Analiza, szacowanie poziomu i zarządzanie ryzykiem kredytowym

• Authors: Anna Borawska

Title variants

EN

Analysis, Level Estimation and Management of Credit Risk

Abstracts

EN

Credit risk is an indispensable factor for banks. It means that there is a danger for the borrower not to fulfil his or her liabilities and the conditions of the credit contract, facts that would expose a bank to financial losses. Therefore the constant tendency is to minimise the level of the credit risk. The most important mechanism to reduce the individual risk is to examine the credit capacity of a potential borrower. Now as regards the wallet risk, one most often diversifies the overall credit engagement of the bank. Giving a loan is dependent on the credit capacity of the borrowers, which is understood as the capacity to pay back the loan together with interest in due term. Credit-scoring is a continuous process, thus it is extremely important to monitor borrowers as one of the tools to ensure a proper structure and quality of the credit wallet of the bank. The measurement of credit risk is indispensable during the whole process of crediting, hence also while the credit contract is valid. The grounds of the management of credit risk is the credit policy of the bank. This policy together with the instruments of risk management allow us to effectively manage the risk, a fact that contributes to the bank’s success.

Keywords

PL

kredyt; zdolność kredytowa; ryzyko kredytowe; credit-scoring; strategia kredytowa; monitoring kredytowy

EN

credit; credit capacity; credit risk; credit-scoring; credit strategy; credit monitoring

• Publisher: Katolicki Uniwersytet Lubelski Jana Pawła II. Towarzystwo Naukowe KUL
• Journal: Roczniki Nauk Społecznych
• Year: 2006
• Volume: 34
• Issue: 3
• Pages: 169-186

Dates

published

2006

Contributors

author

Anna Borawska

• Katolicki Uniwersytet Lubelski

References

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• Doll R., Rachunkowość bankowa, wydawnictwo eMPi², Poznań2000, s.17-18.
• Gospodarowicz A., Możaryn H., Identyfikacja i szacowanie ryzyka kredytowego, Wydawnictwo Akademii Ekonomicznej im. Oskara Langego we Wrocławiu, Wrocław 1998, s. 20, 29, 33.
• Kraska M., Janc A., Credit-scoring. Nowoczesna metoda oceny zdolności kredytowej, Biblioteka Menedżera i Bankowca, Warszawa2001, s. 21, 108, 132.
• Rogowski W., Krysiak M., Zastosowanie metody wzorca do tworzenia klas ryzyka kredytowego, „Bank i Kredyt”, 1997, nr 7-8, s. 94.
• Wysocki M., Poradnik inspektora kredytowego, Biblioteka Bankowca, Twigger S.A., Warszawa 1997, s. 66, 124.

Identifiers

Biblioteka Nauki

1849809