• 主题
高级搜索  >
历史搜索 清空历史
首页> 外文会议>Advances in economics, risk management, political and law science >Experimental verification of the quality and accuracy of internal rating model of the commercial bank
【24h】

Experimental verification of the quality and accuracy of internal rating model of the commercial bank

机译：商业银行内部评级模型质量与准确性的实验验证

获取原文
获取原文并翻译 | 示例
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

To access the credit quality of the clients, internal rating models are used by commercial banks. In this article we experimentally verify the accuracy of a particular model, which is used by commercial bank in the Czech Republic for the segment of small and medium enterprises. In this experiment, we proceeded as follows. First, we defined the financial parameters of a small company, which we consider as a company with extremely good financial situation. We verified our assumptions by Kralicek Quicktest and Credit Solvency Index. We compared results of this test with the bank's internal rating models. Next, we modeled the different values of the company's financial indicators to determine which indicators bring the most important impacts on the final rating in the bank. Finally, using the experimental approach, we sought the best possible internal rating of our company. The results of this experiment are surprising. The model evaluates an excellent company as a negative subject. The model is less sensitive to significant changes in key financial indicators to determine the loan repayment.
机译：为了获得客户的信用质量，商业银行使用内部评级模型。在本文中，我们通过实验验证了特定模型的准确性，该模型已被捷克共和国的商业银行用于中小型企业细分市场。在该实验中，我们进行如下操作。首先，我们定义了一家小公司的财务参数，我们认为这是一家财务状况非常好的公司。我们通过Kralicek Quicktest和信用偿付能力指数验证了我们的假设。我们将此测试的结果与银行的内部评级模型进行了比较。接下来，我们对公司财务指标的不同值进行建模，以确定哪些指标对银行的最终评级具有最重要的影响。最后，通过实验方法，我们寻求了公司的最佳内部评级。该实验的结果令人惊讶。该模型将优秀公司评估为负面主题。该模型对确定贷款还款的关键财务指标的重大变化不太敏感。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号