Internal Rating Models in Segment SME. A Case Study from Czech and Slovak Republic

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F14%3A43871875" target="_blank" >RIV/70883521:28120/14:43871875 - isvavai.cz</a>

Výsledek na webu

—

DOI - Digital Object Identifier

—

Jazyk výsledku

angličtina

Název v původním jazyce

Internal Rating Models in Segment SME. A Case Study from Czech and Slovak Republic

Popis výsledku v původním jazyce

The commercial bank uses a range of methods and procedures for credit risk management purposes. To access the credit quality of the clients, internal rating models are mainly used by commercial banks. In this article we defined the theoretical aspects ofquality of internal rating models and the accuracy of a concrete rating model, which was eXperimentally confirmed. The model used for experiment is used by commercial bank in the Czech and Slovak Republic for the segment of small and medium-sized enterprises. Intemal rating models represent banks´ effort to assess objectively the credit quality ofthe borrower. Previous eXperience from banking sector shows that this process is necessary to optimize regularly by adding other activities bence to the quality of this rating models are limited. The aim ofour experiment was to verify the quality of concrete intemal rating model. The results of our experiment tend to be surprising. The internal rating model evaluated an excellent performed com

Název v anglickém jazyce

Internal Rating Models in Segment SME. A Case Study from Czech and Slovak Republic

Popis výsledku anglicky

The commercial bank uses a range of methods and procedures for credit risk management purposes. To access the credit quality of the clients, internal rating models are mainly used by commercial banks. In this article we defined the theoretical aspects ofquality of internal rating models and the accuracy of a concrete rating model, which was eXperimentally confirmed. The model used for experiment is used by commercial bank in the Czech and Slovak Republic for the segment of small and medium-sized enterprises. Intemal rating models represent banks´ effort to assess objectively the credit quality ofthe borrower. Previous eXperience from banking sector shows that this process is necessary to optimize regularly by adding other activities bence to the quality of this rating models are limited. The aim ofour experiment was to verify the quality of concrete intemal rating model. The results of our experiment tend to be surprising. The internal rating model evaluated an excellent performed com

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

2014

Kód důvěrnosti údajů

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

Název statě ve sborníku

The Role of Financial Sector in Supporting the Economic Recovery of CEE Countries

ISBN

978-80-225-3926-5

ISSN

—

e-ISSN

—

Počet stran výsledku

10

Strana od-do

1-10

Název nakladatele

Ekonomická univerzita v Bratislave

Místo vydání

Bratislava

Místo konání akce

Bratislava

Datum konání akce

10. 9. 2014

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

—