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The prevalence of credit risk in Greek Banking: Risk management methodology for evaluating corporate credit risk and Greek Business Environment

机译：希腊银行业信用风险的普遍存在：评估企业信用风险和希腊商业环境的风险管理和方法

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Our article consists of the following 4 parts: - In the first part: documented the importance of credit risk with the presentation - analysis of the growth of 6 Greek major financial institutions loan portfolio, for the period 2001 to 2008 and comparison of the loan amount with their own funds and total assets them (based on published accounts). - In the second part: we refer to the approval and monitoring procedures that should be followed by banks using the internal ratings (IRB) methods for corporate loans. Our interest is focused on linking credit ratings to the terms of financing (collateral costs) and on the importance of evaluation / assessment and collateral for the balance of exposures. For typesetting the above is estimated the Risk Weight Assets for PD rating scale (National Bank of Greece published data) and relevant Figure/diagram. - In the third part: we analyse the methodology of key criteria for evaluating the creditworthiness of companies. At the same time for a short description of Greek Business environment we used the -List Easy of Doing Business index 2010- of the World Bank and the results of the assessment of business sectors in Greece according to the model of Credit Risk Tracker Greece's Standard & Poor's, as published by the Hellastat. (The key criteria for evaluating creditworthiness of companies mainly come from research on the websites of the companies Fitch, S & P, Moody's KMV, Hellastat, Easy of Doing Business index). - In fourth part: presented, properly treated, the results of empirical research conducted through distribution of questionnaire to 25 experienced in Risk Management, executives, which was called to assess 20 companies on the basis of their specific quantitative and qualitative characteristics. Finally it is noted that in this final part are also presented all the findings and related conclusions, resulting from the scientific research throughout this paper.
机译：本文由以下4部分组成：-第一部分：通过演示记录了信用风险的重要性-分析了6家希腊主要金融机构2001年至2008年贷款组合的增长以及贷款额的比较拥有自己的资金和总资产（基于已发布的帐户）。 -在第二部分中：我们指的是银行应使用内部评级（IRB）方法对公司贷款进行审批和监督的程序。我们的兴趣集中在将信用等级与融资条款（抵押成本）联系起来，以及评估/评估和抵押对平衡风险敞口的重要性。为了进行排版，上面估计的是PD风险等级资产的风险等级量表（希腊国家银行发布的数据）和相关的图/图。 -第三部分：我们分析了用于评估公司信誉的关键标准的方法。同时，为了简短地描述希腊的商业环境，我们使用了世界银行的-2010营商环境简易度指数（List Easy of Doing Business index）和根据信用风险追踪器希腊标准与信用评估模型对希腊商业部门进行评估的结果。由赫拉斯塔（Hellastat）发布（评估公司信誉的关键标准主要来自惠誉，标准普尔，穆迪KMV，赫拉施塔特，营商便利指数等公司网站的研究）。 -第四部分：介绍了经过适当处理的，通过向25位有风险管理经验的高管分发问卷进行的实证研究的结果，该调查被要求根据20家公司的具体定量和定性特征对其进行评估。最后要指出的是，在本文的最后部分还介绍了所有科学研究所得的所有发现和相关结论。

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