Scoring and rating tools and their implementation in the context of Basle II in Slovakia
|Author:||Mgr. Bronislava Šišláková|
|Year:||2005 - summer|
|Leaders:|| prof. PhDr. Petr Teplý Ph.D.
|Work type:|| Finance and Banking
|Awards and prizes:|
|Abstract:||Importance of management of credit risk has been growing since the impact on the stability of worldwide banking system is enormous. Diploma thesis concentrates on the regulation of the credit risk in the New Basel Capital Accord, which should become valid soon. It also deals with the requirements which the New Accord implies on the Slovak banking sector. Implementation of the Basel II requirements brings many problems, among those the most important is insufficiency of suitable data and therefore problems with validating rating models. Due to the specific features of the Slovak banking sector and the focus on the quality of the data supplied, it is not yet possible for the Slovak banks to implement models created and used by their mother banks.|