Oblikovanje kreditnih tveganj v poslovni banki

diplomsko delo

Tina Žigart (Author), Dušan Zbašnik (Mentor)

Abstract

Poslovne banke so kot finančni posredniki med sprejemanjem vlog in dajanjem posojil neločljivo povezne s tveganji, ki se jim ne morejo izogniti, lahko pa vplivajo na obseg izpostavljenosti. Kreditno tveganje je najstarejše in eno najpomembnejših tveganj poslovnih bank, saj so slaba posojila zelo pomemben vzrok za propade bank. Prepoznavanje, merjenje, vrednotenje in upravljanje kreditnega tveganja je resnično posel celotnega bančništva. Banke pri svojem poslovanju prevzemajo tveganja. Diplomsko delo obravnava organiziranje upravljanja s kreditnim tveganjem v poslovni banki. Vsaka banka posebej mora organizirati upravljanje s tveganji po lastni presoji in zmožnostih, predvsem pa se mora model organiziranja upravljanja s kreditnim tveganjem oblikovati glede na informacijske zmožnosti banke in po njeni meri. V drugem delu diplomske naloge so predstavljena finančna tveganja v poslovni banki, v tretjem delu pa kreditno tveganje. Četrto in peto poglavje bolj podrobno predstavljata kreditno tveganje, in sicer vrste kreditnih tveganj, njihovo analizo in modele obvladovanj le-teh. V šestem poglavju je predstavljena zakonodaja v zvezi s tveganji v poslovni banki, v sedmem poglavju pa so opisani modeli obvladovanja kreditnega tveganja na ravni banke Volksbank d.d. Obstaja veliko tveganj, veliko možnih ciljev, veliko merjenj vsake dimenzije, veliko orodij in tehnik za obvladovanje tveganj, vendar ne obstaja najboljši način upravljanja tveganj, temveč je teh načinov več.

Keywords

finance;tveganje;krediti;banke;poslovne banke;zakonodaja;

Data

Language:	Slovenian
Year of publishing:	2011
Source:	Maribor
Typology:	2.11 - Undergraduate Thesis
Organization:	UM EPF - Faculty of Economics and Business
Publisher:	[T. Žigart]
UDC:	336.77
COBISS:	10934812
Views:	1881
Downloads:	155
Average score:	0 (0 votes)
Metadata:

Other data

Secondary language:	English
Secondary title:	Credit risk management in a commercial bank
Secondary abstract:	As financial mediator which accept deposits and make loans, commercial banks are inseparably linked to unavoidable risks and they can influence the extent of their exposure to them. Credit risk is the oldest and the most significant risks of commercial banks, because bad loads are really important causes for banks bankruptcy. The recognatiton, measurement, evaluation and management of credit risk truly involve the entire banking sector. Banks take risks in their operations. The diploma`s thesis discusses the organisation of credit risk management in a commercial bank. Each individual bank should organise risk management according to its own judgement and abilities and should, in particular, devise the model of credit risk management organisation according to its information capabilities and its specific needs. In the second chapter are presented financial risks in commercial bank and in the third chapter credit risks. The fourth and the fifth chpater illustarted more details about credit risk, namely types of credit risks, credit risk analysis and credit risk models. The sixth chapter present s the legislation in relation to risks in a commercial bank and the seventh chapter describes the organisation of credit risk management at the level of Volksbank`s bank. Exist many risk, many possible goals, many measurements of each dimension, many types of tools and techniques for risk management, but there is not a single best way of riskmanagement, but there are many.
Secondary keywords:	Financial risk;credit risk;types of credit risk;credit risk analysis;credit risk models;commercial banks;Volksbank bank.;
URN:	URN:SI:UM:
Type (COBISS):	Undergraduate thesis
Thesis comment:	Univ. v Mariboru, Ekonomsko-poslovna fak.
Pages:	65 str.
Keywords (UDC):	social sciences;družbene vede;economics;economic science;ekonomija;ekonomske vede;finance;finance;money;monetary system;banking;stock exchanges;denar;monetarni sistem;bančništvo;borzništvo;
ID:	1016351