Wyniki wyszukiwania - BazTech

Ograniczanie wyników

2 Noetzel P.

2 2011

Znaleziono wyników: 2

Liczba wyników na stronie

Wyniki wyszukiwania

Sortuj według:

Ogranicz wyniki do:

Wnioski dla urzędów regulacyjnych rynku finansowego płynące z kryzysu lat 2008-2009

Noetzel P.

Ekonomia i Zarządzanie

2011

Vol. 3, no. 2

21-37

The article presents the genesis of the financial crisis of 2008-2009 and presents some suggestions for changes in the regulatory provisions of the financial system. These amendments relate to such issues as the use of leverage by the banks and its effect on the bank's regulatory capital, granting credits, market organization and corporate governance.

Strukturalne i zredukowane modele pomiaru ryzyka kredytowego wykorzystywane w praktyce bankowej

Noetzel P.

Ekonomia i Zarządzanie

2011

Vol. 3, no. 1

36-47

This article compares four popular models of credit risk measurement in terms of the scope of information used by the models, the characteristics of the risk as subject of the modeling and their use in the management of credit portfolios. These models can be assigned to one of two classes: structural and reduced form models. Structural models base on the assumption that the modeling person has full information about the assets and liabilities of the company and based on this knowledge is able to determine the moment of a credit event. Reduced form models use only the information base that is available on the market. This gives them an advantage in practical risk evaluation. The article is a modified part of the author's doctoral dissertation titled "Use of credit derivatives in managing the debt portfolio of the bank".