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Climate policy relevant sectors in the Polish commercial banks

100%
Kosztowniak A.
Central European Review of Economics & Finance
|
2023
|
vol. 42
|
issue 1
50-70
EN
The aim of the study is to estimate credit exposures and their changes in commercial banks' portfolios in terms of sectors important for climate policy, which exposes them to the risk of transition in Poland in 2013-2022. The research concerned the analysis of changes in the structure of the loan portfolio in terms of sectors relevant to climate change (CPRS) broken down by groups (green, black, brown, dirty), industries (fossil fuels, utility-electricity, production, manufacturing, transportation, agriculture), and types of activity divided into sections. The CPRS methodology was applied (Battiston), which is used in EiOPA, ECB, EBA. The share of green exposures of the entire banking sector in 2013-2022 increased (to 49%) and the share of dirty exposures decreased (to 51%). Due to the link between the sections, the three pillars of industries with the greatest risk to transformation among the CPRS were: buildings, transportation and manufacturing.
2
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A Classification of Polish Households Based on a Credit Portfolio and Debt Service Ratio

88%
Anioła-Mikołajczak P.
Optimum. Studia Ekonomiczne
|
2016
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vol. 5(83)
EN
The aim of this paper is to show the diversity of Polish households’ financial behavior in terms of debt as well as an identification of households that are characterized by a high debt to income ratio. The article also attempt to assess the debt to income ratio as a measure of households over-indebtedness. To achieve the main objective, the cluster analysis method was used. Based on the households credits portfolio and the level of debt to income ratio, 11 homogeneous groups of households were generated. Five of them were characterized by a high debt to income ratio (>30%), which classify them as overindebted.
3
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Aplication of Quantitative and Qualitative Methods in Risk Management of Credit Portfolio in the Conditions of the Banking System of the Republic of Tajikistan

75%
Isupova B. F.
Olsztyn Economic Journal
|
2013
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vol. 8
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issue 3
249-268
EN
In this article, an analysis of the fundamental methods of risk assessment and risk management of credit portfolio is conducted. In particular, complex and qualitative methods of risk management of credit portfolio studied in details, namely analytical, statistical and coefficient methods. Based on the coefficient method the author proposes a number of standards for the assessment of potential losses in credit activity.
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