Kontaktujte nás | Jazyk: čeština English
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 | - |