20.500.12556/DKUM-57944 MONITORING KREDITNEGA PORTFELJA V UNICREDIT BANKI D.D. SLOVENIJA CREDIT MONITORING IN UNICREDIT BANK D.D. SLOVENIJA Zadnja finančna kriza je banke ujela nepripravljene in jim v obliki visokih izgub zadala hud udarec. Kljub obstoječi regulativi in nadzornim mehanizmom se niso zavedale vseh tveganj, ali pa jih niso znale prepoznati in na to pravočasno odreagirati. Ker je zaupanje v varnost bank pričelo hitro upadati, so bile svojim delničarjem in drugim udeležencem prisiljene dokazati, da znajo izboljšati in nadgraditi načine obvladovanja kreditnih tveganj, poskrbeti za večjo varnost naložb ter si ponovno povrniti zaupanje. Z uvedbo monitoringa kreditnih portfeljev so banke spoznale, da je stalen nadzor nad poslovanjem svojih komitentov in takojšne ukrepanje na podlagi zaznanih negativnih dogodkov ključnega pomena za preprečevanje ali vsaj ublažitev izgub iz naslova nevračanja kreditov. Funkcija monitoringa je najprej postavljena v kontekst upravljanja s tveganji, na podlagi spoznanj in sodobnih trendov na tem področju pa je v glavnem delu diplomskega dela celovito predstavljena na primeru konkretne banke. V zaključnem delu nam rezultati analize kreditnega portfelja potrdijo pričakovani učinek zmanjšanega kreditnega tveganja, ki je posledica aktivnega zniževanja izpostavljenosti banke do komitentov z ugotovljenimi anomalijami v poslovanju. S tem pa monitoring upravičuje svoj namen. The recent financial crisis has caught banks unprepared and in the form of high losses hit them hardly. It turned out that despite existing regulations and control mechanisms banks were not aware of all the risks, or they did not know how to recognize and react to them on time. Since confidence in banks began to decline rapidly, they were forced to demonstrate to their shareholders and other participants the ability to improve and upgrade the methods of managing credit risk, provide greater certainty for investments and restore the confidence. With introduction of credit portfolio monitoring banks have realized that the constant supervision of customers' business performance and immediate action based on perceived negative events are essential to prevent or at least mitigate the losses. At the beginning, the monitoring function is placed in the context of risk management. In the main part of the thesis, monitoring is based on knowledge and modern trends in this area comprehensively presented on the case of a specific bank. In the last chapter, the result of the loan portfolio analysis confirmed the expected outcome as a reduced credit risk, which is the result of the Bank's activities to diminish its exposure against the clients with identified abnormalities. This way monitoring justifies its purpose. anomalija opozorilni signal spremljava opazovalna lista sistem zgodnjega opozarjanja anomaly warning signal monitoring watch list early warning system true true false [E. Žibert] Slovenski jezik Angleški jezik Diplomsko delo 2016-03-30 12:48:20 2016-08-08 12:45:24 2022-06-15 03:09:47 2019-07-11 10:23:20 2016 0 Maribor 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 2019-05-26 336.77 12427804 URN:SI:UM:DK:DOMQXX2R VS_Zibert_Edvard_2016.pdf VS_Zibert_Edvard_2016.pdf 1 F877362CC6D1D8EB7BFECE947FAB1EE5 7afc1260515ac256d082ae83691706fbd7795ae9829d601dfb0ae5a2dedfdb44 846e6653-7c0c-11eb-bb7a-00155d0001ca https://dk.um.si/Dokument.php?lang=slv&id=92331 Ekonomsko-poslovna fakulteta 0 0 0