Comparison of assessment of capital adequacy for Czech commercial bank
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F14%3A43871912" target="_blank" >RIV/70883521:28120/14:43871912 - isvavai.cz</a>
Alternative codes found
RIV/26138077:_____/14:#0000667
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Comparison of assessment of capital adequacy for Czech commercial bank
Original language description
The contribution is dealing with selected assessments of the most important risk in the banking sector in the Czech Republic. The aim of this article is calculate, compare capital requirements and calibrate effective portfolio of business loans regardingto the optimal amount of the final capital adequacy of the given commercial bank in the Czech Republic. Paper is focused on the credit risk management where the evaluation of the capital adequacy with using Standardized Based Approach (STA approach) with external rating and Foundation Internal Rating Based Approach (IRB approach) methodology of legislative framework of Basel III is used. Results of our calculations show that IRB methodology is beneficial only for big banks that are able to choose theirclients (with AAA rating, low credit risk and default rate). On the other hand, if the bank would like to make an offer to client with the rating B and worse, compared to the competitor who is used only Standardized Approach without Exte
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
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
Proceedings of the 11th International Scientific Conference European Financial Systems 2014
ISBN
978-80-210-7153-7
ISSN
—
e-ISSN
—
Number of pages
9
Pages from-to
118-126
Publisher name
Masarykova univerzita v Brně
Place of publication
Brno
Event location
Lednice
Event date
Jun 12, 2014
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
—