20.500.12556/DKUM-13947 UPRAVLJANJE KREDITNEGA TVEGANJA IN PRISTOPI ZA IZRAČUN KAPITALSKE ZAHTEVE ZA KREDITNO TVEGANJE PO BASLU II CREDIT RISK MANAGEMENT AND THE APPROACHES FOR CALCULATING CAPITAL REQUIREMENTS FOR CREDIT RISK OF BASEL II Kreditno tveganje je najpomembnejše bančno tveganje, zato je uspešnost bank v veliki meri odvisna od njihove uspešnosti na področju upravljanja s kreditnimi tveganji. Upravljati s kreditnim tveganjem pomeni tveganje ustrezno identificirati, izmeriti, obvladovati in spremljati. Za izmerjeno stopnjo kreditnega tveganja mora banka oblikovati zadostno količino kapitala za kritje nepričakovanih izgub. Kapitalska ureditev Basel II je prinesla nove standarde merjenja kapitalske ustreznosti, ki banke vzpodbuja k razvijanju novih tehnik upravljanja s kreditnimi tveganji. Z upoštevanjem novih pravil lahko banke natančneje izmerijo prevzeto stopnjo kreditnega tveganja in tako približajo raven regulatornega kapitala ekonomskemu kapitalu, ki ga potrebujejo glede na obseg in tveganost poslov. IRB pristop za merjenje kreditnega tveganja, temelječ na notranjih bonitetnih sistemih banke, omogoča izračun ekonomskega kapitala, ki odraža dejansko tveganje, in tako natančnejši izračun kapitalskih zahtev. Credit risk is the most important bank risk and the performance of banks largely depends on their success in the field of credit risk management. Managing credit risk means that the risk is adequately identified, measured, controlled and monitored. For the measured credit risk level the bank must provide adequately amount of capital to cover unexpected losses. The Capital Accord Basel II has introduced new standards of capital measurement, which encourages banks to develop new techniques for credit risk management. Considering the new rules, banks can more accurately measure the acquired credit risk level and consequently harmonize the level of regulatory capital with the economic capital, which banks need with regard to the extent and risk of business. The IRB approach for measuring credit risk which is based on internal rating systems, allows the calculation of economic capital, which de facto reflects the actual risk and thus a more accurate calculation of capital requirements. kreditno tveganje upravljanje kreditnega tveganja kapital kapitalska ustreznost pristopi za izračun kapitalske zahteve za kreditno tveganje. credit risk credit risk management capital capital adequacy approaches for calculating capital requirements for credit risk. true true false M. Kopinč Slovenski jezik Angleški jezik Magistrsko delo/naloga 2010-05-12 16:56:56 2026-08-11 09:46:04 2026-08-12 03:15:55 2026-08-13 03:07:08 2010 0 [Maribor 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 336.77 10274844 URN:SI:UM:DK:8XRZXZQM Ekonomsko-poslovna fakulteta 0 1 0