How Do Risk Appetite and Size Matter for Banking Credit Risk Management?

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F22%3A10252999" target="_blank" >RIV/61989100:27510/22:10252999 - isvavai.cz</a>
Result on the web
<a href="https://mme2022.vspj.cz/download/proceedings-4.pdf" target="_blank" >https://mme2022.vspj.cz/download/proceedings-4.pdf</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
How Do Risk Appetite and Size Matter for Banking Credit Risk Management?
Original language description
A bank's ability to expand its business can be affected and limited to some extent by its size. In measuring the efficiency of a bank's credit risk management, it is critical to determine whether a bank's size has an impact, while the impact of a bank's risk appetite on risk management is also of concern. The objective of this paper is to examine how size and risk appetite affect the management of credit risk under the assumption of healthy efficiency scores are produced. To achieve this objective, this paper quantifies the management of credit risk, analyses the impact of bank size before and after modification of its efficiency, then includes risk appetite as one of the impact factors to investigate how size and risk appetite play out in the specific banking sector.
Czech name
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Czech description
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Project
<a href="/en/project/GJ20-25660Y" target="_blank" >GJ20-25660Y: Modeling credit risk and system risk in the non-life insurance sector.</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2022
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
40th International Conference Mathematical Methods in Economics 2022 : Proceedings : College of Polytechnics Jihlava : 7 – 9 September 2022, Jihlava, Czech Republic
ISBN
978-80-88064-62-6
ISSN
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e-ISSN
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Number of pages
7
Pages from-to
58-64
Publisher name
College of Polytechnics Jihlava
Place of publication
Jihlava
Event location
Coll Polytechn Jihlava
Event date
Sep 7, 2022
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000936355000010

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