Modeli upravljanja rizikom u bankarskom sektoru

Abstract

Predmet istraživanja u ovom radu jeste upravljanje rizicima i modeli zaštite od rizika u bankarskom sektoru. Ciljevi istraživanja su utvrđivanje stepena značaja i uticaja upravljanja unutrašnjim i spoljnim rizicima na uspešnost poslovanja banaka u strateškom smislu, na dugi rok. Terensko istraživanje je sprovedeno na uzorku od 113 preduzeća u Srbiji u 2015. godini, od kojih su 26 banke. Korišćene su naučne metode: teorijske analize, istorijske analogije,induktivna metoda, deduktivna metoda, logičko istraživanje,komparativna metoda, metode anketiranja i intervjuisanja u terenskom istraživanju, grafička obrada podataka, te statističke metode deskriptivne statističke analize opserviranih podataka, modeli višestruke regresione analize i logistička regresija. Osnovni rezultati teorijskih i empirijskih istraživanja pokazuju da je nophodno razvijati kulturu rizika, meriti i upravljati rizicima kako bi se postigao pozitivan uticaj na uspešnost poslovanja banke, ili samnjio njihov eventualni negativan uticaj. Rezultati istraživanja ove disertacije doprinose ekonomskoj teoriji u oblasti unapređenja modeliranja zaštite od rizika u bankarstvu i uspešnosti ove industrije na dugi rok.

The subject of the research presented in the thesis is risk management and models and methods of protection against the risk in the banking sector. Research goals include determining the degree of importance and influence management to internal and external risks to the performance of banks in strategic terms, in the long run. Field research was conducted on a sample of 113 companies in Serbia in 2015, of which 26 are banks. There were further scientific methods used: theoretical analysis, historical analogies, inductive method, deductive method, logical research, comparative method, graphical data processing, and statistical methods of descriptive statistical analysis of the observed data, models of multiple regression analysis and logistic regression. Basic results of theoretical and empirical studies undertaken in this thesis show the importance of developing a culture of risk, measuring and managing risks and developing the models of protection against the risk in order to achieve a positive impact on the performance of the bank, or reduce their possible negative impact. The research results of this thesis contribute to economic theory in the field of improving the modeling of protection against risks in the banking sector and the performance of this industry in the long run.