The quality and accuracy of bank internal rating model. A case study from Czech Republic

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F13%3A43869907" target="_blank" >RIV/70883521:28120/13:43869907 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

The quality and accuracy of bank internal rating model. A case study from Czech Republic

Original language description

Credit risk is one of the most important risk in commercial banking. The commercial bank uses a range of methods and procedures for credit risk management. To access the credit quality of the clients, internal rating models are used by commercial banks.In this article we define theoretical aspects of quality of internal rating model and evaluate potential risks of rating process. In the case study the accuracy of a concrete rating model has been experimentally confirmed, which is used by commercial bank in the Czech Republic for the segment of small and medium-sized enterprises. Internal rating models represent banks' effort to assess objectively the credit quality of the borrower. Previous experiences from banking sector show that this process is necessary to optimize by adding other activities because the quality of this rating models is limited. Aim of our experiment was to verify the quality of concrete internal rating model, which is used by concrete bank in Czech Republic to ass

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

AE - Management, administration and clerical work

OECD FORD branch

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Project

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Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2013

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

WSEAS Transactions on Business and Economics

ISSN

1109-9526

e-ISSN

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Volume of the periodical

7

Issue of the periodical within the volume

2

Country of publishing house

GR - GREECE

Number of pages

9

Pages from-to

206-214

UT code for WoS article

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EID of the result in the Scopus database

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