Internal Rating Models in Segment SME. A Case Study from Czech and Slovak Republic
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F14%3A43871875" target="_blank" >RIV/70883521:28120/14:43871875 - 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
Internal Rating Models in Segment SME. A Case Study from Czech and Slovak Republic
Original language description
The commercial bank uses a range of methods and procedures for credit risk management purposes. To access the credit quality of the clients, internal rating models are mainly used by commercial banks. In this article we defined the theoretical aspects ofquality of internal rating models and the accuracy of a concrete rating model, which was eXperimentally confirmed. The model used for experiment is used by commercial bank in the Czech and Slovak Republic for the segment of small and medium-sized enterprises. Intemal rating models represent banks´ effort to assess objectively the credit quality ofthe borrower. Previous eXperience from banking sector shows that this process is necessary to optimize regularly by adding other activities bence to the quality of this rating models are limited. The aim ofour experiment was to verify the quality of concrete intemal rating model. The results of our experiment tend to be surprising. The internal rating model evaluated an excellent performed 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
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
The Role of Financial Sector in Supporting the Economic Recovery of CEE Countries
ISBN
978-80-225-3926-5
ISSN
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e-ISSN
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Number of pages
10
Pages from-to
1-10
Publisher name
Ekonomická univerzita v Bratislave
Place of publication
Bratislava
Event location
Bratislava
Event date
Sep 10, 2014
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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