Publication detail

Kvantifikace úvěrového rizka na základě konceptu minimálních pojistných sazeb OECD

ZINECKER, M., NÝVLTOVÁ, R.

Original Title

Kvantifikace úvěrového rizka na základě konceptu minimálních pojistných sazeb OECD

Type

conference paper

Language

Czech

Original Abstract

x

English abstract

The effective management of credit risk is vital to the success of an export company. The quantification of credit risks is the initial point of successful management. There are several ways to measure the credit risk of the partner. This article is dedicated to Quantitative Country Risk Model, which is the part of The Knaepen Package. The QCRM work with the credit risk of the countries. Its based on the econometric model, which combinates the qualitative factors with the quantitative factors. The quantification is indicated by seven rating classes, which are validated from the country credit risks. Respectation of the rating classes is very important for the credit risks prevention. For the effective management of credit risks it is also useful to use another instruments as well (e.g. factoring, forfaing or buy-backs).

Key words in English

credit risk, OECD, Quantitative Country Risk Model

Authors

ZINECKER, M., NÝVLTOVÁ, R.

Released

1. 1. 2002

Publisher

x

Location

x

Pages from

27

Pages to

34

Pages count

8

BibTex

@inproceedings{BUT9924,
  author="Marek {Zinecker} and Romana {Čižinská}",
  title="Kvantifikace úvěrového rizka na základě konceptu minimálních pojistných sazeb OECD",
  booktitle="x",
  year="2002",
  series="x",
  pages="8",
  publisher="x",
  address="x"
}