- citati u SCIndeksu: 0
- citati u CrossRef-u:0
- citati u Google Scholaru:[
 ]
- posete u poslednjih 30 dana:5
- preuzimanja u poslednjih 30 dana:5
|
|
|
2018, vol. 46, br. 3, str. 23-45
|
|
Upravljanje kreditnim rizikom u bankarskom sistemu Republike Srpske u kriznom periodu
Credit risk management in the banking system of Republika Srpska in crisis period
Sažetak
S obzirom na karakter i razvijenost, te trenutne ekonomske uslove privređivanja u Republici Srpskoj (nerazvijenost tržišta kapitala, neadekvatna zakonska regulativa za realizaciju i naplatu kolaterala, dominantno učešće kreditnog poslovanja u ukupnom poslovanju bankarskog sektora), najveća pažnja u kontroli poslovanja bankarskog sektora se posvećuje kontroli kreditnog rizika, rizika likvidnosti i deviznog rizika. U poslednje vrijeme u ovom sektoru bilježi se pad nekvalitetnih kredita i blagi rast profitabilnosti što pokazuju koeficijenti koji su prije nekoliko godina imali negativan predznak. Cilj ovog rada je usmjeravanje pažnje prema NPL i mogućnosti njihovog rasta kao i otkrivanje novih modela za njihovu kontrolu. U ovom radu, metodom analize prikazani su pokazatelji profitabilnosti bankarskog sektora, ukupni krediti i nekvalitetni krediti od nastanka krize do danas. Hipoteza rada je da je učešće nenaplativih kredita u bankarstvu Republike Srpske preveliko i ugrožava kreditne aktivnosti i uspješno poslovanje. Nakon lošeg iskustva sa dvije banke i ozbiljnih problema koje i danas imaju deponenti jer nisu dobili svoj novac i pitanje je da li će ga ikad dobiti, potrebno je temeljnije praćenje poslovanja svake banke kao i ukupnog bankarskog sektora kako bi se na vrijeme moglo reagovati da ne dođe do većih problema.
Abstract
Considering the character, development and the current economic conditions of business operations in Republika Srpska (undeveloped capital market, inadequate legal regulations for the realization and collection of collaterals, the dominant participation of loan business operations in the overall banking), the greatest attention in controlling the banking sector is paid to the control of loan, liquidity and foreign exchange risks. This sector has recently recorded a decline in non-performing loans and a slight growth in profitability, as shown by negative correlation coefficients a few years ago. The aim of this paper is to focus attention on the NPLs and the possibility of their growth, as well as the discovery of new models for controlling them. In this paper, the method of analysis shows indicators of banking sector's profitability, total loans and non-performing loans from the onset of the crisis to date. Hypothesis set in this paper is that the participation of non-performing loans in the banking sector of Republika Srpska is too great and threatens loan activities and successful business operation. After a bad experience with two banks and serious problems that depositors have been facing, as they have not received their money and it is questionable whether they will ever get it, it is necessary to more thoroughly monitor business operations of each bank as well as the overall banking sector in order to react in time to prevent major problems.
|
|
|
|
Reference
|
|
1    
|
Alihodžić, A., Plakalović, N. (2016) Determinants of credit growth to nonfinancial companies in B&H. Industrija, vol. 44, br. 2, str. 85-100
|
|
|
Banking Agency of Republika Srpska (2018) Reports on the situation in the banking system of Republika Srpska. Retrived from http//www. abrs. ba
|
|
|
Banja Luka Stock Exchange (2016) Finansijski izvještaji. Balkan Investment Bank, Retrived from http: //www. blberza. com
|
|
|
Beck, R., Jakubik, P., Piloiu, A. (2013) Non-performing loans: what maters in addition to the economic cycle?. Frankfurt: European Central Bank, WP 1515
|
|
|
Delić, A., Rogić, D.L. (2017) Uticaj razvijenosti finansijskog Sistema na ekonomski rast zemalja srednje i istočne Evrope. Ekonomski pregled, Vol. 67 (6), 533-536
|
|
|
Ganić, M. (2014) Bank Specific Determinants of Credit Risk - An Empirical Study on the Bannking Sector of Bosnia and Herzegovina. International Journal of Economic Practices and Theories, Vol. 4, (4)
|
|
3
|
Ivaniš, M. (2012) Rizici u bankarskom poslovanju. Pravno-ekonomski pogledi, Vol. 3, 14
|
|
|
Ivanović, B. (2014) Pojam krize - konceptualni i metodologijski aspekti. Međunarodne studije, Zagreb, Vol. 2. 11
|
|
13
|
Jeremić, Z. (2009) Finansijska tržišta. Beograd: Univerzitet Singidunum
|
|
8
|
Klein, N. (2013) Non-Performing Loans in CESEE: Determinants and Impact on Macroeconomic Performance. IMF Working Papers, 13(72): 1
|
|
|
Krstić, B. (2012) Osiguranje depozita kao ex ante i ex post antikrizni mehanizam u bankarstvu. Ekonomske teme, Vol. 51 (4). 539
|
|
|
Krunić, G. (2017) Uloga bankarskog sektora u privrednom i ekonomskom razvoju Republike Srpske. Finrar, Banja Luka, Vol. 18 (2). 85
|
|
|
Mekinjić, B. (2014) Uloga internog Sistema rejtinga u procesu upravljanja kreditnim rizikom banke. Finrar, Banja Luka, Vol 15 (7); 69
|
|
|
Milaković, N. (2012) Bankarski system Republike Srpske. Finrar, Banja Luka, Vol 13 (9). 74
|
|
|
Plakalović, N., Alihodžić, A. (2015) Determinants of the net interest margins in BH banks. Industrija, vol. 43, br. 1, str. 133-153
|
|
1
|
Račić, Ž., Barjaktarović, L. (2016) Analysis of empirical determinants of credit risk in the banking sector of the Republic of Serbia. Bankarstvo, vol. 45, br. 4, str. 94-109
|
|
|
Radović, M. (2010) Upravljanje kvalitetom i rizikom kreditnog portfolija banke. Finrar, Banja Luka, Vol. 11 (9). 76
|
|
2
|
Stakić, N. (2014) Determinants of the nonperforming loans level movement in the banking sector of Serbia. Bankarstvo, vol. 43, br. 4, str. 122-145
|
|
|
Subotić, S. (2013) Mjerenje rizika kreditnog portfolija. Economics, Bijeljina, Vol 1 (1). 66
|
|
4
|
Vuković, V., Domazet, I. (2013) Non-performing loans and systemic risk: Comparative analysis of Serbia and countries in transition CESEE. Industrija, vol. 41, br. 4, str. 59-73
|
|
|
Živković, B. (2011) Komparativna analiza bankarskog sistema Srbije i zemalja Jugoistočne Evrope. Kvartalni monitor, Vol. 27, 19
|
|
|
|
|