ZAŠTITA OD KREDITNOG RIZIKA OPTIMIZACIJOM KREDITNOG PORTFOLIJA I POLITIKOM REZERVISANJA
PROTECTION AGAINST CREDIT RISK BY OPTIMIZATION OF CREDIT PORTFOLIOS AND IMPLEMENTATION OF RESERVES POLICY

Summary/Abstract: Using a scientifically based method of credit risk management it is possible to consistently apply the model of determining the prices of bank credit loans with risk premiums included in the price structure. This method allows a bank to use its revenue to cover the risk of non-payment of loans. At the same time, the bank can both retain its profit orientation and abide by the principles of liquidity and security, without activating collaterals. Furthermore, to ensure an aggregate protection of the bank against all kinds of risks, including credit risks, it is advisable to opt for capitalization of the bank as its permanent business orientation. This would involve a scientifically based method of permanent diversification of portfolios. Mostly, reserves policy refers to a strategic increase of capital reserves. Bank capitalization as means of long-term credit risk protection is therefore promoted as an antithesis to multiplying assets. Moreover, it would be important for the bank to implement a policy of accumulating reserves from the current revenue, which involves the method of dynamic accumulation. Using this method, it is possible to permanently assess the risk of a particular credit portfolio, and to evaluate it in relation to the current economic cycle.

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