The role of credit derivatives and synthetic securitization in credit risk management in Croatia (CROSBI ID 551827)
Prilog sa skupa u zborniku | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Pavković, Anita ; Tuškan, Branka
engleski
The role of credit derivatives and synthetic securitization in credit risk management in Croatia
Credit risk management is the most important part of asset and liability management for every contemporary commercial bank. Bank’ s loan portfolio securitization, credit risks securitization and consequently the use of credit derivatives are recognized as successful techniques for managing credit risk in commercial banks in last few years. Credit derivatives and their role in synthetic securitization is the latest of an ever expanding range of derivative products which are changing the global financial market. Credit derivatives are globally accepted instruments used by banks and other financial intermediaries to transfer credit risks on the financial markets and investors. The aim of this paper is to study the importance of synthetic securitization and credit derivatives in bank’ s credit risk management, valuates the efficiency of usage in developed financial systems like those in the USA and in European countries, with remark on possibility of application credit derivatives and synthetic securitization techniques on Croatian financial market. The paper will try to prove that credit derivatives and synthetic securitization are important and successful credit risk transfer instruments on today’ s developed financial markets which application would improve credit risk management in Croatian commercial banks.
credit derivatives; synthetic securitization; credit risk management
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Podaci o prilogu
1165-1172.
2009.
objavljeno
Podaci o matičnoj publikaciji
Proceedings of the 28th International Conference on Organizational Science Development - New Technologies, New Challenges, Slovenia, Portorož, 25 – 27 March 2009
Rajkovič, Vladislav ; Ferjan, Marko ; Kern, Tomaž ; Paape, Bjorn
Kranj: Moderna organizacija
978-961-232-229-8
Podaci o skupu
28. International Conference on Organizational Science Development: New technologies, new challenges
predavanje
25.03.2009-27.03.2009
Portorož, Slovenija