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Strategije upravljanja rizicima u finansijskim institucijama

Risk management strategy in financial institutions

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2014
Disertacija.pdf (13.04Mb)
Author
Jednak, Dejan J.
Mentor
Žarkić-Joksimović, Nevenka
Committee members
Bogojević-Arsić, Vesna
Živković, Aleksandar
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Abstract
Zahvaljujući integrisanom upravljanju finansijskim rizicima, finansijske institucije mogu efikasnije, sigurnije i profitabilnije da posluju u domicilnom i globalnom okruženju. S obzirom na to da je menadžment finansijskih rizika odgovor na rizike u procesu finansijske intermedijacije, rad pruža jezgrovit uvid u ulogu, značaj i konsekvence savremenih aktivnosti u upravljanju finanansijskim rizicima, sa posebnim osvrtom na modele finansijskih rizika. Finansijske institucije (depozitne i nedepozitne), kao finansijski posrednici pružaju usluge i preuzimaju različite rizike kao što su: kreditni rizik, rizik kamatne stope i nesolventnosti, rizik likvidnosti, tržišni rizik, operativni i tehnološki rizik itd. Kulminacija ovih rizika može da izazove efekat horizontalnog i vertikalnog širenja talasa zaraze, koji finansijsku instituciju (banku) vodi u zonu ekstremnih gubitaka – sve do bankrotstva. Gotovo svi finansijski rizici su heterogeni i kompleksni, te mogu da generišu neproporcijalno velike... gubitke, jer su interaktivni sa drugim rizicima, pa tako stalno multiplikuju njihove efekte. Strategije upravljanja rizicima, uz upotrebu informaciono-komunikacionih tehnologija imaju imperativ da finansijske institucije indentifikuju sve prisutne oblike neizvesnosti (rizike), da izmere, koriguju (ako je potrebno) i kontrolišu visinu tih neizvesnosti pomoću novih metoda, finansijskih derivata (forwarda, fjučersa, opcija, svopova), sekjuritizacije i drugih instrumenata. Na taj način finansijske institucije (banke) su slobodne da ulaze u poslove koji će im doneti prihvatljiv prinos u odnosu na rizik, i time obezbediti poslovni ambijent za stvaranje i povećanje vrednosti za svoje vlasnike (stejkholdere). Snažan impuls ovim promenama dala je izmena regulative finansijskih institucija, posebno bankarske delatnosti (Bazel-II i Bazel III), u delu u kome je visina kapitala vezana za visinu anticipiranog kreditnog rizika, ali i ostalih rizika, kao što su tržišni i operativni, odnosno rizik likvidnosti.

Thanks to the integrated management of financial risks, financial institutions can be more effective, safer and more profitable to do business in the domicile and the global environment. Given that the management of financial risk in response to risks in the process of financial intermediation, the work provides a concise overview of the role, importance and consequences of contemporary management activities financial risks, with special emphasis on financial risk models. Financial institutions (deposit and non-deposit), as well as financial intermediaries and service providers take different risks such as credit risk, interest rate risk and solvency, liquidity risk, market risk, operational risk and technology and so on. The culmination of these risks may cause and effect horizontal and vertical propagation of infection, which the financial institution (bank) leads to the zone of extreme losses - up to the bankruptcy. Almost all financial risks are heterogeneous and complex, and can g...enerate disproportionately large losses as interactive with other risks, and thus constantly multiply their effects. Risk management strategy, with the use of information and communication technologies are imperative for financial institutions to identify all present forms of uncertainty (risk), to measure, adjusted (if necessary) and the height of the uncertainty of using new methods, financial derivatives (forward, futures, options, swaps), securitization and other instruments. In this way, financial institutions (banks) are free to enter into jobs that will bring an acceptable return relative to the risk, thus ensuring the business environment for creating and increasing value for its owners (stakeholders).

Faculty:
University of Belgrade, Faculty of Organizational Sciences
Date:
17-03-2014
Keywords:
finansijski rizik / financial risk / financial institutions / credit risk / interest rate risk and insolvency / liquidity risk / strategy / information and communication technology / financial derivatives and regulation. / finansijske institucije / kreditni rizik / rizik kamatne stope i nesolventnosti / rizik likvidnosti / strategija / informaciono-komunikacione tehnologije / finansijski derivati i regulativa.
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URI
http://eteze.bg.ac.rs/application/showtheses?thesesId=1592
http://nardus.mpn.gov.rs/handle/123456789/3067
https://fedorabg.bg.ac.rs/fedora/get/o:9004/bdef:Content/download
http://vbs.rs/scripts/cobiss?command=DISPLAY&base=70036&RID=515410330

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