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Analysis of selected methods of credit risk management

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dc.title Analysis of selected methods of credit risk management en
dc.contributor.author Cipovová, Eva
dc.relation.ispartof Finance and the Performance of Firms in Science, Education and Practice 2011
dc.identifier.isbn 978-80-7454-020-2
dc.date.issued 2011
dc.citation.spage 63
dc.citation.epage 72
dc.event.title 5th International Scientific Conference on Finance and the Performance of Firms in Science, Education, and Practice
dc.event.location Zlín
utb.event.state-en Czech Republic
utb.event.state-cs Česká republika
dc.event.sdate 2011-04-28
dc.event.edate 2011-04-28
dc.type conferenceObject
dc.language.iso en
dc.publisher Univerzita Tomáše Bati ve Zlíně (UTB) cs
dc.publisher Tomas Bata University in Zlín en
dc.subject standardized method en
dc.subject the IRB approach en
dc.subject CreditMetrics en
dc.subject expected and unexpected loss en
dc.subject leverage ratio en
dc.subject capital adequacy en
dc.subject NBCA III en
dc.description.abstract 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. en
utb.faculty Faculty of Management and Economics
dc.identifier.uri http://hdl.handle.net/10563/1002958
utb.identifier.rivid RIV/70883521:28120/11:00000941!RIV12-MSM-28120___
utb.identifier.obdid 43865080
utb.identifier.wok 000306544000005
utb.source d-wok
dc.date.accessioned 2012-10-04T12:11:49Z
dc.date.available 2012-10-04T12:11:49Z
utb.identifier.utb-sysno 57048
utb.contributor.internalauthor Cipovová, Eva
utb.fulltext.affiliation Ing. Eva Cipovová Tomas Bata University in Zlín, Faculty of Management and Economics, Mostní 5139, 76001 Zlín, Czech Republic, Tel: +420 576 032 854 Email: cipovova@fame.utb.cz
utb.fulltext.dates -
utb.fulltext.references -
utb.fulltext.sponsorship This paper was carried out with the financial support from IGA TBU No. IGA/70/FaME/10/A.
utb.fulltext.projects IGA/70/FaME/10/A
utb.fulltext.faculty Faculty of Management and Economics
utb.fulltext.ou -
utb.identifier.jel -
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