ANALYSIS OF SELECTED METHODS OF CREDIT RISK MANAGEMENT
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F11%3A00000941" target="_blank" >RIV/70883521:28120/11:00000941 - 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
ANALYSIS OF SELECTED METHODS OF CREDIT RISK MANAGEMENT
Original language description
In my article, I focus on models evaluating creditworthiness company. The aim of the first part is to give readers a critical view on the valuation of credit risk by the NBCA methods with emphasis on the major deficiencies. Another part of the paper is devoted to the calculation of capital requirements by using standardized methods, IRB and CrediMetrics portfolio of 12 bonds. In the last section is dedicated to new capital adequacy rules by NBCA III.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AE - Management, administration and clerical work
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 5th International Scientific Conference
ISBN
978-80-7454-020-2
ISSN
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e-ISSN
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Number of pages
10
Pages from-to
63-73
Publisher name
Tomas Bata University in Zlin, Faculty of Management and Economics
Place of publication
Zlin
Event location
Zlín
Event date
Apr 28, 2011
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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