About: Experimental verification of the quality and accuracy of internal rating model of the commercial bank

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	To access the credit quality of the clients, internal rating models are used by commercial banks. In this article we experimentally verify the accuracy of a particular model, which is used by commercial bank in the Czech Republic for the segment of small and medium enterprises. In this experiment, we proceeded as follows. First, we defined the financial parameters of a small company, which we consider as a company with extremely good financial situation. We verified our assumptions by Kralicek Quicktest and Credit Solvency Index. We compared results of this test with the bank's internal rating models. Next, we modeled the different values of the company's financial indicators to determine which indicators bring the most important impacts on the final rating in the bank. Finally, using the experimental approach, we sought the best possible internal rating of our company. The results of this experiment are surprising. The model evaluates an excellent company as a negative subject. The model is less sensitive to significant changes in key financial indicators to determine the loan repayment. To access the credit quality of the clients, internal rating models are used by commercial banks. In this article we experimentally verify the accuracy of a particular model, which is used by commercial bank in the Czech Republic for the segment of small and medium enterprises. In this experiment, we proceeded as follows. First, we defined the financial parameters of a small company, which we consider as a company with extremely good financial situation. We verified our assumptions by Kralicek Quicktest and Credit Solvency Index. We compared results of this test with the bank's internal rating models. Next, we modeled the different values of the company's financial indicators to determine which indicators bring the most important impacts on the final rating in the bank. Finally, using the experimental approach, we sought the best possible internal rating of our company. The results of this experiment are surprising. The model evaluates an excellent company as a negative subject. The model is less sensitive to significant changes in key financial indicators to determine the loan repayment. (en)
Title	Experimental verification of the quality and accuracy of internal rating model of the commercial bank Experimental verification of the quality and accuracy of internal rating model of the commercial bank (en)
skos:prefLabel	Experimental verification of the quality and accuracy of internal rating model of the commercial bank Experimental verification of the quality and accuracy of internal rating model of the commercial bank (en)
skos:notation	RIV/70883521:28120/12:43867948!RIV13-MSM-28120___
http://linked.open...avai/predkladatel	Fakulta managementu a ekonomiky
http://linked.open...avai/riv/aktivita	S
http://linked.open...avai/riv/aktivity	S
http://linked.open...vai/riv/dodaniDat	2013
http://linked.open...aciTvurceVysledku	Cipovová, Eva Belás, Jaroslav
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Tomáše Bati ve Zlíně / Fakulta managementu a ekonomiky
http://linked.open...dnocenehoVysledku	135665
http://linked.open...ai/riv/idVysledku	RIV/70883521:28120/12:43867948
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	commercial bank, internal rating model, the quality and accuracy of the model (en)
http://linked.open.../riv/klicoveSlovo	internal rating model commercial bank the quality and accuracy of the model
http://linked.open...ontrolniKodProRIV	[82B01B6736F2]
http://linked.open...v/mistoKonaniAkce	Zlín
http://linked.open...i/riv/mistoVydani	Zlin
http://linked.open...i/riv/nazevZdroje	Advances in Economics, Risk Management, Political and Law Science
http://linked.open...in/vavai/riv/obor	AE
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...UplatneniVysledku	2012
http://linked.open...iv/tvurceVysledku	Cipovová, Eva Belás, Jaroslav
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2012-09-20 (xsd:date)
issn	2227-460X
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	WSEAS Press
https://schema.org/isbn	978-1-61804-123-4
http://localhost/t...ganizacniJednotka	28120
is http://linked.open...avai/riv/vysledek of	Experimental verification of the quality and accuracy of internal rating model of the commercial bank

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