Macro- and Microeconomic Determinants of Credit Portfolio Quality in Polish Banks

• Autorzy: Maciej S. Wiatr
• Języki publikacji: EN

Abstrakty

EN

A quality of asset management in a commercial bank depends on the process of building a credit portfolio. Classic bank operations dominate in a commercial bank's asset allocation, and generate the highest risk. Meanwhile, in recent years regressive trends have been observed in quality of a credit portfolio. They were caused by external factors (the macro-economic environment of banks and their clients) and, mostly, by inconsistent ways of estimating individual credit risk. This article attempts to analyse some elements of change in evaluation of creditworthiness, and their effect upon a statistical dimension of credit portfolio quality. (fragment of text)

Słowa kluczowe

EN

Credit portfolio; Banks; Commercial banks

PL

Portfel kredytowy; Banki; Banki komercyjne

• Czasopismo: Studia i Prace Kolegium Zarządzania i Finansów / Szkoła Główna Handlowa
• Rocznik: 2003
• Numer: z. 33
• Strony: 60--69

Twórcy

autor

Maciej S. Wiatr

• Warsaw School of Economics, Poland

Bibliografia

• Gadomski G., Spokojny początek roku, "Finansista" No. 2, 2002.
• Niedaleki koniec swobody, an interview with W. Kwaśniak, the General Inspector of Banking Supervision, "Bank" No. 2, 2002.
• Kulczycki W., Nadmierny rygoryzm, "Gazeta Bankowa", March 19-25, 2002.