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Internal model of commercial bank as an instrument for measuring credit risk of the borrower in relation to financial performance (credit scoring and bankruptcy models)

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dc.title Internal model of commercial bank as an instrument for measuring credit risk of the borrower in relation to financial performance (credit scoring and bankruptcy models) en
dc.contributor.author Belás, Jaroslav
dc.contributor.author Cipovová, Eva
dc.relation.ispartof Journal of Competitiveness
dc.identifier.issn 1804-1728 Scopus Sources, Sherpa/RoMEO, JCR
dc.date.issued 2011
utb.relation.volume 3
utb.relation.issue 4
dc.citation.spage 104
dc.citation.epage 120
dc.type article
dc.language.iso en
dc.publisher Univerzita Tomáše Bati ve Zlíně (UTB) cs
dc.publisher Tomas Bata University in Zlín en
dc.relation.uri https://www.cjournal.cz/index.php?hid=clanek&bid=archiv&cid=79&cp=
dc.subject internal rating model en
dc.subject credit scoring and bankruptcy models en
dc.subject financial performance en
dc.subject quantitative and qualitative indicators en
dc.subject validation model en
dc.subject probability of default en
dc.subject calibration model en
dc.subject cut-off strategy en
dc.description.abstract Commercial banks generally use different methods and procedures for managing credit risk. The internal rating method in which the client has an important position in the process of granting credit provides a comprehensive assessment of client creditworthiness. The aim of this article is to analyze selected theoretical, methodological and practical aspects of internal rating models of commercial banks within the context of models that measures financial performance and to make a comparison of results of real - rating models which are used in the Czech Republic and Slovakia. The results of the chosen credit scoring and bankruptcy methods on selected companies from segments of small and medium-sized companies are presented. en
utb.faculty Faculty of Management and Economics
dc.identifier.uri http://hdl.handle.net/10563/1002725
utb.identifier.rivid RIV/70883521:28120/11:00001020!RIV12-MSM-28120___
utb.identifier.obdid 43865161
utb.identifier.obdid 43867613
utb.identifier.wok 000435284900008
utb.source j-orig
dc.date.accessioned 2012-02-16T16:00:27Z
dc.date.available 2012-02-16T16:00:27Z
dc.rights Attribution 4.0 International
dc.rights.uri https://creativecommons.org/licenses/by/4.0/
dc.rights.access openAccess
utb.contributor.internalauthor Belás, Jaroslav
utb.contributor.internalauthor Cipovová, Eva
utb.fulltext.affiliation Belás Jaroslav, Cipovová Eva doc. Ing. Jaroslav Belás, PhD., Ing. Eva Cipovová Tomas Bata University in Zlín, Faculty of Management and Economics Mostní 5139, 76001 Zlín Tel: +420 576 032 417 E-mail: belas@fame.utb.cz, cipovova@fame.utb.cz
utb.fulltext.dates -
utb.fulltext.sponsorship -
utb.wos.affiliation [Belas, Jaroslav; Cipovova, Eva] Tomas Bata Univ Zlin, Fac Management & Econ, Mostni 5139, Zlin 76001, Czech Republic
utb.fulltext.projects -
utb.fulltext.faculty Faculty of Management and Economics
utb.fulltext.ou -
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Attribution 4.0 International Except where otherwise noted, this item's license is described as Attribution 4.0 International