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dc.contributor.advisorNovotný, Josef
dc.contributor.authorTian, Yuan
dc.date.accessioned2016-11-01T13:24:05Z
dc.date.available2016-11-01T13:24:05Z
dc.date.issued2016
dc.identifier.otherOSD002cs
dc.identifier.urihttp://hdl.handle.net/10084/113578
dc.descriptionImport 02/11/2016cs
dc.description.abstractThere are several categories of risks in the banking sector, but the most important risk is credit risk. The main objective of this thesis is to determine and then compare the value of regulatory capital requirement for unexpected losses from credit risk of ten debt assets portfolio under Basel agreements, including Basel I, Basel II, and Basel III, and the value of economic capital by using the CreditMetrics™ model.en
dc.description.abstractThere are several categories of risks in the banking sector, but the most important risk is credit risk. The main objective of this thesis is to determine and then compare the value of regulatory capital requirement for unexpected losses from credit risk of ten debt assets portfolio under Basel agreements, including Basel I, Basel II, and Basel III, and the value of economic capital by using the CreditMetrics™ model.cs
dc.format.extent2223557 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoen
dc.publisherVysoká škola báňská - Technická univerzita Ostravacs
dc.subjectCredit risk, risk management and models, CreditMetrics, Basel I, Basel II, Basel III, value of the portfolio, calculation of credit risken
dc.subjectCredit risk, risk management and models, CreditMetrics, Basel I, Basel II, Basel III, value of the portfolio, calculation of credit riskcs
dc.titleDetermination of Credit Risk for Debt Assets Portfolioen
dc.title.alternativeDeterminace kreditního rizika u portfolia dluhových aktivcs
dc.typeDiplomová prácecs
dc.contributor.refereeMelecký, Aleš
dc.date.accepted2016-05-24
dc.thesis.degree-nameIng.
dc.thesis.degree-levelMagisterský studijní programcs
dc.thesis.degree-grantorVysoká škola báňská - Technická univerzita Ostrava. Ekonomická fakultacs
dc.description.department154 - Katedra financí
dc.thesis.degree-programHospodářská politika a správacs
dc.thesis.degree-branchFinancecs
dc.description.resultvýborněcs
dc.identifier.senderS2751cs
dc.identifier.thesisTIA0007_EKF_N6202_6202T010_2016
dc.rights.accessopenAccess


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