Modelowanie struktury portfela kredytowego banku w układzie sektorowo-przestrzennym

• Autorzy: Danuta Strahl

Warianty tytułu

Modelling the Structure of Credit Portfolio at the Sectoral and Spatial Level

• Języki publikacji: PL

Abstrakty

EN

The author presents a concept of credit risk management of the bank at the sectoral and spatial level. The concept allows for assessing the creditworthiness of a sector in the given region of the country. The structure of the credit portfolio is built up basing on the so called marginal reference system, which makes it possible to single out the sectors and regions distinctly inferior in meeting the bank's expectations. In constructing the model of the structure of credit portfolio at the sectoral and spatial level, the method of a multi-dimensional comparative analysis, including the so called aggregate measures, is used. (original abstract)

Słowa kluczowe

PL

Zarządzanie ryzykiem finansowym; Ryzyko bankowe; Portfel kredytowy

EN

Financial risk management; Banking risk; Credit portfolio

• Czasopismo: Ekonomista
• Rocznik: 1996
• Numer: nr 4
• Strony: 507--526

Twórcy

autor

Danuta Strahl