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2016, vol. 10, br. 2, str. 66-85
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Savremeni izazovi u upravljanju rizicima banaka
Contemporary challenges in the banking risk management
Sažetak
Upravljanje rizicima je jedan od ključnih elemenata bankarskog menadžmenta. Tokom poslednjih decenija, svetska ekonomska kriza je snažno uticala, da upravljanje rizicima, dobije još više na značaju, u okviru ukupnog upravljanja poslovnim bankama. Kreditni rizika je i dalje dominantan rizik u svetskom bankarsku, a slična situacija je i Republici Srbiji. Rizik likvidnosti, tržišni, operativni i drugi rizici, takođe sve više dobijaju na značaju, u svetskom bankarstvu. Ipak, kreditni rizik je dalje najvažniji rizik prosečne poslovne banke. Visok nivo problematičnih kredita je jedan od posebno bitnih savremenih izazova, povezanih sa kreditnim rizikom. U bankarskom sektoru Srbije, nivo problematičnih kredita, već duže vremena prelazi 20% ukupnih kredita. Ovako visok nivo problematičnih kredita, uslovio je intenzivan rad, brojnih institucija u zemlji, kako bi ovaj problem bio rešen u što kraćem roku. Veoma pozitivan element, predstavljam dobra kapitalizovanost bankarskog sektora Srbije. Naime, pokazatelj adekvatnosti kapitala (PAK), bankarskog sektora Srbije (BSS), već duže vremena se kreće oko 20%, što je znatno iznad regulatornog minimuma od 12%. Ovako visok nivo PAK, povećava manevarski prostor u borbi sa izazovima i rizicima. Poslovne banke, regulatorna tela i druge relevantne institucije, intenzivno rade na svim aspektima upravljanja rizicima. Metodi upravljanja rizicima, doživljavaju značajne promene i razvoj poslednjih godina. Razvoj upravljanja kapitalom, predstavlja direktno povezanu temu, sa razvojem upravljanja rizicima. U ovom radu je analizirana trenutna situacija u upravljanju rizicima banaka. Predstavljeno je na koji način se očekuje da će se upravljanje rizicima razvijati u narednom periodu. Aktuelna situacija u oblasti upravljanja kapitalom banaka, je takođe analizirana. Ključna polazna hipoteza u radu je sledeća: koristeći domaća i svetska iskustva u oblasti upravljanja rizicima banaka, a na osnovu raspoložive literature i baza podataka, moguće je dati preporuke za dalje unapređenje upravljanja rizicima banaka. Za izvođenje zaključaka, korišćena su iskustava iz Republike Srbije, kao i svetskog bankarstva. Metodologija koja je u radu primenjena, prvenstveno karakteriše sledeće. Korišćena su istorijska i najsavremenija svetska i domaća iskustva, istraživanja i baze podatka (uz uvažavanje specifičnosti BSS i ekonomije Srbije), za sagledavanje i analizu upravljanja rizicima. Analizirani su i upoređeni brojni načini i segmenti upravljanja rizicima. Za prethodno, posebno su sledeće metode bile relevantne: deskriptivna, induktivno - deduktivna, analitičko - sintetička i komparativna analiza. Uvažavajući sprovedene analize, u radu su date preporuke za dalji razvoj upravljanja rizicima banaka.
Abstract
Risk management is one of the crucial parts of today's business banks management. Global economic crisis in the last decade has strongly influence that risk management is having increased importance in the total banking management. Credit risk is still most dominant risk in the banks worldwide. Similar situation is also in the Republic of Serbia. Liquidity, market, operational and other risks are also having increased importance in today's banking. Still, typical dominant risk of average commercial bank is credit risk. High level of non-performing loans is one of the especially important credit risk contemporary challenges. Banks, regulatory bodies and other involved institutions are intensively working on the solutions for this topic. Methods for the risk management are experiencing significant changes and progress in the recent years. Inevitably connected banking topic with previous is capital management progress. In this article current situation in the banking risk management will be analysed. It will be shown in which direction risk management will develop. It will be also analysed actual situation in the banking capital management. Experiences from the Republic of Serbia as well as worldwide banking experiences will be taken into consider. The article will outline recommendations for further risk management progress.
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