文章基本信息

标题：RISK MANAGEMENT AND YIELD MANAGEMENT IN BANKS
本地全文：下载
作者：Ljubiša Lukić ; Marko Trišić ; spec. struk. men 等
期刊名称：Trendovi u Poslovanju
印刷版ISSN：2334-816X
电子版ISSN：2334-8356
出版年度：2015
卷号：3
期号：1
页码：28-39
DOI：10.5937/trendpos1501028L
语种：English
出版社：Visoka poslovna škola strukovnih studija Prof. dr Radomir Bojković, Kruševac
摘要：In modern banking,bank management essentially means risk management. Probably the most difficult problem and the most important decision for bank management is,in a changing and challenging environment,how much risk and what type of risk should be taken in order to achieve a satisfactory level of return. Since the objectives for high profits and low risks are diametrically opposed,request is the basic framework that compels and initiates management,it is the request that acceptable return and the highest value for the owners be produce by combination of risks for those who have money invested in the bank. The aim of this article is the analysis of financial risks and return,as well as an optional relation between income and risk,by using modern concepts and procedures for risk modeling. Therefore,the concept of balanced and integrated management of assets and liabilities ALM (Asset-liability management) is being applied,which represents one of the most useful analytical methods of manage-ment in banks. This approach shows its efficacy in reducing risk exposure,especially when it comes to significant and dangerous risks,such as the interest rate and liquidity risk..
其他摘要：U savremenom bankarstvu,upravljanje bankom u osnovi znači upravljanje rizicima. Verovatno najteži problem i najznačajnija odluka za menadžment banaka u promenljivom i izazovnom okruženju jeste,koliko rizika i koje tipove rizika preduzeti da bi se ostvario
关键词：risks;ALM - concept;solvency;shareholder value;ROE;financial leverage;ROA
其他关键词：rizici;ALM – koncept;solventnost;vrednost za akcionare;ROE;finansijski leveridž;ROA