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master's thesis
Upravljanje kreditnim rizikom u bankarstvu
Osijek: Josip Juraj Strossmayer University of Osijek, Faculty of Economics in Osijek, 2017. urn:nbn:hr:145:857171
Hojsak, Filip
Josip Juraj Strossmayer University of Osijek
Faculty of Economics and Business in Osijek
Chair of Finance and Accounting

Institutional repository: EFOS REPOSITORY

Cite this document

Hojsak, F. (2017). Upravljanje kreditnim rizikom u bankarstvu (Master's thesis). Osijek: Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek. Retrieved from https://urn.nsk.hr/urn:nbn:hr:145:857171

Hojsak, Filip. "Upravljanje kreditnim rizikom u bankarstvu." Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, 2017. https://urn.nsk.hr/urn:nbn:hr:145:857171

Hojsak, Filip. "Upravljanje kreditnim rizikom u bankarstvu." Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, 2017. https://urn.nsk.hr/urn:nbn:hr:145:857171

Hojsak, F. (2017). 'Upravljanje kreditnim rizikom u bankarstvu', Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, accessed 23 December 2024, https://urn.nsk.hr/urn:nbn:hr:145:857171

Hojsak F. Upravljanje kreditnim rizikom u bankarstvu [Master's thesis]. Osijek: Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek; 2017 [cited 2024 December 23] Available at: https://urn.nsk.hr/urn:nbn:hr:145:857171

F. Hojsak, "Upravljanje kreditnim rizikom u bankarstvu", Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, Osijek, 2017. Available at: https://urn.nsk.hr/urn:nbn:hr:145:857171

Metadata
TitleUpravljanje kreditnim rizikom u bankarstvu
Title (english)CREDIT RISK MANAGEMENT IN BANKING SECTOR
AuthorFilip Hojsak
MentorDomagoj Sajter (mentor)
Committee memberDomagoj Sajter (predsjednik povjerenstva)
Committee memberDomagoj Karačić (član povjerenstva)
Committee memberHrvoje Serdarušić (član povjerenstva)
GranterJosip Juraj Strossmayer University of Osijek
Faculty of Economics and Business in Osijek
(Chair of Finance and Accounting)
Osijek
Defense date and country2017-09-25, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Finance
Abstract
Ako je upravljanje financijskim institucijama moguće poistovjetiti s upravljanjem rizicima u financijskim institucijama tada se može, s obzirom na prirodu bankarskoga poslovanja, reći kako upravljanje kreditnim rizikom predstavlja najznačajniju aktivnost u upravljanju bankama. Razvojem modernih financijskih tržišta banke sve veću pozornost pridaju kontroli rizičnosti njihovoga poslovanja te zbog toga sve više u obzir uzimaju različite rizike, ali još uvijek središnje mjesto u sustavu upravljanja rizicima pripada kreditnome riziku. Ovaj položaj dodatno naglašavaju međunarodni i domaći regulatorni propisi koji od banaka zahtijevaju konstantno usavršavanje i razvijanje različitih modela za procjenu i upravljanje različitih rizika, ali je najveća pozornost posvećena modelima za upravljanje kreditnim rizikom. Modeli koje banke koriste polaze od klasične kreditne analize, koja se temelji na subjektivnoj procjeni, pa sve do kvantitativnih modela koji osim procjene mogućnosti pojave ogluhe procjenjuju i ostale rizike koji bi mogli ugrožavati poslovanje banke. Aktivno upravljanje kreditnim rizikom moguće je i uz pomoć financijskih izvedenica kojima se na razvijenim tržištima trguje kako bi se kreditni rizik transferirao, a kreditorima omogućilo preuzimanje dodatnoga kreditnog rizika. Iako navedeni alati stručnjacima olakšavaju posao i dalje je potrebno naglasiti da se analitičari ne smiju u potpunosti prepustiti upravljanje rizicima modelima kako ne bi došlo do pogrešaka koje mogu ugroziti poslovanje banke.
Abstract (english)
If management of financial institutions is to be regarded as a synonym for risk management then, considering the nature of the banking business, credit risk management represents the most important activity in the management of banks. The development of a modern financial markets pushes banks to increasingly pay attention to the broader spectre of different risks, neverthless the central place in that system is still reserved for the credit risk. That position is further emphasized by local and international regulatory requirements which are demanding constant improvement and development of different models for evaluation of management of different risks, and the largest attention is still dedicated to models for credit risk management. The models which are used by banks span from classic credit analysis, which is based on subjective assessment, to quantitative models which, in addition to assessing the possibility of default, assess other risks which could endanger bank’s business. Active credit risk management is viable with the support of credit derivatives which are traded on developed markets in order to transfer credit risk from banks to other financial institutions, which allows banks to accept more credit risk. Although these tools make it less problematic for experts to manage credit risk it is argued that in order to avoid mistakes that could jeopardize the bank’s business analysts shouldn’t rely entirely on the quantitative models.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:145:857171
Study programmeTitle: Financial Management
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra ekonomije (magistar/magistra ekonomije)
Type of resourceText
File originBorn digital
Access conditionsAccess restricted to students and staff of home institution
Terms of useLicence In copyright icon
Created on2017-11-07 13:19:50