RESEARCH OF DETERMINANTS OF NON-PERFORMING LOANS OF THE BANKING SECTOR OF SERBIA

Nela Milišić; Željko Račić

doi:10.5937/skolbiz2-24160

Nela Milišić
Željko Račić

DOI: https://doi.org/10.5937/skolbiz2-24160

Ključne reči: kreditna aktivnost banaka, problematični krediti, upravljanje kreditnim rizikom, linearni regresioni model (OLS), koncentracija bankarskog sektora, HHI indeks

Sažetak

Cilj rada je da identifikuje i analizira važne interne i makroekonomske faktore koji determinišu nivo problematičnih kredita u domaćem bankarskom sektoru, pružajući tako doprinos procesu upravljanja kreditnim rizikom banaka. Istraživanje je bazirano na primeni linearnog regresionog modela (OLS). Na osnovu rezultata istraživanja, došli smo do zaključka da rast kreditne aktivnosti domaćih banaka i rast koncentracije pet najvećih banaka doprinose povećanju udela problematičnih kredita u kreditnom portfoliju bankarskog sektora Srbije.

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