摘要：The risk management function development in banks,along with the development of tools that banks can use throughout this process,has had the strong support in international standards,not only in the recommended approaches for calculating economic capital requirements,but also in the qualitatively new treatment of risk exposure mitigation instruments (Basel Accord II).The array of eligible instruments for exposure mitigation under the recommended approaches for their treatment becomes the essential element of economic capital requirements calculation,both in relation to certain types of risk,and in relation to aggregate exposure.
其他摘要：Razvoj funkcije upravljanja rizicima u bankama,kao i alata kojima se banka služi u tom procesu,imao je snažnu podršku i oslonac u međunarodnim standardima koji su ne samo preporučili pristupe za kalkulaciju ekonomskog kapitala,već su dali i kvalitativno novi tretman instrumentima za ublažavanje izloženosti rizicima (Bazelski Sporazum II).Lepeza podobnih instrumenata za ublažavanje izloženosti u okviru preporučenih pristupa za njihov tretman,postaje bitan element kalkulacije ekonomskog kapitala,kako u odnosu na pojedine vrste rizika,tako i u odnosu na agregatnu izloženost.
关键词：risk exposure mitigation;credit risk;Internal Ratings Based Approach (IRB Approach);eligible instruments;guarantees;derivatives
其他关键词：ublažavanje izloženosti;kreditni rizik;Pristup bazirani na internim rejtinzima (Internal Ratings Based Approach - IRB Approach);podobni instrumenti;garancije;derivati
