Temat: Credit - Prolib Integro

Skocz do pozycji: 1.

Tytuł:: Analiza, szacowanie poziomu i zarządzanie ryzykiem kredytowym
Analysis, Level Estimation and Management of Credit Risk
Autorzy:: Borawska, Anna
Tematy:: kredyt
zdolność kredytowa
ryzyko kredytowe
credit-scoring
strategia kredytowa
monitoring kredytowy
credit
credit capacity
credit risk
credit strategy
credit monitoring; Pokaż więcej
Wydawca:: Katolicki Uniwersytet Lubelski Jana Pawła II. Towarzystwo Naukowe KUL
Powiązania:: https://bibliotekanauki.pl/articles/1849809.pdf Link otwiera się w nowym oknie
Opis:: Credit risk is an indispensable factor for banks. It means that there is a danger for the borrower not to fulfil his or her liabilities and the conditions of the credit contract, facts that would expose a bank to financial losses. Therefore the constant tendency is to minimise the level of the credit risk. The most important mechanism to reduce the individual risk is to examine the credit capacity of a potential borrower. Now as regards the wallet risk, one most often diversifies the overall credit engagement of the bank. Giving a loan is dependent on the credit capacity of the borrowers, which is understood as the capacity to pay back the loan together with interest in due term. Credit-scoring is a continuous process, thus it is extremely important to monitor borrowers as one of the tools to ensure a proper structure and quality of the credit wallet of the bank. The measurement of credit risk is indispensable during the whole process of crediting, hence also while the credit contract is valid. The grounds of the management of credit risk is the credit policy of the bank. This policy together with the instruments of risk management allow us to effectively manage the risk, a fact that contributes to the bank’s success.
Dostawca treści:: Biblioteka Nauki

Artykuł

na półce

Skocz do pozycji: 2.

Tytuł:: Requirements for intermediaries and advisors in the area of mortgages resulting from Mortgage Credit Directive – implications for Poland
Autorzy:: Waliszewski, Krzysztof
Tematy:: credit intermediaries
credit advisors
mortgage credit market
Mortgage Credit Directive (MCD); Pokaż więcej
Wydawca:: Wyższa Szkoła Informatyki i Zarządzania z siedzibą w Rzeszowie
Powiązania:: https://bibliotekanauki.pl/articles/599480.pdf Link otwiera się w nowym oknie
Opis:: The dynamic development of the mortgage market, especially in the period before the current financial crisis, revealed that within the EU there are local mortgage credit markets and that it is necessary to harmonize the rules of the system and consumer protection within the Community. The intention of the creators of the Mortgage Credit Directive was to organize the mortgage lending market for residential purposes and make it transparent, as well as increase the safety of the consumer credit market, along the lines of what took place earlier in the consumer credit market regulations (The Consumer Credit Directives no. 2008/48/EC and earlier no. 87/102/EEC). The Mortgage Credit Directive implies for lenders - credit institutions to act at every stage of the lending process with respect to the consumer’s interest and to provide them with adequate services for their needs. Due to the large role of indirect distribution channels of mortgages by banks there are certain requirements for intermediaries, brokers and credit advisors. The implementation term of the Directive, appointed for March 2016, implies action to be taken in order to implement the provisions of this Directive into Polish law. The legislative process is being conducted by the Ministry of Finance and supported by the Group on implementation of the Mortgage Credit Directive operating with the Council of Financial Market Development.
Dostawca treści:: Biblioteka Nauki

Artykuł

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Skocz do pozycji: 3.

Tytuł:: A comparative study of corporate credit ratings prediction with machine learning
Autorzy:: Doğan, Seyyide
Büyükkör, Yasin
Atan, Murat
Tematy:: credit rating
credit risk
machine learning; Pokaż więcej
Wydawca:: Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Powiązania:: https://bibliotekanauki.pl/articles/2175830.pdf Link otwiera się w nowym oknie
Opis:: Credit scores are critical for financial sector investors and government officials, so it is important to develop reliable, transparent and appropriate tools for obtaining ratings. This study aims to predict company credit scores with machine learning and modern statistical methods, both in sectoral and aggregated data. Analyses are made on 1881 companies operating in three different sectors that applied for loans from Turkey’s largest public bank. The results of the experiment are compared in terms of classification accuracy, sensitivity, specificity, precision and Mathews correlation coefficient. When the credit ratings are estimated on a sectoral basis, it is observed that the classification rate considerably changes. Considering the analysis results, it is seen that logistic regression analysis, support vector machines, random forest and XGBoost have better performance than decision tree and k-nearest neighbour for all data sets.
Dostawca treści:: Biblioteka Nauki

Artykuł

na półce

Skocz do pozycji: 4.

Tytuł:: Estimating credit risks impact on economic security of a bank
Autorzy:: Khudolii, Yuliia
Volkova, Valeria
Volkova, Nelia
Wydawca:: Akademia Zarządzania (Academy of Management) Wydział Inżynierii Zarządzania Politechniki Białostockiej
Cytata wydawnicza:: N. Volkova, V. Volkova, Y. Khudolii, Estimating credit risks impact on economic security of a bank, Academy of Management 2017, 1(1), s. 108-123
Opis:: This article focuses on a number of issues concerning bank risks estimation. First, it defines the main purpose of risk management in banking. Also, it characterizes contemporary ap-proaches to defining the essence of economic security of a bank, as well as highlighting the internal and external factors affecting it. In addition, we introduce risk structure of Ukrain-ian banks and investigate the dynamics of their loan portfolio. We determine the amount of arrears in client loan portfolio of Ukrainian banks, to justify their level of income and expenses. Together with analysing the credit risk of PJSC CB “PrivatBank” and proposing risk reduction measures in Ukrainian banking system.
Dostawca treści:: Repozytorium Centrum Otwartej Nauki

Artykuł

na półce

Skocz do pozycji: 5.

Tytuł:: Oczekiwanie zmiany nastawienia credit ratings banków a kursy akcji przy uwzględnieniu poziomu rozwoju gospodarczego kraju
Autorzy:: Chodnicka-Jaworska, Patrycja
Tematy:: Credit risk, Credit rating, Shares prices, Banks; Pokaż więcej
Wydawca:: Szkoła Główna Handlowa w Warszawie
Powiązania:: https://bibliotekanauki.pl/articles/630261.pdf Link otwiera się w nowym oknie
Opis:: The aim of the paper is verification of the following hypothesis the share prices of banks have stronger reaction to bank credit rating announcements changes for a downgrade, both in developed and developing economies. The analysis(event study method) has been based on data from Thomson Reuters for the years 1980-2015 for 24 countries. Outlooks and watch lists proposed by all credit rating agencies have been used as an independent variable. Daily differences between the logarithmized rates of return of banks' shares have been used as dependent variable.
Dostawca treści:: Biblioteka Nauki

Artykuł

na półce

Skocz do pozycji: 6.

Tytuł:: Modern Cooperation Between Ukraine and the IMF: Dynamics, Trends and Problems
Autorzy:: Myskiv, Galina
Нalkiv, Lyubov
Tematy:: credit, credit program, IMF, foreign creditors, economy; Pokaż więcej
Wydawca:: Uniwersytet Marii Curie-Skłodowskiej. Wydawnictwo Uniwersytetu Marii Curie-Skłodowskiej
Powiązania:: https://bibliotekanauki.pl/articles/633701.pdf Link otwiera się w nowym oknie
Opis:: Purpose –The paper considers and analyzes IMF’s credit activity in Ukraine in the years 1994–2016.Methodology – To achieve this, the analysis of data presented in the period 1994–2016 at IMF official website, the Ministry of Finance of Ukraine and the National Bank was undertaken. Some key documents of IMF were also taken into consideration. Findings – The authors examined the indicators of lending activity between the IMF and Ukraine and identified the positive and negative impact of it on the national economy. In addition, the authors emphasize the problems that accompany loans for Ukraine and propose the ways to increase efficiencyOriginality/Value – The paper presents role of IMF in effective development of the country, potential opportunities and threats, and emerging trends.Paper classification – Research paper.
Dostawca treści:: Biblioteka Nauki

Artykuł

na półce

Skocz do pozycji: 7.

Tytuł:: CAMEL – ocena ryzyka w estymacji ratingów banków europejskich
CAMEL – estimation method European banks’ credit ratings
Autorzy:: Chodnicka-Jaworska, Patrycja
Tematy:: CAMEL
Credit rating
Ryzyko kredytowe
Credit risk; Pokaż więcej
Wydawca:: Uniwersytet Ekonomiczny w Katowicach
Powiązania:: https://bibliotekanauki.pl/articles/585611.pdf Link otwiera się w nowym oknie
Opis:: Celem artykułu jest analiza istotności wpływu determinant CAMEL w procesie nadawania noty ratingowej bankom. W związku z tym dokonano przeglądu literatury i na tej podstawie postawiono następującą hipotezę badawczą: czynniki CAMEL wpływają w sposób istotny statystycznie na credit rating banków europejskich. Do badania wykorzystano długoterminowe noty ratingowe nadawane bankom europejskim na koniec kwartału przez trzy największe agencje ratingowe. Jako zmienne niezależne zastosowano wskaźniki finansowe oraz zmienne makroekonomiczne zgromadzone z baz Thomson Reuters oraz Banku Światowego. W badaniu zastosowano modele panelowe.
The goal of the article is to analyse the statistically significance of the impact of CAMEL factors on the banks’ credit ratings method. As a result it has been made a literature review and put hypothesis seems as follows: CAMEL factors influence statistically significantly on European banks’ credit ratings. In the research, there have been used the long term issuer credit ratings given European banks at the end of the quarterly by the biggest three credit rating agencies. As independent variables, there have been taken financial indicators and macroeconomic variables collected from the Thomson Reuters and World Bank databases. In the research, there have been proposed panel data models.
Dostawca treści:: Biblioteka Nauki

Artykuł

na półce

Skocz do pozycji: 8.

Tytuł:: Financial Deepening in Mexico
Autorzy:: Herman, Alexander
Klemm, Alexander
Tematy:: Mexico
credit gap
credit growth
financial development; Pokaż więcej
Wydawca:: Uniwersytet Warszawski. Wydawnictwo Naukowe Wydziału Zarządzania
Powiązania:: https://bibliotekanauki.pl/articles/2040976.pdf Link otwiera się w nowym oknie
Opis:: International comparisons reveal that – even controlling for a host of explanatory factors – credit depth is exceptionally low in Mexico. Using panel data methods linking credit growth and fundamentals, this paper estimates a long-term gap between actual and expected credit of about 40 percent of GDP. Possible explanations include the history of banking crises, the large informal sector and an inefficient legal system. Using a disequilibrium regression approach, this paper also finds that supply factors are particularly important as determinants of credit in Mexico. Recent financial reforms address many of the supply constraints, but their success will depend on implementation. The main challenge going forward will be to support financial deepening, while limiting risks to financial stability.
Dostawca treści:: Biblioteka Nauki

Artykuł

na półce

Skocz do pozycji: 9.

Tytuł:: Rozwój rynku kredytu konsumenckiego w Polsce
Consumer credit market development in Poland
Autorzy:: Koźmińska, Karolina
Opis:: The goal of the dissertation is to show ongoing changes in the market of consumer credits in Poland during recent years. On the basis of data published mainly by KNF and NBP, an in-depth analysis of changes in value and structure of consumer credits together with the ongoing changes in credit policies. The dissertation also describes a problem of consumer protection on the market of consumer credit in Poland and European Union.
Celem pracy jest przedstawienie zmian zachodzących na rynku kredytu konsumenckiego w Polsce w ostatnich latach. Na podstawie danych pochodzących głównie z KNF oraz NBP szczególnej analizie poddane zostały zmiany wielkości i struktury kredytów konsumenckich w Polsce oraz zmiany zachodzące w polityce kredytowej banków. W pracy poruszono również zagadnienia ochrony konsumenta kredytu konsumenckiego w Unii Europejskiej i w Polsce.
Dostawca treści:: Repozytorium Uniwersytetu Jagiellońskiego

Inne

na półce

Skocz do pozycji: 10.

Tytuł:: Wpływ ratingów kredytowych państw europejskich na koszt kapitału
Autorzy:: Chodnicka, Patrycja
Tematy:: credit ratings, interest rate, credit risk; Pokaż więcej
Wydawca:: Szkoła Główna Handlowa w Warszawie
Powiązania:: https://bibliotekanauki.pl/articles/630042.pdf Link otwiera się w nowym oknie
Opis:: The purpose of this paper is to analyze the impact of the countries’ credit ratingson the cost of capital through review of the subject literature and panel datamodels for the 35 European countries for the period 2005–2013.
Dostawca treści:: Biblioteka Nauki

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