Kontaktujte nás | Jazyk: čeština English
Název: | Analysis of selected methods of credit risk management |
Autor: | Cipovová, Eva |
Typ dokumentu: | Článek ve sborníku (English) |
Zdrojový dok.: | Finance and the Performance of Firms in Science, Education and Practice 2011. 2011, p. 63-72 |
ISBN: | 978-80-7454-020-2 |
Abstrakt: | In my article, I focus on models evaluating credit worthiness company. The aim of the first part is to give readers a critical view on the valuation of credit risk by the NBCA methods with emphasis on the major deficiencies. Another part of the paper is devoted to the calculation of capital requirements by using standardized methods, IRB and CrediMetrics portfolio of 12 bonds. In the last section is dedicated to new capital adequacy rules by NBCA III. |
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