Credit Risk and its Evaluation

Petra Gavlakova, Katarina Valaskova, Viktor Dengov

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

Abstract

Companies have to face many kinds of risks on daily basis. The most significant are the market risk, operational and credit risk. Credit risk has recently become a very important issue to analyze, model, evaluate and quantify because of the defaults of many big companies and also because of the growing number of loans and mortgages. The paper is on theoretical basis and focuses on characterizing the credit risk and its dividing and identifying the variables that are most used to evaluate it.
Original languageEnglish
Title of host publicationCredit Risk and its Evaluation
PublisherInformation Engineering Research Institute
Number of pages5
ISBN (Print)9781612750682
StatePublished - 2014

Keywords

  • Credit Risk
  • Variables of the Credit Risk
  • Evaluation of Credit Risk.

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