APPLICATION SUPPORTING COMMERCIAL BANK’S CAPITAL MANAGEMENT

This paper describes the basis - resulting among others from the prudential capi-tal regulations - for capital management at a commercial bank. In the capital man-agement process there are used capital allocation and risk adjusted performance measures. Based on this, the concept of the central MIS extension has been present-ed in a way that allows to include a wide range of different level managers in the capital management process in order to improve the capital efficiency from the per-spective of shareholders.