Pokročilé metody řízení úvěrového rizika v rámci Basel II: Přechod na IRB a specializované úvěrové expozice
Adoption of internal rating based approach (IRB) for credit risk is a complex and sophisticated process. It assumes a number of requirements, improving of entire procedures and methods and sufficiency of experiences and data quality. The aim of this thesis is to show that transition to IRB approach...
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| Format: | Dissertation |
| Language: | Czech |
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2009
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| Online Access: | http://www.nusl.cz/ntk/nusl-454496 |