The applicability of Merton's credit risk model in the Czech Republic
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F08%3A00107997" target="_blank" >RIV/00216208:11230/08:00107997 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
The applicability of Merton's credit risk model in the Czech Republic
Original language description
No component of credit risk management is more difficult to measure than the probability of default. The main focus is the credit risk model and probability of firm defaults in the Czech Republic.
Czech name
Použitelnost Mertonova modelu kreditního rizika v České republice
Czech description
Ze všech částí řízení kreditního rizika je pravděpodobnost defaultu nejhůře měřitelná. Hlavním zaměrem kapitoly je představení nového modelu kreditního rizika a defaultu firem v České republice.
Classification
Type
C - Chapter in a specialist book
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA402%2F05%2F0067" target="_blank" >GA402/05/0067: Credit Risk Management Techniques: their Use and Applicability in the Banking Sector of the Czech Republic</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2008
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Book/collection name
Risk management techniques : their use and applicability in the banking sector of the Czech Republic
ISBN
978-80-246-1483-0
Number of pages of the result
78
Pages from-to
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Number of pages of the book
283
Publisher name
Karolinum
Place of publication
Prague
UT code for WoS chapter
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