Impacts of selected methods of credit risk management on bank's perfomance

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Impacts of selected methods of credit risk management on bank's perfomance

Popis výsledku v původním jazyce

The paper deals with the quantification of potential impacts of credit risk management approaches on the financial performance using collaterals as techniques to reduce credit risk of commercial bank. The requirement to coordinate regulation of the capital adequacy has resulted from fears of central banks of the most developed countries that the capital held by banks to cover even a small loss is not sufficient. Due to the interconnection of financial markets, there is a possibility that transfer problems of individual banks and problems caused by external shocks could threaten the entire system. The article is focused on quantitative analyses of selected methods of credit risk management using collaterals in the intention of Basel II and quantification of their impact on determining the amount of equity that bank must hold. To set the optimal amount of equity related with the risk portfolio is the one of the most important precondition to increase efficiency and competitiveness of com

Název v anglickém jazyce

Impacts of selected methods of credit risk management on bank's perfomance

Popis výsledku anglicky

The paper deals with the quantification of potential impacts of credit risk management approaches on the financial performance using collaterals as techniques to reduce credit risk of commercial bank. The requirement to coordinate regulation of the capital adequacy has resulted from fears of central banks of the most developed countries that the capital held by banks to cover even a small loss is not sufficient. Due to the interconnection of financial markets, there is a possibility that transfer problems of individual banks and problems caused by external shocks could threaten the entire system. The article is focused on quantitative analyses of selected methods of credit risk management using collaterals in the intention of Basel II and quantification of their impact on determining the amount of equity that bank must hold. To set the optimal amount of equity related with the risk portfolio is the one of the most important precondition to increase efficiency and competitiveness of com

Druh

D - Stať ve sborníku

CEP obor

AE - Řízení, správa a administrativa

OECD FORD obor

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Projekt

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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

Proceedings of the 8th European Conference on Management, Leadership and Governance

ISBN

978-1-908272-75-1

ISSN

2048-9021

e-ISSN

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Počet stran výsledku

9

Strana od-do

465-473

Název nakladatele

Academic Publishing International Limited

Místo vydání

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Místo konání akce

Pafos

Datum konání akce

8. 11. 2012

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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