Analysis of selected methods of credit risk management

Cipovová, Eva

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	-