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Škola biznisa
2019, br. 2, str. 23-34
jezik rada: engleski
vrsta rada: originalan članak
objavljeno: 31/03/2020
doi: 10.5937/skolbiz2-24160
Creative Commons License 4.0
Istraživanje determinanti problematičnih kredita bankarskog sektora Srbije
aProvincial Secretariat for higher education and scientific research, Novi Sad
bNovi Sad School of Business, Novi Sad

e-adresa: nela.milisic@gmail.com

Sažetak

Cilj rada je da identifikuje i analizira važne interne i makroekonomske faktore koji determinišu nivo problematičnih kredita u domaćem bankarskom sektoru, pružajući tako doprinos procesu upravljanja kreditnim rizikom banaka. Istraživanje je bazirano na primeni linearnog regresionog modela (OLS). Na osnovu rezultata istraživanja, došli smo do zaključka da rast kreditne aktivnosti domaćih banaka i rast koncentracije pet najvećih banaka doprinose povećanju udela problematičnih kredita u kreditnom portfoliju bankarskog sektora Srbije.

Ključne reči

kreditna aktivnost banaka; problematični krediti; upravljanje kreditnim rizikom; linearni regresioni model (OLS); koncentracija bankarskog sektora; HHI indeks

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