. . "Typy a mo\u017Enosti aplikace kreditn\u00EDch model\u016F"@cs . . "Typy a mo\u017Enosti aplikace kreditn\u00EDch model\u016F" . "In the paper methodology of managing credit risk is discussed. Analytical and simulation approaches are described. Ways of analysis are explained by marginal risk, economic capital etc. Illustrative example of credit risk modelling of bond portfolio by CreditMetrics methodology is presented." . "Zme\u0161kal, Zden\u011Bk" . "80-248-0534-0" . . . . . "1"^^ . "Basic applications of credit risk models"@en . "V\u0160B - TU Ostrava, Ekonomick\u00E1 fakulta" . "Ostrava" . "Basic applications of credit risk models"@en . "In the paper methodology of managing credit risk is discussed. Analytical and simulation approaches are described. Ways of analysis are explained by marginal risk, economic capital etc. Illustrative example of credit risk modelling of bond portfolio by CreditMetrics methodology is presented."@en . . "137-148" . "Neuveden" . . "RIV/61989100:27510/04:00009844" . . "P(GA402/02/1046), Z(MSM 275100015)" . . "1"^^ . "Vybran\u00E9 aspekty v\u00FDvoje \u010Desk\u00E9 ekonomiky" . . "RIV/61989100:27510/04:00009844!RIV/2005/GA0/275105/N" . "9"^^ . . "591109" . . "Typy a mo\u017Enosti aplikace kreditn\u00EDch model\u016F" . . "[14E8EABEE0E9]" . "27510" . . . . . . "In the paper methodology of managing credit risk is discussed. Analytical and simulation approaches are described. Ways of analysis are explained by marginal risk, economic capital etc. Illustrative example of credit risk modelling of bond portfolio by CreditMetrics methodology is presented."@cs . "credit risk;CreditMetrics;economic capital;marginal risk;portfolio;Monte-Carlo simulation;transformation matrices"@en . . "Typy a mo\u017Enosti aplikace kreditn\u00EDch model\u016F"@cs .