This work touches upon the interesting spheres of risk classification, measurement and management in financial institutions. Modern banks as well as real economy agents have numerous credit risk measurement models at their disposal. However, agreement about performance of those models is not that unanimous and to some point the models are blamed for breaking out of 2007 financial crisis. In the theoretical part of the work survey of risk measurement practices is provided. Main types of risks, agents face in their day day-to-day activities, are being investigated. Special focus is paid to the credit risk as a unit of exposure and to the models and techniques of its measurement. Practical part of paper contains reconstruction and accuracy estimation of particular credit risk model (Altman Z-score). In it we simulate and compute Altman Z-score for sample of firms from two chosen sectors in United Kingdom. Main goals of the work are to test accuracy of the model by comparing its outputs to real development, and econometric testing of the specifications of the model itself.
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Mgr. Ihor Kruchynenko is a PhD student at Charles University in Prague with research interest in financial risks assessment and analysis. Mgr. Kruchynenko has earned Masters Degree in Financial Economics with in depth specialization in banking and risk management, which became a profound background for further research and academic activities.
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This work touches upon the interesting spheres of risk classification, measurement and management in financial institutions. Modern banks as well as real economy agents have numerous credit risk measurement models at their disposal. However, agreement about performance of those models is not that unanimous and to some point the models are blamed for breaking out of 2007 financial crisis. In the theoretical part of the work survey of risk measurement practices is provided. Main types of risks, agents face in their day day-to-day activities, are being investigated. Special focus is paid to the credit risk as a unit of exposure and to the models and techniques of its measurement. Practical part of paper contains reconstruction and accuracy estimation of particular credit risk model (Altman Z-score). In it we simulate and compute Altman Z-score for sample of firms from two chosen sectors in United Kingdom. Main goals of the work are to test accuracy of the model by comparing its outputs to real development, and econometric testing of the specifications of the model itself. 104 pp. Englisch. Nº de ref. del artículo: 9783659240454
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Kruchynenko IhorMgr. Ihor Kruchynenko is a PhD student at Charles University in Prague with research interest in financial risks assessment and analysis. Mgr. Kruchynenko has earned Masters Degree in Financial Economics with in depth. Nº de ref. del artículo: 5142281
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This work touches upon the interesting spheres of risk classification, measurement and management in financial institutions. Modern banks as well as real economy agents have numerous credit risk measurement models at their disposal. However, agreement about performance of those models is not that unanimous and to some point the models are blamed for breaking out of 2007 financial crisis. In the theoretical part of the work survey of risk measurement practices is provided. Main types of risks, agents face in their day day-to-day activities, are being investigated. Special focus is paid to the credit risk as a unit of exposure and to the models and techniques of its measurement. Practical part of paper contains reconstruction and accuracy estimation of particular credit risk model (Altman Z-score). In it we simulate and compute Altman Z-score for sample of firms from two chosen sectors in United Kingdom. Main goals of the work are to test accuracy of the model by comparing its outputs to real development, and econometric testing of the specifications of the model itself.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 104 pp. Englisch. Nº de ref. del artículo: 9783659240454
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Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This work touches upon the interesting spheres of risk classification, measurement and management in financial institutions. Modern banks as well as real economy agents have numerous credit risk measurement models at their disposal. However, agreement about performance of those models is not that unanimous and to some point the models are blamed for breaking out of 2007 financial crisis. In the theoretical part of the work survey of risk measurement practices is provided. Main types of risks, agents face in their day day-to-day activities, are being investigated. Special focus is paid to the credit risk as a unit of exposure and to the models and techniques of its measurement. Practical part of paper contains reconstruction and accuracy estimation of particular credit risk model (Altman Z-score). In it we simulate and compute Altman Z-score for sample of firms from two chosen sectors in United Kingdom. Main goals of the work are to test accuracy of the model by comparing its outputs to real development, and econometric testing of the specifications of the model itself. Nº de ref. del artículo: 9783659240454
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Taschenbuch. Condición: Neu. Financial Risk and Models of its Measurement: Altman's Z-Score review | This book gives overview of major financial risks and estimates performance of one of the credit risk models in practice | Ihor Kruchynenko | Taschenbuch | 104 S. | Englisch | 2012 | LAP LAMBERT Academic Publishing | EAN 9783659240454 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. Nº de ref. del artículo: 106236651
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