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  • 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.
  • 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)
Title
  • Assessment of credit risk approaches in relation with competitiveness increase of the banking sector
  • Assessment of credit risk approaches in relation with competitiveness increase of the banking sector (en)
skos:prefLabel
  • Assessment of credit risk approaches in relation with competitiveness increase of the banking sector
  • Assessment of credit risk approaches in relation with competitiveness increase of the banking sector (en)
skos:notation
  • RIV/70883521:28120/12:43867934!RIV13-MSM-28120___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • V
http://linked.open...iv/cisloPeriodika
  • 4/2012
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 123828
http://linked.open...ai/riv/idVysledku
  • RIV/70883521:28120/12:43867934
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • credit risk, Standardized approach, FIRB approach, expected and unexpected loss, leverage ratio, capital adequacy, Basel III. (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [F234D1858F86]
http://linked.open...i/riv/nazevZdroje
  • Journal of Competitiveness
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 2012
http://linked.open...iv/tvurceVysledku
  • Cipovová, Eva
  • Belás, Jaroslav
issn
  • 1804-171X
number of pages
http://localhost/t...ganizacniJednotka
  • 28120
is http://linked.open...avai/riv/vysledek of
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