Comparison of Different Methods of Credit Risk Management of the Commercial Bank to Accelerate Lending Activities for SME Segment.

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F04274644%3A_____%2F16%3A%230000148" target="_blank" >RIV/04274644:_____/16:#0000148 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Comparison of Different Methods of Credit Risk Management of the Commercial Bank to Accelerate Lending Activities for SME Segment.

Popis výsledku v původním jazyce

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 was to quantify capital requirement for individual methodologies of credit risk management on the designed portfolio with corporate loans with use of collateral using collaterals as techniques to reduce credit risk of commercial bank. Firstly, the aim of this article is to quantify the capital requirements using the Internal Rating Based Approach with collateral usage. Afterwards, achieved results have been compared with the methodology of the Standardized Approach and Internal Based Approach. The article is highlighted aspects of transition to developed methods of Internal Rating Systems with significant savings on equity, which allows banks accelerate lending activities and so increase provided services for small-medium sized companies.

Název v anglickém jazyce

Comparison of Different Methods of Credit Risk Management of the Commercial Bank to Accelerate Lending Activities for SME Segment.

Popis výsledku anglicky

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 was to quantify capital requirement for individual methodologies of credit risk management on the designed portfolio with corporate loans with use of collateral using collaterals as techniques to reduce credit risk of commercial bank. Firstly, the aim of this article is to quantify the capital requirements using the Internal Rating Based Approach with collateral usage. Afterwards, achieved results have been compared with the methodology of the Standardized Approach and Internal Based Approach. The article is highlighted aspects of transition to developed methods of Internal Rating Systems with significant savings on equity, which allows banks accelerate lending activities and so increase provided services for small-medium sized companies.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2016

Kód důvěrnosti údajů

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

Název periodika

European Research Studies Journal

ISSN

1108-2976

e-ISSN

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Svazek periodika

Vol. XIX

Číslo periodika v rámci svazku

Issue 4

Stát vydavatele periodika

GR - Řecká republika

Počet stran výsledku

10

Strana od-do

17-26

Kód UT WoS článku

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EID výsledku v databázi Scopus

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