UPRAVLJANJE IN OBVLADOVANJE KREDITNEGA TVEGANJA V BANKI

Coklin, Tanja

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Title:	UPRAVLJANJE IN OBVLADOVANJE KREDITNEGA TVEGANJA V BANKI
Authors:	ID Coklin, Tanja (Author) ID Zbašnik, Dušan (Mentor) More about this mentor...
Files:	UNI_Coklin_Tanja_2010.pdf (680,99 KB) MD5: 4FF51EBFCAC8A5CED5FFCAABFE970056 PID: 20.500.12556/dkum/34f549c0-1aee-4f53-a186-a86d7e2c8d37
Language:	Slovenian
Work type:	Undergraduate thesis
Organization:	EPF - Faculty of Business and Economics
Abstract:	Banke se pri svojem poslovanju srečujejo s številnimi tveganji. Ker je ena od njihovih osnovnih dejavnosti dajanje kreditov, so najbolj izpostavljene kreditnemu tveganju. Kreditno tveganje je tveganje nastanka izgube zaradi neizpolnitve obveznosti dolžnika do banke. Kreditnemu tveganju se ni mogoče izogniti, ga pa je mogoče zmanjšati. S tem namenom banke upravljajo in obvladujejo kreditno tveganje, ki so mu izpostavljene. Pri tem so omejene z zakonskimi predpisi. Oba procesa morata potekati kontinuirano. Upravljanje s kreditnim tveganjem zajema identifikacijo, merjenje oziroma ocenjevanje, prenos in zavarovanje kreditnega tveganja, ki mu je ali bi mu banka pri svojem poslovanju lahko bila izpostavljena. Politika obvladovanja kreditnega tveganja zahteva celostni pristop analiziranja in spremljanja posameznega posojilojemalca skozi celotno dobo trajanja posojila. Zajema ugotavljanje kreditne sposobnosti in bonitete dolžnika, razvrščanje terjatev po tveganosti v skupine ter oblikovanje splošnih in posebnih rezervacij. Poleg tega mora banka tudi zagotoviti, da glede na vrsto in obseg poslov ter tveganja, ki jim je izpostavljena, vedno razpolaga z zadostno količino kapitala. Pomembne novosti na področju ravnanja s tveganji prinaša Novi kapitalski sporazum, ki je sestavljen iz treh stebrov. To so minimalna kapitalska zahteva, regulativni nadzor in tržna disciplina. Osrednji steber, imenovan minimalne kapitalske zahteve, predvideva izračun minimalnih kapitalskih zahtev na dva načina. To sta standardizirani pristop in pristop temelječ na internih sistemih razvrščanja komitentov. Regulativni nadzor je kritičen kvalitativen dodatek prvemu stebru kapitalskega sporazuma, saj predstavlja formalizacijo obstoječega nadzora kapitala in kapitalske ustreznosti bank. Tretji steber, tržna disciplina, predstavlja nekakšno zaokrožitev prvih dveh stebrov. Bankam nalaga javno razkritje določenih podatkov iz poslovanja, kar tržnim udeležencem omogoča realnejšo izbiro med bankami. Cilj vsake banke je, da z ustreznimi celostnimi ukrepi in upoštevanjem vseh notranjih in zunanjih predpisov, do določenih okvirov zajezi kreditno tveganje. Kajti le to ji lahko omogoča obstanek in uspešno poslovanje.
Keywords:	banka, kredit, kreditno tveganje, kreditna analiza, prenos kreditnega tveganja, terjatve, kapitalska ustreznost, Novi kapitalski sporazum, minimalne kapitalske zahteve, regulativni nadzor, tržna disciplina, CRM tehnike za zmanjševanje kreditnega tveganja
Place of publishing:	Gornja Radgona
Publisher:	[T. Coklin]
Year of publishing:	2009
PID:	20.500.12556/DKUM-12942
UDC:	336.71
COBISS.SI-ID:	10286108
NUK URN:	URN:SI:UM:DK:UTODDOHR
Publication date in DKUM:	12.07.2010
Views:	4733
Downloads:	511
Metadata:
Categories:	EPF
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Secondary language

Language:	English
Title:	BANK CREDIT RISK MANAGEMENT
Abstract:	During their operations commercial banks come across many risks. One of their basic activities is granting credits therefore their main exposure is to credit risk. Credit risk is the risk of loss due to a debtor's non-payment of a loan or another line of credit. Banks cannot avoid credit risk, but with the right approach they can reduce it. To achieve that, banks must constantly manage credit risk according to legal rules and regulations. Risk management should be a constant procedure that includes identification, measurement, transfer and insurance of credit risk, to which a bank is or could be exposed. Credit risk management policy demands an integral approach to analyzing and tracking individual loaner during the entire loan period. It includes credit rating and creditworthiness assessment, claim classification and special and general reservation forming. The bank must also, as to its type and volume of business and the rank of risks to which is exposed, assure sufficient capital disposal. Relating to credit risk management significant novelties have been brought by The New Basel Capital Accord, also known as Basel II, which is based on three complementary pillars. The pillars are minimal capital requirement, supervisory review process and market discipline. Basic pillar of Basel II, called minimal capital accord, defines two approaches to calculating capital requirements for credit risk, called standard approach and internal rating based approach (IRB approach). Supervisory review process should be understood as a critical and qualitative addition to the first pillar, because it represents the existent capital control practice formalization. The third pillar, called market discipline, represents the summery of first two pillars. It requires public disclosure of some of bank’s business data. Main goal of every bank is credit risk reduction using appropriate approaches and considering internal in external regulations. That is the key for its success.
Keywords:	bank, credit, credit risk, credit analysis, financial claims, capital adequacy, The New Basel Capital Accord, minimal capital requirements, supervisory review, market discipline, standard approach, internal rating based approach, credit risk mitigation techniques (CRM techniques)

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