Experimental verification of the quality and accuracy of internal rating model of the commercial bank

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F12%3A43867948" target="_blank" >RIV/70883521:28120/12:43867948 - isvavai.cz</a>

Výsledek na webu

—

DOI - Digital Object Identifier

—

Jazyk výsledku

angličtina

Název v původním jazyce

Experimental verification of the quality and accuracy of internal rating model of the commercial bank

Popis výsledku v původním jazyce

To access the credit quality of the clients, internal rating models are used by commercial banks. In this article we experimentally verify the accuracy of a particular model, which is used by commercial bank in the Czech Republic for the segment of smalland medium enterprises. In this experiment, we proceeded as follows. First, we defined the financial parameters of a small company, which we consider as a company with extremely good financial situation. We verified our assumptions by Kralicek Quicktestand Credit Solvency Index. We compared results of this test with the bank's internal rating models. Next, we modeled the different values of the company's financial indicators to determine which indicators bring the most important impacts on the final rating in the bank. Finally, using the experimental approach, we sought the best possible internal rating of our company. The results of this experiment are surprising. The model evaluates an excellent company as a negative subject. The mo

Název v anglickém jazyce

Experimental verification of the quality and accuracy of internal rating model of the commercial bank

Popis výsledku anglicky

To access the credit quality of the clients, internal rating models are used by commercial banks. In this article we experimentally verify the accuracy of a particular model, which is used by commercial bank in the Czech Republic for the segment of smalland medium enterprises. In this experiment, we proceeded as follows. First, we defined the financial parameters of a small company, which we consider as a company with extremely good financial situation. We verified our assumptions by Kralicek Quicktestand Credit Solvency Index. We compared results of this test with the bank's internal rating models. Next, we modeled the different values of the company's financial indicators to determine which indicators bring the most important impacts on the final rating in the bank. Finally, using the experimental approach, we sought the best possible internal rating of our company. The results of this experiment are surprising. The model evaluates an excellent company as a negative subject. The mo

Druh

D - Stať ve sborníku

CEP obor

AE - Řízení, správa a administrativa

OECD FORD obor

—

Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2012

Kód důvěrnosti údajů

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

Název statě ve sborníku

Advances in Economics, Risk Management, Political and Law Science

ISBN

978-1-61804-123-4

ISSN

2227-460X

e-ISSN

—

Počet stran výsledku

6

Strana od-do

305-311

Název nakladatele

WSEAS Press

Místo vydání

Zlin

Místo konání akce

Zlín

Datum konání akce

20. 9. 2012

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

—