20.500.12556/DKUM-19576 OBREMENITVENI TESTI IN OBRESTNO TVEGANJE STRESS TESTS AND INTEREST RATE RISK Diplomska naloga prikazuje teorijo in prakso obremenitvenih testov v bančnem sektorju. Posebno pozornost smo namenili predstavitvi vpliva obrestnega tveganja na teste in pomen tveganja v scenarijih. Namen obremenitvenega testa je oceniti odpornost bančnega sektorja EU na malo verjetne, vendar možne dogodke. Ključnega pomena je poznavati delovanje testov, njihove prednosti in slabosti in vedeti, kako delujejo v bančnem okolju. V zaključnem delu diplomske naloge bomo predstavili in interpretirali rezultate pri zadnjem izvajanju obremenitvenih testov in pregledali pomen obrestnega tveganja pri tem. In this thesis the stress tests in banking sector are presented both in theory in practice. We focused to present the influence of risk in interest rate on tests and its importance in test scenarios. The aim of stress test is to estimate the resistivity of EU banking sector on hardly credible, but possible events. The knowledge of test operation, there strength and weaknesses and their working in banking area are of key importance here. At the end of the thesis we will implement and demonstrate the results of last run of stress tests and point out the significance of interest rate risk in them. banke finančna stabilnost tveganja obrestno tveganje obrestna mera obremenitveni test scenariji Banks Financial stability Risk Interest Rate Risk Interest Rate Stress Test Scenarios true true false Slovenski jezik Angleški jezik Diplomsko delo 2011-08-09 15:48:35 2012-01-16 09:22:54 2022-04-13 15:29:37 2023-12-25 03:29:35 2011 0 Maribor 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 336.71 10925852 URN:SI:UM:DK:9VECT3ZV UNI_Velnar_Teja_2011.pdf UNI_Velnar_Teja_2011.pdf 1 9B435980FB1CA7AE5074CFE0F2A2BD13 2608a2208a99091f08a23a7588ebda92a3f910f94319ef559cfb79a94b0198b5 69078560-7c05-11eb-bb7a-00155d0001ca 20.500.12556/dkum/5967068e-94b1-4f7b-a982-1922aafb1542 https://dk.um.si/Dokument.php?lang=slv&id=23766 Ekonomsko-poslovna fakulteta 0 0 0