Commercial bank credit risk evaluation and management problems, the necessity of loan portfolio analysis and its goals …, also foreign countries experience are examined in this final master‘s thesis.In the first chapter, credit risk theoretical … background is researched. It consists of credit risk conception, main banks‘ risks and their influence on loan portfolio …

This master’s final paper is formulate Lithuania banks operating in the natural and legal persons of credit principles … to the management of bank credit, to provide the most popular credit risk management techniques, to assess the credit … service analysis methods. In detail by the AB DnB NORD bank credit analysis services, and forecasts for the credit. Confirmed …

individual company loans. The risk information is either provided by external credit assessment agencies („Standard Approach”) or … IRB-Approach ? 3. Which welfare differences result from the application of two different credit rating regimes ? 4. Do … from the increased credit risk quantification abilities of IRB-banks. The economic model that focuses on this trade …

This dissertation consists of three essays which are all devoted to the credit risk of non-financial companies and … three specific aspects, which, I argue, are especially important for the credit risk of the firm, but have not been given …Diese Dissertation besteht aus drei eigenständigen theoretischen Aufsätzen, in denen das Kreditrisiko von Firmen, die …

about the quality of securitized debt between originator and investors. Investors insist on credit enhancements which … and the credit spread of the lowest rated tranche.Chapter 2 analyzes the premia of tranches in synthetic CDO …-transactions. These premia are credit spreads on top of the risk free interest rate and compensate investors for the expected annualized …

This thesis aims at analyzing the impact of model specification on credit rating models as used by banks to forecast … credit default probabilities. The well-established logit model is extended in various directions. Implications are discussed … models offer well interpretable credit rating models with high forecasting power. …

Recent theoretical research on rotating savings and credit associations (Roscas) suggests that identical individuals … impatience and risk aversion in a non-trivial way.In an empirical study, data from 23 rotating savings and credit associations …

more on its ability to assess credit worthiness of potential borrowers and provide credit, than on static measures of … impact of ownership and reforms on credit infusion, which is a major determinant of economic growth. Specifically, there is … be aggressive in credit markets of emerging economies. The policy implication of our paper is that it provides a strong …

This thesis studies the role of banks in the transmission of nominal shocks into credit markets in emerging countries … credit, affecting the financing possibilities of bank-dependent firms and amplifying the effects of monetary shocks on …