Impacts of selected methods of credit risk management on bank's perfomance
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F12%3A43868481" target="_blank" >RIV/70883521:28120/12:43868481 - 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
Impacts of selected methods of credit risk management on bank's perfomance
Original language description
The paper deals with the quantification of potential impacts of credit risk management approaches on the financial performance using collaterals as techniques to reduce credit risk of commercial bank. The requirement to coordinate regulation of the capital adequacy has resulted from fears of central banks of the most developed countries that the capital held by banks to cover even a small loss is not sufficient. Due to the interconnection of financial markets, there is a possibility that transfer problems of individual banks and problems caused by external shocks could threaten the entire system. The article is focused on quantitative analyses of selected methods of credit risk management using collaterals in the intention of Basel II and quantification of their impact on determining the amount of equity that bank must hold. To set the optimal amount of equity related with the risk portfolio is the one of the most important precondition to increase efficiency and competitiveness of com
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
Proceedings of the 8th European Conference on Management, Leadership and Governance
ISBN
978-1-908272-75-1
ISSN
2048-9021
e-ISSN
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Number of pages
9
Pages from-to
465-473
Publisher name
Academic Publishing International Limited
Place of publication
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Event location
Pafos
Event date
Nov 8, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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