Original title: Methodological problems of quantitative credit risk modeling in the Czech economy
Authors: Derviz, Alexis ; Kadlčáková, Narcisa
Document type: Research reports
Year: 2001
Language: eng
Publisher: Česká národní banka
Series: Working paper series, volume: 39/2001
Abstract: This paper reviews the guidelines of “The New Basle Capital Accord” (NBCA) and four internal models of credit risk assessment. It treats them from the point of view of their underlying concepts, the institutional pre-conditions of their implementation and data requirements. We specially focus on the possibilities, difficulties and consequences of their application to the banking sector in the Czech Republic.
Keywords: business risks; credit risk; credits; Czech national bank; financial analysis; finanční analýza; obchodní rizika; úvěry
Rights: This work is protected under the Copyright Act No. 121/2000 Coll.

Institution: The Czech National Bank (web)

Permalink: http://www.nusl.cz/ntk/nusl-123913


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