Exposure of Banks

Cilj diplomskog rada je analiza najznačajnijih rizika u bankarskom poslovanju, te njihov utjecaj na poslovanje. Također su obrađeni Baselski ugovori (Basel I, Basel II, Basel III), te je provedena analiza izloženosti banaka u hrvatskom bankarstvu. Banke se tijekom poslovanja susreću s raznim vrstama rizika, a najvažniji u suvremenom poslovanju su rizik likvidnosti, tržišni rizik, operativni rizik, te kreditni rizik. Kreditni rizik čini najveći udio u bankarskom poslovanju i zato se smatra najutjecajnijim za zaradu banke, njihovo poslovanje i opstanak na tržištu. Kreditni rizik se odražava direktno na dobit ili gubitak banke. Rizik likvidnosti je također indikator cjelokupnog poslovanja banke, te nužno povezan s ročnom strukturom. Također predstavlja i obvezu banke za izvorima sredstava za pokriće manjkova. Izloženost tržišnim rizicima se ogleda u vidu buduće promjene u tržišnim cijenama, promjene u kamatnim stopama, cijenama vlasničkih vrijednosnica, valuti i kreditnoj marži. Odgovornim bankarskim poslovanjem koje podrazumijeva jasno definiranu i određenu politiku i strategiju upravljanja rizicima mogu se postaviti standardi za mjerenje, praćenje i kontrolu kako bi banke smanjile svoju izloženost prema rizicima.The aim of this thesis is to analyze the most significant risks in banking business and their impact on business. Basel contracts (Basel I, Basel II, Basel III) were also processed and an analysis of banks' exposure in Croatian banking was conducted. Banks are faced with various types of risk during their operations, and the most important in modern business are liquidity risk, market risk, operational risk, and credit risk. Credit risk accounts for the largest share of banking operations and is therefore considered to be the most influential for a bank's earnings, operations and survival in the market. Credit risk is reflected directly in the profit or loss of the bank. Liquidity risk is also an indicator of the bank's overall operations, and necessarily linked to its maturity structure. It also represents the bank's commitment to sources of funds to cover deficits. Exposure to market risks is reflected in future changes in market prices, changes in interest rates, equity prices, currency and credit margin. Responsible banking, which involves a clearly defined and defined risk management policy and strategy, can set standards for measurement, monitoring and control to help banks reduce their exposure to risk