Kreditno tveganje v banki

diplomsko delo visokošolskega strokovnega študija Organizacija in management delovnih procesov

Petra Mazalović (Author), Aleš Novak (Mentor)

Abstract

Banke so finančni posrednik na finančnem trgu. Naloga bank je, da skrbijo za stabilnost finančnega sistema. Stabilen finančni sistem z učinkovitim finančnim posredništvom spodbuja gospodarsko rast. Naloga banke je, da učinkovito razporeja finančne vire in pravočasno zazna, meri in ocenjuje finančna tveganja, ki jim je pri financiranju izpostavljena. Za objektivno ugotavljanje kreditne sposobnosti mora banka pred odločanjem o kreditu imeti na voljo vrsto ustrezno obdelanih in pripravljenih podatkov in informacij. Za spremljanje odobrenih kreditov pa mora kreditna mapa poleg teh podatkov in informacij vsebovati še podatke o znesku in pogojih odobrenega kredita, instrumentih zavarovanja, tekočem poravnavanju obveznosti ipd. Seveda pa je najpomembnejši proces odobravanja kreditov ocena kreditne sposobnosti in splošne bonitete poslovanja kreditojemalca in ocena dogovorjenih instrumentov zavarovanja odplačila obstoječih terjatev ter podatki in informacije o naravi posla in glavni dejavnosti dolžnika. Zato je nujno tesno sodelovanje banke in komitenta banke. Nujno ni le sodelovanje ob odobravanju kredita, temveč tudi med letom pri pregledih poslovanja komitenta, ko se tudi oceni možnosti dodatnega sodelovanja med banko in komitentom. Zato je treba medsebojne koristi in obveznosti uskladiti, da so optimalne tako za banko kot za komitenta. V diplomskem delu smo se osredotočili na kreditno tveganje, ki je pri poslovanju bank neizogibno. Analizirali smo vpliv finančnih in nefinančnih podatkov podjetja na njegovo bonitetno oceno. Predpostavili smo, da bi z bonitetno oceno dobili informacijo o načinu poslovanja podjetja, ki bi lahko bila v pomoč pri ocenjevanju komitentove kreditne sposobnosti. V diplomskem delu smo opisali kreditni proces v NLB d.d. od vloge komitenta do poplačila kredita ali pa izterjave ali odpisa kredita v primeru nevračila kredita. Nameravali smo vključiti tudi praktične primere, vendar zaradi poslovne skrivnosti nismo dobili ustreznih podatkov.

Keywords

banka;kreditno tveganje;bonitetna ocena;

Data

Language:	Slovenian
Year of publishing:	2016
Typology:	2.11 - Undergraduate Thesis
Organization:	UM FOV - Faculty of Organizational Sciences
Publisher:	[P. Mazalović]
UDC:	336.71
COBISS:	7792403
Views:	1462
Downloads:	249
Average score:	0 (0 votes)
Metadata:

Other data

Secondary language:	English
Secondary title:	CREDIT RISK IN BANK
Secondary abstract:	Banks are financial intermediaries in the financial market. The task of the banks is to take care of the stability of the financial system. A stable financial system with efficient financial intermediation is promoting the economic growth. The task of the bank is to effectively allocate financial resources and timely detect, measure and assess the financial risks to which it is exposed in the financing. For objectively determining creditworthiness, the bank must have access to the the whole package of properly processed and prepared data and information before deciding on giving a loan. For the monitoring of approved loans, the credit file must contain, beside above mentioned data and information, also the data on the amount and conditions of the approved loan, the collaterals, current obligation settlement etc. Of course, the most important process of granting loan is the assessment of creditworthiness and general credit rating of the borrower, and an assessment of the agreed instruments for collaterals, as well as the data and information on the nature of the transaction and the core business of the debtor. Therefore, a close cooperation between the bank and the customer is needed. Not only cooperation before the approval of the loan is needed, but it's also important to have cooperation between the bank and the customer on the annual basis for the annual review of the customer, and also to check the possibility of additional cooperation. It is therefore necessary to allign the mutual benefits and obligations for both the bank and the client. In this diploma thesis, we focused on credit risk, which is inevitable in the business of the banks. We analyzed the impact of the financial and non-financial corporate information on credit rating. We have assumed that the credit rating will give us information about the bussines of the company that would be helpful in assessing the borrower's creditworthiness. In diploma thesis we examined the credit process in the NLB d.d. from the client's loan application until the repayment of the loan or the recovery or write-off of the loan in the event of default. We intented to include also the practical examples, however due to corporate secrecy we did not get the relevant information.
Secondary keywords:	bank;credit risk;credit rating;credit process;creditworthiness;credit risk management;
URN:	URN:SI:UM:
Type (COBISS):	Undergraduate thesis
Thesis comment:	Univ. v Mariboru, Fak. za organizacijske vede
Pages:	41 f.
ID:	9157111