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Assessment of credit risk approaches in relation with competitiveness increase of the banking sector

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dc.title Assessment of credit risk approaches in relation with competitiveness increase of the banking sector en
dc.contributor.author Cipovová, Eva
dc.contributor.author Belás, Jaroslav
dc.relation.ispartof Journal of Competitiveness
dc.identifier.issn 1804-171X Scopus Sources, Sherpa/RoMEO, JCR
dc.identifier.issn 1804-1719 Scopus Sources, Sherpa/RoMEO, JCR
dc.date.issued 2012
utb.relation.volume 4
utb.relation.issue 2
dc.citation.spage 69
dc.citation.epage 84
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.identifier.doi 10.7441/joc.2012.02.05
dc.relation.uri https://www.cjournal.cz/index.php?hid=clanek&bid=archiv&cid=96&cp=
dc.subject credit risk en
dc.subject standardized approach en
dc.subject FIRB approach en
dc.subject expected and unexpected loss en
dc.subject leverage ratio en
dc.subject capital adequacy en
dc.subject Basel III en
dc.description.abstract The article is focused on a presentation and analysis of selected methods of credit risk management in relation with competitiveness increase of the banking sector. The article is defined credit risk approaches under the Basel III gradually. Aim of this contribution constitutes various methods of credit risk management and effects of their usage on regulatory capital amount in respect of corporate exposures. Optimal equity amount in relation to the risk portfolio presents an essential prerequisite of performance and competitiveness growth of commercial banks. Gradually capital requirements using Standardized Approach and Internal Based Approach in a case of used and unused techniques of credit risk reduce has been quantified. We presume that sophisticated approach means significant saving for bank’s equity which increases competitiveness of banking sector also. Within the article, quantification of capital savings in case of Standardized (with and without assigned external ratings) and Foundation Internal Based Approach at the selected credit portfolio has been effected. en
utb.faculty Faculty of Management and Economics
dc.identifier.uri http://hdl.handle.net/10563/1002896
utb.identifier.rivid RIV/70883521:28120/12:43867934!RIV13-MSM-28120___
utb.identifier.obdid 43868025
utb.identifier.wok 000435290700005
utb.source j-orig
dc.date.accessioned 2012-07-13T13:47:50Z
dc.date.available 2012-07-13T13:47:50Z
dc.description.sponsorship [IGA/FaME/2012/12]
dc.rights Attribution 4.0 International
dc.rights.uri https://creativecommons.org/licenses/by/4.0/
dc.rights.access openAccess
utb.contributor.internalauthor Cipovová, Eva
utb.contributor.internalauthor Belás, Jaroslav
utb.wos.affiliation [Cipovova, Eva; Belas, Jaroslav] Tomas Bata Univ Zlin, Fac Management & Eam, Mostni 5139, Zlin 76001, Czech Republic
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Attribution 4.0 International Except where otherwise noted, this item's license is described as Attribution 4.0 International