The quality and accuracy of bank internal rating model. A case study from Czech Republic

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F13%3A43869907" target="_blank" >RIV/70883521:28120/13:43869907 - 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

The quality and accuracy of bank internal rating model. A case study from Czech Republic

Popis výsledku v původním jazyce

Credit risk is one of the most important risk in commercial banking. The commercial bank uses a range of methods and procedures for credit risk management. To access the credit quality of the clients, internal rating models are used by commercial banks.In this article we define theoretical aspects of quality of internal rating model and evaluate potential risks of rating process. In the case study the accuracy of a concrete rating model has been experimentally confirmed, which is used by commercial bank in the Czech Republic for the segment of small and medium-sized enterprises. Internal rating models represent banks' effort to assess objectively the credit quality of the borrower. Previous experiences from banking sector show that this process is necessary to optimize by adding other activities because the quality of this rating models is limited. Aim of our experiment was to verify the quality of concrete internal rating model, which is used by concrete bank in Czech Republic to ass

Název v anglickém jazyce

The quality and accuracy of bank internal rating model. A case study from Czech Republic

Popis výsledku anglicky

Credit risk is one of the most important risk in commercial banking. The commercial bank uses a range of methods and procedures for credit risk management. To access the credit quality of the clients, internal rating models are used by commercial banks.In this article we define theoretical aspects of quality of internal rating model and evaluate potential risks of rating process. In the case study the accuracy of a concrete rating model has been experimentally confirmed, which is used by commercial bank in the Czech Republic for the segment of small and medium-sized enterprises. Internal rating models represent banks' effort to assess objectively the credit quality of the borrower. Previous experiences from banking sector show that this process is necessary to optimize by adding other activities because the quality of this rating models is limited. Aim of our experiment was to verify the quality of concrete internal rating model, which is used by concrete bank in Czech Republic to ass

Druh

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

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

2013

Kód důvěrnosti údajů

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

Název periodika

WSEAS Transactions on Business and Economics

ISSN

1109-9526

e-ISSN

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Svazek periodika

7

Číslo periodika v rámci svazku

2

Stát vydavatele periodika

GR - Řecká republika

Počet stran výsledku

9

Strana od-do

206-214

Kód UT WoS článku

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EID výsledku v databázi Scopus

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