delo diplomskega seminarja
Nataša Novak (Author), Sabina Taškar Beloglavec (Mentor)

Abstract

Po svetu se bančni trg sooča z nepredvidljivimi spremembami, ki so povezana s tveganji. V zadnjih letih so se na tem področju dogajale velike spremembe, posebno v Sloveniji, ko je postala enakopravna članica Evropske unije. Poleg večje konkurence, ki jo je prinesel ta dogodek, so banke izpostavljene tudi večjim tveganjem na področju kreditnega, tržnega, likvidnega in obrestnega tveganja. Osrednja naloga bank je deponiranje denarja svojih komitentov ter posojanje tistim, ki denar potrebujejo. Pri svojem delu se tako srečuje s tveganjem, da ne bo ustvarila dobička. V kolikor banka ne prepozna in ne reagira pravočasno, jo lahko pripelje v likvidnostne težave. Zato mora sproti ocenjevati in meriti tveganja ter pripraviti postopke za njegovo obvladanje. Namen diplomskega seminarja je opisati tveganja, ki so prisotna pri bančnem poslovanju, s posebnim poudarkom na obrestnem tveganju Banke Koper, ki za zavarovanje pred njim uporablja različne finančne instrumente, kot so terminska obrestne mera, obrestna zamenjava in obrestna opcija. Da bi se čim bolj pripravili na obrestno tveganja pa v Banki Koper sproti ugotavljajo in merijo tveganja, izvajajo razne izračune, stres teste, kontrole, nadzore, poročanja ipd.

Keywords

banke;bančno poslovanje;obresti;tveganje;finančni instrumenti;

Data

Language: Slovenian
Year of publishing:
Source: Maribor
Typology: 2.11 - Undergraduate Thesis
Organization: UM EPF - Faculty of Economics and Business
Publisher: [N. Novak]
UDC: 336.781
COBISS: 11440156 Link will open in a new window
Views: 1304
Downloads: 81
Average score: 0 (0 votes)
Metadata: JSON JSON-RDF JSON-LD TURTLE N-TRIPLES XML RDFA MICRODATA DC-XML DC-RDF RDF

Other data

Secondary language: English
Secondary title: Risk management in Banka Koper d.d. with an emphasis on interest rate risk
Secondary abstract: Worldwide, the banking market is facing unpredictable changes that are associated with risks. In recent years in this field, major changes have occurred, particularly in Slovenia, when she became an equal member of the European Union. In addition to increased competition, which has brought this event, banks are exposed to a higher risk on field of credit, market, Liquidity and interest rate risk. The main task of the bank is to deposit money of their clients and lending to those who need money. Banks work also faces the risk of not generating the profit. If the Bank does not recognize and does not react in time, it can lead to liquidity problems. Therefore, bank has to regularly assess and measure risks and prepare restraining procedures. The purpose of the thesis is to describe the risks that are present in banking business, with a particular focus on interest rate risk of Banka Koper, which uses various financial instruments such as time interest rate, interest rate swaps and interest rate options as insurance. In order to best prepare for interest rate risk in the Banka Koper they promptly identify and measure risk, carry out different computations, stress tests, control, monitoring, reporting, etc..
Secondary keywords: Banka Koper;interest rate risk;financial instruments;Basel I;Basel II.;Basel III.;financial market.;
URN: URN:SI:UM:
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Mariboru, Ekonomsko-poslovna fak.
Pages: 52 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: 79465