Determination of Credit Risk for Debt Assets Portfolio between 2016 and 2017

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F17%3A10237472" target="_blank" >RIV/61989100:27510/17:10237472 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Determination of Credit Risk for Debt Assets Portfolio between 2016 and 2017
Original language description
The topic of the conference paper is determination of credit risk for debt assets portfolio in 2016 and 2017. The main objective of the conference paper is to estimate a benchmark for a well-known credit risk management, namely the CreditMetrics model, and then determine the value of economic capital of a portfolio including ten selected debt assets by using the CreditMetrics model in 2016 and 2017 and compare value of economic capital in selected years.
Czech name
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Czech description
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Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Financial Management of Firms and Financial Institutions : 11th international scientific conference : 6th - 7th September 2017, Ostrava, Czech Republic : proceedings.
ISBN
978-80-248-4138-0
ISSN
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e-ISSN
2336-162X
Number of pages
8
Pages from-to
653-660
Publisher name
VŠB - Technická univerzita Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 6, 2017
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000508278200080

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