Bakalauro baigiamajame darbe nagrinėjama apgyvendinimo ir maitinimo paslaugas teikiančios uždarosios akcinės bendrovės „Augila“ finansinė būklė ir šios būklės vertinimo teoriniai aspektai. Teorinėje dalyje įmonės finansinės būklės vertinimas atliekamas remiantis Lietuvos ir...

The in-house credit assessment systems (ICASs) developed by euro area national central banks (NCBs) are an important source of credit risk assessment within the Eurosystem collateral framework. They allow counterparties to mobilise as collateral the loans (credit claims) granted to non-financial...

The Internal Ratings Based (IRB) approach for capital determination is one of the cornerstones in the proposed revision of the Basel Committee rules for bank regulation. We evaluate the IRB approach using historical business loan portfolio data from a major Swedish bank for the period 1994 to...

This book focuses on the alternative techniques and data leveraged for credit risk, describing and analysing the array of methodological approaches for the usage of techniques and/or alternative data for regulatory and managerial rating models. During the last decade the increase in...

During the last decade, the increase in computational capacity, the consolidation of new data processing methodologies and the availability of access to new information concerning both individuals and organizations, aided by the widespread internet usage, has increased the development and...

We study two credit risk models with occupation time and liquidation barriers: the structural model and the hybrid model with hazard rate. The defaults within the models are characterized in accordance with Chapter 7 (a liquidation process) and Chapter 11 (a reorganization process) of the U.S....

Magistro darbe yra išskirtos komercinių bankų veiklą įtakojančios rizikos. Darbe išanalizuoti ir susisteminti Lietuvos ir užsienio autorių pateikiami kredito rizikos identifikavimo, valdymo ir vertinimo metodai. Darbe pateikiama Lietuvos komercinių bankų pagrindinių veiklos rodiklių...