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The role of credit derivatives and synthetic securitization in credit risk management in Croatia


Pavković, Anita; Tuškan, Branka
The role of credit derivatives and synthetic securitization in credit risk management in Croatia // Proceedings of the 28th International Conference on Organizational Science Development - New Technologies, New Challenges, Slovenia, Portorož, 25 – 27 March 2009 / Rajkovič, Vladislav ; Ferjan, Marko ; Kern, Tomaž ; Paape, Bjorn (ur.).
Kranj: Moderna organizacija v okviru Univerze v Mariboru – Fakultete za organizacijske vede, 2009. str. 1165-1172 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)


Naslov
The role of credit derivatives and synthetic securitization in credit risk management in Croatia

Autori
Pavković, Anita ; Tuškan, Branka

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
Proceedings of the 28th International Conference on Organizational Science Development - New Technologies, New Challenges, Slovenia, Portorož, 25 – 27 March 2009 / Rajkovič, Vladislav ; Ferjan, Marko ; Kern, Tomaž ; Paape, Bjorn - Kranj : Moderna organizacija v okviru Univerze v Mariboru – Fakultete za organizacijske vede, 2009, 1165-1172

ISBN
978-961-232-229-8

Skup
28. International Conference on Organizational Science Development: New technologies, new challenges

Mjesto i datum
Portorož, Slovenija, 25-27.03.2009

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
Credit derivatives; synthetic securitization; credit risk management

Sažetak
Credit risk management is the most important part of asset and liability management for every contemporary commercial bank. Bank’ s loan portfolio securitization, credit risks securitization and consequently the use of credit derivatives are recognized as successful techniques for managing credit risk in commercial banks in last few years. Credit derivatives and their role in synthetic securitization is the latest of an ever expanding range of derivative products which are changing the global financial market. Credit derivatives are globally accepted instruments used by banks and other financial intermediaries to transfer credit risks on the financial markets and investors. The aim of this paper is to study the importance of synthetic securitization and credit derivatives in bank’ s credit risk management, valuates the efficiency of usage in developed financial systems like those in the USA and in European countries, with remark on possibility of application credit derivatives and synthetic securitization techniques on Croatian financial market. The paper will try to prove that credit derivatives and synthetic securitization are important and successful credit risk transfer instruments on today’ s developed financial markets which application would improve credit risk management in Croatian commercial banks.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija



POVEZANOST RADA


Projekt / tema
067-0000000-1438 - Modeli tržišnog financiranja namjena od javnog interesa (Alen Stojanović, )

Ustanove
Ekonomski fakultet, Zagreb