banks gare konsultanti aqtivebisa da valdebulebebis marTvis sistemis Se-
saqmnelad? vfiqrob, rom sWirdeba, radgan gare konsultantis arseboba SeiZleba sasargeblo
iyos rogorc diagnostikis, ise ganxorcielebis etapze, radgan mas SeuZlia problemis sxvagva-
rad gaanalizeba. pirvel rigSi, igi ar unda monawileobdes organizaciis saqmianobaSi. meore, kon-
sultants SeuZlia banks gadasces `nou-hau~. mesame, man unda daicvas kontraqtis vadebi, rasac
gaiTvaliswinebs agreTve bankis personali.
gadawyvetilebis ganxorcielebis Semdeg, gadawyvetilebis mimRebma unda Seamowmos gadawyveti-
lebis ganxorcielebis Sedegebi, Tu ramdenad warmatebulia isini. Tu ganxorcielebulma gadaw-
yvetilebam gamoaswora gansxvaveba faqtobriv da sasurvel Sedegebs Soris, gadawyvetileba war-
matebulad iTvleba. Tumca, Tu ganxorcielebulma gadawyvetilebam ar gamoiRo sasurveli Sede-
gi, saWiroa xelaxali gadawyvetilebis miReba. gadawyvetilebis mimRebs SeuZlia gadawyvetilebis
asamoqmedeblad ufro meti dro gamoyos, airCios sxva SemuSavebuli alternativa an xelaxla da-
iwyos mTliani procesi.
II.
4
magaliTi
magaliTad warmogidgenT `mediumbanks~, romelic Cveni gamogonilia
`mediumbanki~, daarsda 1993 wels saqarTveloSi, qalaq TbilisSi. 1998 wlamde banki ar gamoir-
Ceoda didi aqtiurobiT. axla is saqarTvelos sabanko reitingSi daaxloebiT me-9 adgilzea. banks
aqvs 15 filiali, aseve serviscentrebi quTaissa da baTumSi. igi gegmavs ucxouri strategiuli in-
vestoris mozidvas kapitalSi monawileobis pirobiT, raTa gaaumjobesos bankis saerTaSoriso
reitingebi, korporaciuli marTvis done da fuladi saxsrebis mozidvis xarjebi.
banki dinamikuri ganviTarebis mqone, saSualo sididis komerciuli bankia. 2006 wlis 31 dekembris
mdgomareobiT fass-is standartebis Sesabamisad momzadebuli, auditis mier Semowmebuli finan-
suri angariSgebebis Tanaxmad, misi mTliani aqtivebia 60 mln lari, saaqcio kapitalia 12 mln lari,
sakredito portfeli – 40 mln lari, xolo klientTa mTliani depozitebi – 25 mln lari. bankis Zi-
riTadi produqtia ipoTekuri da samomxmareblo sesxebi.
bankis strategia fokusirebulia sacalo seqtorsa da mcire da saSualo sawarmoebis dafinanse-
baze. bankma gadawyvita aqtiv-pasivebis marTvis sistemis Seqmna. mas aqvs ZiriTadi sistema, romel-
sac SeuZlia mxolod saqarTvelos erovnul bankSi angariSgebis gagzavna vadianobis gap-is da
likvidobis koeficientebis Sesaxeb. sistema iZleva vadianobisa da gadafasebis gap-s da iTvlis
koeficientebs fass-is moTxovnebis Sesabamisad.
8 rogor unda Seqmnas saSualo sididis bankma aqtiv-pasivebis marTvis sakuTari sistema
Description:arian pasuxismgebeli masSi aRniSnul nebismier informaciaze. es saxelmZRvanelo ar isaxavs miznad iyos amomwuravi da mis safuZ- velze ar unda
