| Attributes | Values |
|---|
| rdf:type
| |
| Description
| - The paper deals with the quantification of potential impacts of credit risk management approaches on the financial performance using collaterals as techniques to reduce credit risk of commercial bank. The requirement to coordinate regulation of the capital adequacy has resulted from fears of central banks of the most developed countries that the capital held by banks to cover even a small loss is not sufficient. Due to the interconnection of financial markets, there is a possibility that transfer problems of individual banks and problems caused by external shocks could threaten the entire system. The article is focused on quantitative analyses of selected methods of credit risk management using collaterals in the intention of Basel II and quantification of their impact on determining the amount of equity that bank must hold. To set the optimal amount of equity related with the risk portfolio is the one of the most important precondition to increase efficiency and competitiveness of commercial banks. To explain better the usage of internal rating models and techniques reducing credit risk, the amount of capital requirements for the simulated portfolio are calculated and the obtained results within a standardized and foundation IRB approaches are compared. The achievement of higher capital requirements of Basel II doesn’t automatically mean that a bank would be safe and also profitable. The equity growth is a necessary but not sufficient condition for achieving greater security of the banking sector. In the article, methods of analysis, synthesis, and analysis of causes, induction and deduction are used. In the empirical analysis two methods of Basel II have been used and the results of calculating capital requirements have been calculated. Finally, the methods of comparison have been applied and the question which method provides the highest demand for capital has been raised and compared with other methods.
- The paper deals with the quantification of potential impacts of credit risk management approaches on the financial performance using collaterals as techniques to reduce credit risk of commercial bank. The requirement to coordinate regulation of the capital adequacy has resulted from fears of central banks of the most developed countries that the capital held by banks to cover even a small loss is not sufficient. Due to the interconnection of financial markets, there is a possibility that transfer problems of individual banks and problems caused by external shocks could threaten the entire system. The article is focused on quantitative analyses of selected methods of credit risk management using collaterals in the intention of Basel II and quantification of their impact on determining the amount of equity that bank must hold. To set the optimal amount of equity related with the risk portfolio is the one of the most important precondition to increase efficiency and competitiveness of commercial banks. To explain better the usage of internal rating models and techniques reducing credit risk, the amount of capital requirements for the simulated portfolio are calculated and the obtained results within a standardized and foundation IRB approaches are compared. The achievement of higher capital requirements of Basel II doesn’t automatically mean that a bank would be safe and also profitable. The equity growth is a necessary but not sufficient condition for achieving greater security of the banking sector. In the article, methods of analysis, synthesis, and analysis of causes, induction and deduction are used. In the empirical analysis two methods of Basel II have been used and the results of calculating capital requirements have been calculated. Finally, the methods of comparison have been applied and the question which method provides the highest demand for capital has been raised and compared with other methods. (en)
|
| Title
| - Impacts of selected methods of credit risk management on bank's perfomance
- Impacts of selected methods of credit risk management on bank's perfomance (en)
|
| skos:prefLabel
| - Impacts of selected methods of credit risk management on bank's perfomance
- Impacts of selected methods of credit risk management on bank's perfomance (en)
|
| skos:notation
| - RIV/70883521:28120/12:43868481!RIV13-MSM-28120___
|
| http://linked.open...avai/predkladatel
| |
| http://linked.open...avai/riv/aktivita
| |
| http://linked.open...avai/riv/aktivity
| |
| 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
| |
| http://linked.open...ai/riv/idVysledku
| - RIV/70883521:28120/12:43868481
|
| http://linked.open...riv/jazykVysledku
| |
| http://linked.open.../riv/klicovaSlova
| - credit risk management, collateral, internal rating model, financial performance of bank (en)
|
| http://linked.open.../riv/klicoveSlovo
| |
| http://linked.open...ontrolniKodProRIV
| |
| http://linked.open...v/mistoKonaniAkce
| |
| http://linked.open...i/riv/nazevZdroje
| - Proceedings of the 8th European Conference on Management, Leadership and Governance
|
| http://linked.open...in/vavai/riv/obor
| |
| http://linked.open...ichTvurcuVysledku
| |
| http://linked.open...cetTvurcuVysledku
| |
| http://linked.open...UplatneniVysledku
| |
| http://linked.open...iv/tvurceVysledku
| - Cipovová, Eva
- Belás, Jaroslav
|
| http://linked.open...vavai/riv/typAkce
| |
| http://linked.open.../riv/zahajeniAkce
| |
| issn
| |
| number of pages
| |
| http://purl.org/ne...btex#hasPublisher
| - Academic Publishing International Limited
|
| https://schema.org/isbn
| |
| http://localhost/t...ganizacniJednotka
| |
| is http://linked.open...avai/riv/vysledek
of | |
![[RDF Data]](/fct/images/sw-rdf-blue.png)
![[cxml]](/fct/images/cxml_doc.png)
![[csv]](/fct/images/csv_doc.png)
![[text]](/fct/images/ntriples_doc.png)
![[turtle]](/fct/images/n3turtle_doc.png)
![[ld+json]](/fct/images/jsonld_doc.png)
![[rdf+json]](/fct/images/json_doc.png)
![[rdf+xml]](/fct/images/xml_doc.png)
![[atom+xml]](/fct/images/atom_doc.png)
![[html]](/fct/images/html_doc.png)