Determination of Credit Risk for Debt Assets Portfolio

Show simple item record
dc.contributor.advisorNovotný, Josef
dc.contributor.authorLiang, Nanmei
dc.contributor.refereeGuo, Haochen
dc.date.accepted2017-05-24
dc.date.accessioned2017-08-23T09:13:47Z
dc.date.available2017-08-23T09:13:47Z
dc.date.issued2017
dc.description.abstractThe goal of this thesis is to compute and compare the value of capital requirement for unexpected losses based on credit risk of ten debt assets portfolio under Basle Ⅰ, Basel Ⅱ and Basel Ⅲ and the value of economic capital by using CreditMetrics^TM model.en
dc.description.abstractThe goal of this thesis is to compute and compare the value of capital requirement for unexpected losses based on credit risk of ten debt assets portfolio under Basle Ⅰ, Basel Ⅱ and Basel Ⅲ and the value of economic capital by using CreditMetrics^TM model.cs
dc.description.department154 - Katedra financí
dc.description.resultdobřecs
dc.format.extent5243650 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.otherOSD002
dc.identifier.senderS2751cs
dc.identifier.thesisLIA0005_EKF_N6202_6202T010_2017
dc.identifier.urihttp://hdl.handle.net/10084/117768
dc.language.isoen
dc.publisherVysoká škola báňská - Technická univerzita Ostravacs
dc.rights.accessopenAccess
dc.subjectRisk managementen
dc.subjectfinancial risksen
dc.subjectcredit risken
dc.subjectdebt assets portfolioen
dc.subjectBasel agreementsen
dc.subjectCreditMetrics^TMen
dc.subjectcapital requirementen
dc.subjecteconomic capitalen
dc.subjectRisk managementcs
dc.subjectfinancial riskscs
dc.subjectcredit riskcs
dc.subjectdebt assets portfoliocs
dc.subjectBasel agreementscs
dc.subjectCreditMetrics^TMcs
dc.subjectcapital requirementcs
dc.subjecteconomic capitalcs
dc.thesis.degree-branchFinancecs
dc.thesis.degree-grantorVysoká škola báňská - Technická univerzita Ostrava. Ekonomická fakultacs
dc.thesis.degree-levelMagisterský studijní programcs
dc.thesis.degree-nameIng.
dc.thesis.degree-programHospodářská politika a správacs
dc.titleDetermination of Credit Risk for Debt Assets Portfolioen
dc.title.alternativeDeterminace kreditního rizika u portfolia dluhových aktivcs
dc.typeDiplomová prácecs

Files

Original bundle

Now showing 1 - 3 out of 3 results
Thumbnail Image
Name:
LIA0005_EKF_N6202_6202T010_2017.pdf
Size:
5 MB
Format:
Adobe Portable Document Format
Download
Thumbnail Image
Name:
LIA0005_EKF_N6202_6202T010_2017_posudek_vedouci_Novotny_Josef.pdf
Size:
282.7 KB
Format:
Adobe Portable Document Format
Description:
Posudek vedoucího – Novotný, Josef
Download
Thumbnail Image
Name:
LIA0005_EKF_N6202_6202T010_2017_posudek_oponent_Guo_Haochen.pdf
Size:
60.88 KB
Format:
Adobe Portable Document Format
Description:
Posudek oponenta – Guo, Haochen
Download

Collections

Vysokoškolské kvalifikační práce Ekonomické fakulty / Theses and dissertations of Faculty of Economics (EKF)