Issues | Sections | Authors | Keywords |
Article
Issue: | 2011 №2 (34) |
Section: | |
UDK: | 336.77.067:303.725 |
Article language: | English |
Pages: | 56-65 |
Title: | Attempt of estimating credit risk of selected banks in Poland with use of risk-neutral model |
Author: | Siarka P. |
Annotation: | This paper presents alternative approach to the issue of credit risk assessment, including the analysis of credit price conditions supposed to implicate the level of credit risk. The paper is concentrated on implementation of the risk-neutral model in order to assess credit risk of retail products, includes results of calculations carried out for selected financial institutions offering retail loans. |
Keywords: | Credit risk, Retail loans, Credit risk assessment, Risk-neutral model |
File of the article: | EV20112_056-065.pdf |