20.500.12556/DKUM-47776 UVEDBA PROGRAMSKEGA PAKETA R V PROCES NADZORA NAD TVEGANJI INTRODUCTION OF R INTO RISK MANAGEMENT PROCESS Finančni svet je zelo nepredvidljiv, zato se neprestano srečujemo s tveganjem. Varčevanje v vzajemnih skladih je postalo priljubljena oblika varčevanja. Agencija za trg vrednostnih papirjev določa, kako naj družbe za upravljanje dnevno preverjajo tveganost podskladov. S kazalci tveganja merimo celotno tveganje, sistematično tveganje in uspešnost upravljanja. Skupaj z grafi tvorijo temelj dnevnega poročila o upravljanju tveganj. V diplomskem delu smo preverjali ustreznost programskega paketa R za izračun kazalcev tveganja. V prvi polovici smo spoznavali teoretične osnove, medtem ko smo v drugi spoznavali programski paket R. V zadnjem delu smo podrobno opisali programski modul za izračun kazalcev tveganja. Zaključek temelji na ugotovitvi, da je R primerno orodje za podatkovno analizo. The financial world is very unpredictable, thus we are facing risk all the time. Saving in mutual funds has become a popular saving form. The Securities Market Agency defines how investment management companies should daily test the risk of mutual funds. We measure overall risk, systematic risk and investment performance with risk indicators. Together with charts they are the foundation of daily risk management report. In this thesis we have tested if the software package is suitable for risk indicator computation. In the first section the theoretical basis has been presented; meanwhile in the second part the software package R has been analyzed. The last chapter provides description of the computational risk indicator software module. The final part is grounded on the finding that R is a suitable tool for data analysis. tveganje donosnost tvegana vrednost VaR verjetnost risk return Value At Risk probability true true false Slovenski jezik Angleški jezik Diplomsko delo/naloga 2015-04-07 10:05:18 2015-05-27 08:42:43 2022-05-23 03:06:15 2021-05-07 03:35:27 2015 0 Maribor 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 7435027 URN:SI:UM:DK:9AV81GM5 UN_Praprotnik_Marko_2015.pdf UN_Praprotnik_Marko_2015.pdf 1 B36015FBF2E2AC5B7408AA4F370CDD3B e3dd3a2d7d943018d75a47514fd9a74e8291b7fa7896f52508d9cdb72cde998d ef47bd7f-7c07-11eb-bb7a-00155d0001ca https://dk.um.si/Dokument.php?lang=slv&id=71122 Fakulteta za organizacijske vede 0 0 0