Zmienność stopy odzysku w momencie niewypłacalności w świetle teoretycznego dorobku nauk finansowych

• Autorzy: Łukasz Kozłowski
• Języki publikacji: PL

Abstrakty

Zarządzanie ryzykiem kredytowym w bankach ulega w ostatnich latach istotnym przeobrażeniom. Źródłem tych zmian jest nie tylko rozwój rynków finansowych związany z powstawaniem nowych instrumentów kredytowych, lecz przede wszystkim dynamiczny rozwój technik informatycznych, które pozwalają wdrażać skomplikowane algorytmy obliczeniowe i upowszechniać ilościowe metody analizy ryzyka kredytowego. (fragment tekstu)

Słowa kluczowe

PL

Zmienność; Stopa zwrotu; Niewypłacalność; Ryzyko kredytowe; Rynki finansowe

EN

Variability; Rate of return; Insolvency; Credit risk; Financial markets

• Czasopismo: Master of Business Administration
• Rocznik: 2008
• Tom: 16
• Numer: nr 4
• Strony: 36--47

Twórcy

autor

Łukasz Kozłowski

• Szkoła Główna Handlowa w Warszawie

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