20.500.12556/DKUM-38097 KREDITNO TVEGANJE BANK PO BASEL II IN BASEL III CREDIT RISK OF BANKS UNDER THE BASEL II AND BASEL III Kreditno tveganje je tveganje nastanka izgube zaradi neizpolnitve obveznosti dolžnika do banke. Banke zmanjšajo tveganje z analizo kreditnih sposobnosti posojilojemalcev ter na velikost tveganja odločijo višino obrestnih mere in oblikujejo rezervacije. S kreditnim tveganjem se najbolj srečujejo banke. Z uvedbo kapitalskega sporazuma Basel II, ki naj bi začel veljati leta 2007, naj bi se kreditno tveganje zmanjšalo, zato bi morale slovenske banke veliko pozornost posvetiti prav tem pravilom. Basel II je zasnovan tako, da je bolj prilagodljiv in bolj občutljiv na tveganja kot njegovi predhodniki. To vpliva na vse banke in druge finančne institucije. Basel II poskuša doseči, da bi z vzpostavitvijo tveganja in zahteve za upravljanje kapitala zagotovil namen, da bi banke imele dovolj kapitala za tveganje. Kapitalska shema posega v načine merjenja kreditnih tveganj. Predlagana sta dva pristopa alternativnega načina merjenja kreditnega tveganja, standardizirani pristop in pristop, temelječ na internih ratingih. Kapitalsko shemo sestavljajo trije stebri. Prvi steber ali minimalne kapitalne zahteve predstavljajo osrednji steber kapitalske ustreznosti, ki naj bi bila po spremenjeni metodologiji bolj občutljiva na stopnje kreditnega tveganja v bankah in bolj prilagojena na finančnem trgu. Namen drugega stebra je preverjanje nadzornikov, ali banka ocenjuje tveganja, katerim je izpostavljena pri opravljanju bančnih in finančnih storitev. V drugem stebru gre za sprotno preverjanje kapitalske ustreznosti bank, kar naj bi omogočilo hitro ukrepanje nadzornikov, če v obsegu zahtevanega regulatornega kapitala ne bi v zadostni meri pokrival želje bank po prevzemanju tveganj. Pomembno vlogo ima tržna disciplina. Tržna disciplina kot tretji steber kapitalske sheme zahteva aktivno vlogo udeležencev, ki nagrajuje tiste banke, ki imajo svoje poslovanje pregledno, kaznujejo pa »nedisciplinirane« banke. Basel III je tretji sporazum, ki je nastal kot dogovor na pomanjkljivost v finančnih uredbah. Krepi kapitalske zahteve bank in uvaja nove regulativne zahteve glede likvidnostnih bank in bančnega finančnega vzvoda. Basel III je le en del temeljnega prestrukturiranega pristopa k tveganju in ureditvam v finančnem sektorju. Credit risk is the risk of loss due to failure to fulfill obligations of the debtor to the bank. Banks reduce risk by analyzing the creditworthiness of borrowers and decide, on the size of the risk, level of interest rates and reservation. Banks are the most encountered with credit risk. With the introduction of Basel II, which entered into effect in 2007, is expected to reduce credit risk, therefore Slovenian banks should also focus on this rule. Basel II is designed to make it more flexible and more sensitive to risk than its predecessors. This affects all banks and other financial institutions. Basel II seeks to achieve that by establishing a risk management and capital requirements for the purpose of ensuring that banks have sufficient capital to risk. Capital scheme affect the ways of measuring credit risk. The proposed approach have two alternative ways of measuring credit risk: Standardized approach and the approach based on internal ratings. Capital scheme consists of three pillars. The first pillar or the minimum capital requirements are a central pillar of the capital adequacy, which would be, by the new methodology, more sensitive to the level of credit risk in banks and better adapted to the financial market. The second pillar is the verification of supervisors, or a bank estimated the risks to which it is exposed in the provision of banking and financial services. The second pillar is a real-time verification of the capital adequacy of banks, which should allow rapid response of supervisors if the extent of the required regulatory capital would not sufficiently cover the banks desire to undertake risks. Important role is played by market discipline. Market discipline as the third pillar of the capital scheme requires the active role of participants, which rewards those banks that have their operations transparent and punish “undisciplined” bank. Basel III is the third agreement was created as response to the deficiency in the financial regulations. Strengthens the banks' capital requirements and introduces new regulatory requirements on the liquidity of banks and bank leverage. Basel III is just one part of the restructuring of the basic approach to risk and arrangements in the financial sector. banke kreditno tveganje kapitalski sporazum kapitalske ustreznosti standardizirani pristop pristop temelječ na internih ratingih regulativne zahteve. banks credit risk capital agreement capital adequacy standardized approach approach based on internal ratings the regulatory requirements. true true false [A. Kumer] Slovenski jezik Angleški jezik Delo diplomskega seminarja/zaključno seminarsko delo/naloga 2012-09-17 13:51:32 2013-11-07 14:01:35 2022-04-25 23:11:04 2021-04-18 03:30:59 2012 0 Maribor 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 336.71 11557916 URN:SI:UM:DK:6HZFSA7X VS_Kumer_Alenka_2012.pdf VS_Kumer_Alenka_2012.pdf 1 3001BF6DE370D381E8CAA5D3DF493BAA 10c4fc5a667640f19eb0c110e898f96d522449a2953b01c9d5d2d3eab39c23cb 6a5500b5-7c08-11eb-bb7a-00155d0001ca 20.500.12556/dkum/291196eb-bbce-4eba-b9ee-2fb0ddac2d3b https://dk.um.si/Dokument.php?lang=slv&id=50806 Ekonomsko-poslovna fakulteta 0 0 0