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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

  • DOI - Digital Object Identifier

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

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AE - Management, administration and clerical work

  • OECD FORD branch

Result continuities

  • Project

  • 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

  • e-ISSN

  • 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