Credit risk analysis based on pillar Basel II

被引：0

作者：

Sivak, Rudolf ^{[1
]}

Gertler, Lubomira ^{[1
]}

机构：

[1] Ekon Univ Bratislave, Narodohospodarska Fak, Katedra Financii, Bratislava 85235, Slovakia

来源：

RIZENI A MODELOVANI FINANCNICH RIZIK | 2008年

关键词：

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

Credit risk analysis based on pillar Basel II. Article discusses the theoretical approaches in measuring credit risk wih the aim at pillar I techniques for defining the regulatory capital. The analysis is based on the comparison of standardized and IRB approaches calculating a real value of a selected portfolio for regulatory capital purposes. The aim is to compare approaches and results within different time horizons and different rating categories. Segments considered are divided into corporate and retail customers.

引用

页码：238 / 247

页数：10

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