Tveganje bančnih poslov

diplomsko delo

Jure Rozman (Author), Franjo Mlinarič (Mentor)

Abstract

Banke se pri svojem poslovanju srečujejo s številnimi tveganji. Najpomembnejše tveganje bančnega poslovanja je kreditno tveganje, ki naj bi bilo razlog za kar 50-60% problemov, ker dolžniki ne morejo odplačati obresti ali vrniti posojila. Pri svojem poslovanju pa se banke srečujejo tudi z ostalimi tveganji kot so: likvidnostno, operativno, sprememb obrestne mere, valutno in deželno tveganje. Učinkovito obvladovanje teh tveganj je enako pomembno kot obvladovanje kreditnega tveganja. Tveganja bančnega poslovanja se medsebojno prepletajo in so v soodvisnosti. Tveganjem bančnega poslovanja se ni mogoče izogniti. Z uporabo primernih politik in metodologij pa je mogoče ta tveganja minimizirati in obvladovati. Pomembne novosti je na področju obvladovanja tveganj prinesel kapitalski sporazum Basel II. Aktivno obvladovanje in upravljanje tveganj predstavlja za banko pomembno konkurenčno prednost in ustvarjanje dobičkov. V času finančne krize se močno kaže pomembnost učinkovitega obvladovanja tveganj. V tem času so se pokazale tudi določene pomanjkljivosti obstoječih kapitalskih standardov Basel II ter potreba po bolj trdnih kapitalskih in likvidnostnih standardih. V ta namen Banka za mednarodne poravnave že pripravlja nove kapitalske standarde Basel III.

Keywords

bančništvo;bančno poslovanje;finančni sistemi;kreditiranje;krediti;obresti;tveganje;obvladovanje;likvidnost;CRM;izvedeni finančni instrumenti;

Data

Language:	Slovenian
Year of publishing:	2010
Source:	Maribor
Typology:	2.11 - Undergraduate Thesis
Organization:	UM EPF - Faculty of Economics and Business
Publisher:	[J. Rozman]
UDC:	336.71
COBISS:	10564124
Views:	3193
Downloads:	200
Average score:	0 (0 votes)
Metadata:

Other data

Secondary language:	English
Secondary title:	Banking risks
Secondary abstract:	Banks encounter various risks in their business. The most important risk is credit risk, as it accounts for around 50-60% of the problems, since debtors cannot pay interest on their loans or the loans themselves. Although the banks encounter other common risks like interest rate, liquidity, operational, currency, and country risks. Efficient management of different risk classes is important because they are all interconnected and codependent on each other. Avoiding risk in banking is impossible. By applying correct policies and methodologies we can minimize and manage it. Important novelties in risk management were introduced by Basel II banking supervision accord. Active risk management is an important competitive advantage and profit creation tool. Thus its importance is especially high in times of crisis. Present financial crisis showed a few deficiencies of existing Basel II standards and the need for stricter capital and liquidity standards. Therefore the Bank of International Settlements is already working on new Basel III capital standard accords which shall eliminate existing Basel II flaws.
Secondary keywords:	credit risk;liquidity risk;interest rate risk;operational risk;currency risk;sovereign risk;risk management;Basel II;CRM techniques.;
URN:	URN:SI:UM:
Type (COBISS):	Undergraduate thesis
Thesis comment:	Univ. v Mariboru, Ekonomsko-poslovna fak.
Pages:	47 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:	991298