20.500.12556/DKUM-13870 MULTIFAKTORSKI MODEL KREDITNEGA TVEGANJA BANČNEGA PORTFELJA MULTIFACTOR MODEL OF BANK'S PORTFOLIO CREDIT RISK V zadnjih desetletjih je bilo veliko sredstev v najvecjih svetovnih bankah namenjenih razvoju internih modelov, ki bi bolje ocenili financno tveganje ter dolocili potreben ekonomski kapital. Glavni namen diplomske naloge je predstaviti pomen kreditnega tveganja za portfelj bancnih ustanov. Posebna pozornost je namenjena multifaktorskemu modelu, ki sta ga razvila Thomas C. Wilson in korporacija McKinsey & Company, ki z ekonometricnim pristopom povezuje makroekonomske spremenljivke s kreditno boniteto posameznega komitenta. During the last few decades many resources – in big and world banks – were devoted to develop internal models to better quantify their financial risks and assign economic capital. The main purpose of this paper is to present the banking credit risk especially portfolio credit risk. Special focus is on the multifactor model, developed by Thomas C. Wilson and McKinsey & Company, which introduces an econometric approach that links macroeconomic variables to the credit quality of individual obligors. Bančna tveganja kreditno tveganje tveganje portfelja multifaktorski model Bank risks credit risk portfolio risk multifactor model true true false [S. Soršak] Slovenski jezik Angleški jezik Diplomsko delo 2010-05-05 13:06:29 2010-08-23 09:12:09 2022-04-12 11:33:20 2023-12-16 03:34:37 2010 0 Maribor 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 336.77 10335260 URN:SI:UM:DK:IPDXLG3P UNI_Sorsak_Sandra_2010.pdf UNI_Sorsak_Sandra_2010.pdf 1 12CB8B6FFF908C49136870E09081ACD2 0bd829f99f94c4bc4abdcc3d53a5598de8b6335ee71b4b657022d316f3d07837 06812e5c-7c04-11eb-bb7a-00155d0001ca 20.500.12556/dkum/68779911-ec71-4723-9c70-d37ae57bd408 https://dk.um.si/Dokument.php?lang=slv&id=14454 Ekonomsko-poslovna fakulteta 0 0 0