Managing credit risk on the basis of Basel regulation in building societies (CROSBI ID 588032)
Prilog sa skupa u zborniku | sažetak izlaganja sa skupa | međunarodna recenzija
Podaci o odgovornosti
Broz Tominac, Sanja ; Posavec, Marija
engleski
Managing credit risk on the basis of Basel regulation in building societies
Because of the fact that credit risk management system in Croatia is still in the beginning this research will be focused on determining characteristics and factors of measuring building societies’ credit risk management. We are witnesses of present global financial crisis which has sneaked into local markets through global financial market mechanisms. It is very important to recognize that appearance as a motive for effective risk management and for the optimization of costs. Risk management systems that are based on good basis include techniques which are needed for measuring, controlling and managing all important risk categories. The continuous measuring, estimating and managing risks to which building societies are exposed are very important. According to this, those institutions must continuously estimate credit risk and record reservations for losses which are resulting from credits and similar claims. Those reservations are formed as expenses and have the impact on the business result of a building society. The aim of this paper is to create models of estimation for capital requirements on the basis of Basel I and Basel II (standardized approach, foundation internal ratings based approach and advanced internal ratings based approach) and to compare the results as well as to perceive other aspects of credit risk management. For the model purpose it will be taken the housing credit portfolio that is given to natural person. Those models will be created on the basis of Croatian national discretion implemented in Basel regulation. Methods that will be used to do the research are method of classification, compilation, descriptive, inductive-deductive method as well as analysis and synthesis. Some statistic and mathematic methods will be appropriate for the interpretation of research results.
basel; credit risk; capital requirement; building society
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Podaci o prilogu
61-62.
2012.
objavljeno
Podaci o matičnoj publikaciji
An Enterprise Odyssey: Corporate governance and public policy - path to sustainable future
Galetić, Lovorka ; Šimurina, Jurica
Šibenik: Ekonomski fakultet Sveučilišta u Zagrebu
978-953-6025-56-5
Podaci o skupu
6th International Conference – An Enterprise Odyssey: Corporate governance and public policy – path to sustainable future
predavanje
13.06.2012-16.06.2012
Šibenik, Hrvatska