Basic applications of credit risk models
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F04%3A00009844" target="_blank" >RIV/61989100:27510/04:00009844 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
čeština
Original language name
Typy a možnosti aplikace kreditních modelů
Original language description
In the paper methodology of managing credit risk is discussed. Analytical and simulation approaches are described. Ways of analysis are explained by marginal risk, economic capital etc. Illustrative example of credit risk modelling of bond portfolio by CreditMetrics methodology is presented.
Czech name
Typy a možnosti aplikace kreditních modelů
Czech description
In the paper methodology of managing credit risk is discussed. Analytical and simulation approaches are described. Ways of analysis are explained by marginal risk, economic capital etc. Illustrative example of credit risk modelling of bond portfolio by CreditMetrics methodology is presented.
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%2F02%2F1046" target="_blank" >GA402/02/1046: Application of the Fuzzy-Stochastic Approaches in Financial Decision-making</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2004
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Book/collection name
Vybrané aspekty vývoje české ekonomiky
ISBN
80-248-0534-0
Number of pages of the result
9
Pages from-to
137-148
Number of pages of the book
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Publisher name
VŠB - TU Ostrava, Ekonomická fakulta
Place of publication
Ostrava
UT code for WoS chapter
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