| Title: | MULTIFAKTORSKI MODEL KREDITNEGA TVEGANJA BANČNEGA PORTFELJA |
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| Authors: | ID Soršak, Sandra (Author)
ID Festić, Mejra (Mentor) More about this mentor... 
ID Dajčman, Silvo (Comentor) |
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| Files: |  UNI_Sorsak_Sandra_2010.pdf (565,16 KB)
MD5: 12CB8B6FFF908C49136870E09081ACD2
PID: 20.500.12556/dkum/68779911-ec71-4723-9c70-d37ae57bd408
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| Language: | Slovenian |
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| Work type: | Undergraduate thesis |
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| Organization: | EPF - Faculty of Business and Economics
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| Abstract: | V zadnjih desetletjih je bilo veliko sredstev v najvecjih svetovnih bankah namenjenih razvoju internih modelov, ki bi bolje ocenili financno tveganje ter dolocili potreben ekonomski kapital. Glavni namen diplomske naloge je predstaviti pomen kreditnega tveganja za portfelj bancnih ustanov. Posebna pozornost je namenjena multifaktorskemu modelu, ki sta ga razvila Thomas C. Wilson in korporacija McKinsey & Company, ki z ekonometricnim pristopom povezuje makroekonomske spremenljivke s kreditno boniteto posameznega komitenta. |
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| Keywords: | Bančna tveganja, kreditno tveganje, tveganje portfelja, multifaktorski model |
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| Place of publishing: | Maribor |
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| Publisher: | [S. Soršak] |
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| Year of publishing: | 2010 |
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| PID: | 20.500.12556/DKUM-13870 |
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| UDC: | 336.77 |
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| COBISS.SI-ID: | 10335260 |
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| NUK URN: | URN:SI:UM:DK:IPDXLG3P |
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| Publication date in DKUM: | 23.08.2010 |
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| Views: | 2557 |
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| Downloads: | 321 |
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| Metadata: |    |
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| Categories: | EPF
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