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Title:KREDITNO TVEGANJE V BANČNEM POSLOVANJU
Authors:ID Kovač, Vesna (Author)
ID Savin, Davor (Mentor) More about this mentor... New window
Files:.pdf UNI_Kovac_Vesna_2010.pdf (610,28 KB)
MD5: 7103D009095BA4E5FE24231211B8E5F1
PID: 20.500.12556/dkum/10c20d8b-6101-422b-a8d6-2bb8ca5ceae0
 
Language:Slovenian
Work type:Undergraduate thesis
Organization:EPF - Faculty of Business and Economics
Abstract:Hiter tehnološki razvoj in razvoj inovacij na področju bančnih storitev, globalizacija in internacionalizacija bančnega poslovanja ter rastoča konkurenca na finančnem trgu so prispevali k velikim spremembam dejavnosti bank. Pritiski tveganj, katerim so banke izpostavljene pri svojem poslovanju so vedno večji, ravnanje z njimi pa postaja čedalje pomembnejša dejavnost in glavni vir uspešnost sodobnih bank. Med ključna tveganja najpogosteje uvrščamo kreditno, tržno, obrestno, operativno in likvidnostno tveganje. Kreditno tveganje lahko opredelimo kot tveganje nastanka izgube zaradi neizpolnitve obveznosti dolžnika do banke. Za njegovo uspešno obvladovanje se banka najprej loti njegovega ocenjevanja in merjenja. S pomočjo ocene ugotoviti, kolikšna je verjetnost, da kreditojemalec svojih obveznosti ne bo poravnal. Ocenjevanje kreditnega tveganja sestoji iz kvantitativne in iz kvalitativne analize. Z merjenjem tveganja pa banka določi mejo še sprejemljivega tveganja, ki ga je pripravljena prevzeti. Kreditno tveganje lahko banka obvladuje na več načinov, kot na primer z izpolnjevanjem zakonskih zahtev, razpršenostjo naložb po sektorjih, uporabo ustreznih modelov in zavarovanjem kreditov. Kot izredno pomemben dejavnik za obvladovanje kreditnega tveganja predstavljajo bonitete kreditojemalca. Banke razvrščajo komitente v bonitetne razrede in na ta način tudi določijo zavarovanje kreditne naložbe. Merila, na podlagi katerih banke ocenjujejo boniteto, delimo na objektivna in subjektivna. Pomembno oceno odigra tudi oblika kreditnega zavarovanja in to že na začetku postopka pridobitve kredita. Na podlagi tega, kaj je kreditojemalec pripravljen ponuditi za zavarovanje kredita, lahko banka sklepa o kreditojemalčevem zaupanju v lasten projekt in s tem tudi maksimalnem angažiranju za njegovo izpolnitev. K večji varnosti in stabilnosti finančnega poslovanja pa vsekakor prispeva novi kapitalski sporazum Basel II, ki temelji na treh komplementarnih stebrih, in sicer: I. steber — minimalne kapitalske zahteve, II. steber — regulativni nadzor in III. steber — tržna disciplina. Končni rezultat novega kapitalskega sporazuma naj bi bila predvsem prerazporeditev kapitala v bankah glede na tveganost njihovega poslovanja. Banke z manj tveganim portfeljem ter učinkovitimi sistemi za obvladovanje kreditnega, operativnega in tržnega tveganja naj bi bile deležne kapitalskih olajšav, ostale banke pa bi bile, zaradi manjšega prizadevanja za obvladovanje tveganj, v bistvu »kaznovane« z višjimi kapitalskimi zahtevami. Eden izmed ciljev Basla II je tudi približevanje višine regulatornega kapitala ekonomskemu kapitalu.
Keywords:KLJUČNE BESEDE: kreditno tveganje, obvladovanje tveganj, ocenjevanje kreditnega tveganja, merjenje kreditnega tveganje, boniteta kreditojemalca, zavarovanje kreditnega tveganja, kapitalski sporazum Basel II
Place of publishing:Maribor
Publisher:[V. Kovač]
Year of publishing:2010
PID:20.500.12556/DKUM-14499 New window
UDC:336.77
COBISS.SI-ID:10362652 New window
NUK URN:URN:SI:UM:DK:3QQOVNKQ
Publication date in DKUM:22.09.2010
Views:3271
Downloads:283
Metadata:XML DC-XML DC-RDF
Categories:EPF
:
KOVAČ, Vesna, 2010, KREDITNO TVEGANJE V BANČNEM POSLOVANJU [online]. Bachelor’s thesis. Maribor : V. Kovač. [Accessed 31 March 2025]. Retrieved from: https://dk.um.si/IzpisGradiva.php?lang=eng&id=14499
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Secondary language

Language:English
Title:KREDIT RISK IN BANK BUSINESS
Abstract:Fast technological development and development of innovation in the field of banking services, globalization and internationalization of banking operations and increasing competition on financial market have contributed to changes in banks’ activities on a large scale. Since the banks today are exposed to a great deal of risk stress during their operations the risk management has become the most important activity and the key to success of the modern banks as well. Credit risk, market risk, interest rate risk, operational risk and liquidity risk are placed among the main risks. Credit risk can be defined as risk rising loss due to the retail portfolio. Rating and measurement are included in the successful risk management system. The rate is needed to the bank to estimate the borrowers’ probability to fail to meet bank's commitment. Credit risk rating is consisted of quantitative and qualitative analyses. The measurement is needed in order to decide about the limit of acceptable risk for the bank. There are different credit risk management systems which can be carried out by performing legal requirements, disclosure of investments in different sectors, employment of appropriate models and loan insurance. Borrower’s profits are presented as a crucial factor in credit risk management system. Banks classify clients into profit classes in order to define the insurance of the credit investment. Measures, on the basis of which the profits are rated, are divided into objective and subjective measures. At the beginning of the credit acquirement procedure, however, the form of credit insurance is estimated as important for rating as well. The bank can anticipate about the borrower’s trust in his own project and also his optimal engagement for its fulfilment according to what the borrower is prepared to offer for the credit insurance. The New Basel Capital Accord – Basel II contributes to enhanced stability and security of financial operations. It is based on three pillars: the first pillar - minimum capital requirements, the second pillar - supervisory review process and the third pillar - market discipline. The final result of the new capital accord should be capital disposure in banks according to their credit risk management. Banks with small risk portfolio and efficient credit, operational and market management risk systems would get capital buffers. On the other hand those banks which are not so proficient in credit risk management would have higher capital requirements. One of the aims of the Basel II is to reduce the gap between the regulatory and economic capital.
Keywords:credit risk, risk management, credit risk rating, credit risk measurement, borrower’s profit, insurance of credit risk, The New Basel Capital Accord – Basel II


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