On Estimating Business Loan Credit Risk in Slovakia

• Autorzy: L'ubomíra Gertler , Rudolf Sivák
• Języki publikacji: EN

Abstrakty

EN

Estimating business loan credit risk allows the estimation of credit risk on the potential losses the bank can suffer due to clients' defaults and their credit quality downgrading, as well as changes in other market variables. In this level, the credit rating changes of individual loans in banks' portfolios over a period of one year are analyzed. In the context of the particular analysis the value of the firm's equity and its assigned credit rating are related to the return on sector equity index. This contribution discusses the topic on assigning credit ratings for different companies in Slovakia, then analyzing the credit risk structure of companies in Slovakia, for a undertaking a possible further analysis in modelling credit risk. (original abstract)

Słowa kluczowe

EN

Bank credit; Credit risk; Banking risk

PL

Kredyt bankowy; Ryzyko kredytowe; Ryzyko bankowe

• Czasopismo: Prace Naukowe / Akademia Ekonomiczna w Katowicach
• Rocznik: 2006
• Tom: Współczesne problemy finansów, bankowości i ubezpieczeń w teorii i praktyce. T. 1
• Strony: 135--140

Twórcy

autor

L'ubomíra Gertler

• University of Economics in Bratislava, Slovakia

autor

Rudolf Sivák

• University of Economics in Bratislava, Slovakia