Credit Risk Monitoring in the Czech Banking Sector: Early Warning Model - Couverture souple

Mu?í?ek, Pavel

 
9783844317725: Credit Risk Monitoring in the Czech Banking Sector: Early Warning Model
Couverture souple
ISBN 10 : 3844317724 ISBN 13 : 9783844317725
Editeur : LAP LAMBERT Academic Publishing, 2011

Synopsis

The aim of this book is in the first place to show how to deal with a credit risk, and which tools the Czech banking sector uses to minimize it (based on the adequate literature and own experience). In the second place, the aim is to find out the reliable logit model estimating the probability of default during the short period based on available data (in the time of economic crisis in the Czech environment). In the first part of the book I am describing the development of Non-performing loans before and during the current financial crisis together with the results of the CNB's stress tests. Next chapter describes the credit risk with the emphasis on the credit monitoring, including the most frequently used monitoring tools. Final part turns us to the most important EWM model. The strictly confidential banking data (credit account turnovers, credit contract), together with data from the financial statements and CRU registry are the inputs to the Model. The Model should work as an early warning signal detection thanks to the estimate of probability of default (more specifically the watch loan classification or worse) during the next three months.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

The aim of this book is in the first place to show how to deal with a credit risk, and which tools the Czech banking sector uses to minimize it (based on the adequate literature and own experience). In the second place, the aim is to find out the reliable logit model estimating the probability of default during the short period based on available data (in the time of economic crisis in the Czech environment). In the first part of the book I am describing the development of Non-performing loans before and during the current financial crisis together with the results of the CNB's stress tests. Next chapter describes the credit risk with the emphasis on the credit monitoring, including the most frequently used monitoring tools. Final part turns us to the most important EWM model. The strictly confidential banking data (credit account turnovers, credit contract), together with data from the financial statements and CRU registry are the inputs to the Model. The Model should work as an early warning signal detection thanks to the estimate of probability of default (more specifically the watch loan classification or worse) during the next three months.

Biographie de l'auteur

Pavel Mu?í?ek, Master in Economics: Studied Finance, Financial Markets and Banking at Charles University. Credit Monitoring Analyst at UniCredit Bank, a.s., Prague.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2011
Langue
anglais
ISBN 10 
3844317724
ISBN 13 
9783844317725
Reliure
Broché
Nombre de pages
80
Coordonnées du fabricant
non disponible
Personne responsable
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