Bonitetna ocena in računalniška podpora izračuna - na primeru banke X

diplomsko delo

Tanja Vrečko (Author), Tanja Markovič-Hribernik (Mentor)

Abstract

Eden izmed ključnih načinov obvladovanja kreditnega tveganja je razvrščanje dolžnikov v bonitetne skupine. Za lažje razvrščanje dolžnikov se je v banki X razvila računalniška aplikacija imenovana »Bonitetno poročilo«, ki na podlagi računovodskih izkazov in bonitetnega modela razvrsti dolžnika v bonitetni razred. V diplomski nalogi sem predstavila računalniško aplikacijo v banki X, ki je nastala v banki zaradi poenotenega in lažjega izračuna ter razvrščanja dolžnikov v bonitetne skupine s praktičnim primerom izračuna. Aplikacija omogoča prenos računovodskih izkazov iz baz banke, izpis poročila s podatki bilance stanja in izkaza poslovnega izida ter izračunom bonitetnega razreda. Osnova za izračun je bonitetni model, ki poleg izbranih kazalnikov upošteva še ostala merila (zamude, blokade, restrukturirana finančna sredstva) in omejitvene kriterije kazalnikov, ki so del izračuna od leta 2015 in zadnja nadgradnja, ta pa omogočajo bolj točen izračun. Kljub temu ugotavljamo, da so določena odstopanja v praksi še vedno mogoča, zaradi specifičnosti pa je vnos le-teh v bonitetni model nemogoč.

Keywords

kreditiranje;tveganje;bonitetna ocena;bonitetni modeli;bonitetne skupine;informacijska podpora;izračuni;

Data

Language:	Slovenian
Year of publishing:	2016
Typology:	2.11 - Undergraduate Thesis
Organization:	UM EPF - Faculty of Economics and Business
Publisher:	[T. Vrečko]
UDC:	336.71(043.2)
COBISS:	12724252
Views:	637
Downloads:	131
Average score:	0 (0 votes)
Metadata:

Other data

Secondary language:	English
Secondary title:	Credit rating and its it support - in case of bank X
Secondary abstract:	One of the key ways to control credit risk is classification of debtors in the credit group. To make a process of the classification of borrowers easier, the bank X has developed an IT support called "Bonitetno poročilo" on the basis of the financial statements and prudential model obligors in the grade. In my diploma paper, I introduced an IT support in Bank X, which is formed in the bank in order to standardize and facilitate the calculation and classification of debtors into rating groups with practical example. The application allows the transfer of the financial statements of the Bank's database, print reports detailing the balance sheet and profit and loss account and the calculation of the grade. The basis for calculating is the credit rating model, which also takes into account the selected indicators remaining criteria (delays, blockages, forbearance) and qualifying criteria indicators that are part of the credit model of 2015, which enables more accurate calculation. Nevertheless, we note that certain deviations in practice are still possible, due to the specificity, the input of these data in the credit model are almost impossible.
Secondary keywords:	Credit Risk;Credit Ranking;Credit Group;Credit Rating Model;
URN:	URN:SI:UM:
Type (COBISS):	Undergraduate thesis
Thesis comment:	Univ. v Mariboru, Ekonomsko-poslovna fak.
Pages:	81 str.
ID:	9136729