Experimental verification of the quality and accuracy of internal rating model of the commercial bank
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F12%3A43867948" target="_blank" >RIV/70883521:28120/12:43867948 - 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
Experimental verification of the quality and accuracy of internal rating model of the commercial bank
Original language description
To access the credit quality of the clients, internal rating models are used by commercial banks. In this article we experimentally verify the accuracy of a particular model, which is used by commercial bank in the Czech Republic for the segment of smalland medium enterprises. In this experiment, we proceeded as follows. First, we defined the financial parameters of a small company, which we consider as a company with extremely good financial situation. We verified our assumptions by Kralicek Quicktestand Credit Solvency Index. We compared results of this test with the bank's internal rating models. Next, we modeled the different values of the company's financial indicators to determine which indicators bring the most important impacts on the final rating in the bank. Finally, using the experimental approach, we sought the best possible internal rating of our company. The results of this experiment are surprising. The model evaluates an excellent company as a negative subject. The mo
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
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Advances in Economics, Risk Management, Political and Law Science
ISBN
978-1-61804-123-4
ISSN
2227-460X
e-ISSN
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Number of pages
6
Pages from-to
305-311
Publisher name
WSEAS Press
Place of publication
Zlin
Event location
Zlín
Event date
Sep 20, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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