Valutno inducirani kreditni rizik

master's thesis

• Title (english): Currency-induced credit risk
• Author: Andrijana Barukčić
• Mentor: Jakša Krišto (mentor)
• Committee member: Alen Stojanović (predsjednik povjerenstva)
• Committee member: Danijela Miloš Sprčić (član povjerenstva)
• Granter: University of Zagreb; Faculty of Economics and Business; Zagreb
• Defense date and country: 2016-07-12, Croatia
• Scientific / art field, discipline and subdiscipline: SOCIAL SCIENCES; Economics

Abstract

Radom “Valutno inducirani kreditni rizik'' proučila se valutna i sektorska struktura kredita
banaka, politika odobravanja kredita banaka te tehnike mjerenja kreditnog rizika. Opisani su
zahtjevi regulatora za upravljanjem rizicima i održavanjem adekvatne stope jamstvenog
kapitala na nacionalnoj, europskoj i međunarodnoj razini, a potrebe efikasnog upravljanja
valutno induciranim kreditnim rizikom. Obradom problema kreditiranja u valuti švicarski
franak ukazuje se na njegove razmjere u vidu prekomjerne zaduženosti komitenata,
nemogućnosti podmirivanja obveza i u konačnici u vidu gubitaka samog hrvatskog
bankovnog sustava.

Abstract (english)

The paper work ''Currency-induced credit risk'' has examined the currency and sector
structure of bank loans, lending policies of banks and credit risk measurement techniques. The
requirements for regulatory risk management and maintenance of adequate rates of regulatory
capital at the national, European and international level, and the need for effective
management of currency-induced credit risk were described. With the treatment of the
problems of lending in the currency of Swiss Franc its extents in the form of overindebtedness
of clients, inability to meet obligations and ultimately in the form of loss of the
Croatian banking system were indicated.

• Keywords: tečaj; adekvatnost kapitala; valutna klauzula; kreditni plasmani; euroizacija; globalna financijska kriza; kreditni rizik; valutno inducirani kreditni rizik; izloženost; obvezna rezerva; Basel standardi; švicarski franak
• Keywords (english): exchange rate; capital adequacy; currency clause; loans/credits; euroization; global financial crisis; credit risk; currency induces credit risk; exposure; Basel standards; Swiss Franc
• Language: croatian
• URN:NBN: urn:nbn:hr:148:523665
• Study programme: Title: Business Economics; Study programme type: university; Study level: graduate; Academic / professional title: magistar/magistra ekonomije (magistar/magistra ekonomije)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Access restricted to students and staff of home institution
• Created on: 2016-11-17 10:06:11