Gapko, Petr; Šmíd, Martin - Institut ekonomických studií, Univerzita Karlova v Praze - 2010
“credit risk”. Leaving unmanaged, the credit risk would, with a high probability, result in a crash of a bank. In our paper …, we will focus on the credit risk quantification methodology. We will demonstrate that the current regulatory standards … for credit risk management are at least not perfect, despite the fact that the regulatory framework for credit risk …