ISSN: 0137-3056


Punkty MNiSW:

13



Redaktor naczelny:
prof. dr hab. Tomasz Żylicz
tzylicz@wne.uw.edu.pl

Sekretarz redakcji:
Marta Höffner
ekonomia@wne.uw.edu.pl
(48) 22 55 49 184

Wydawca:



Funkcjonalność modeli scoringowych i ratingowych w świetle implementacji nowych uregulowañ

B. Pawłowska

ABSTRAKT: The paper's intention is to present the functionality of the scoring and rating models approved by the New Capital Agreement and the Capital Requirements Directive in the context of credit risk management. The know-how transfers initiated the process of superseding the traditional credit risk assessment methods by new methods. The scoring and rating models are being successfully used by foreign banking institutions. A synthesis of views on credit risk assessment methods (credit scoring and credit rating) also results from many advantages that occur as well on the side of the banking institutions as on the side of their clients. The credit scoring and credit rating models automatize the banking credit procedures by providing an objective assessment of all the credit applications. In addition, standardized scoring and rating models reduce the costs related to the credit applications analysis. The existing interest in modem methods of credit risk quantification in the period of implementing the NCA/CRD inspired the author to formulate the thesis that the scoring and rating models would continue to enjoy interest on the part of the domestic banking institutions (i.e. co-operative banks). The complicated procedures of determining the capital adequacy prescribed by the CRD will make a stimulus to implementation of the models in question by the financial institutions that have hitherto been using traditional creditworthiness assessment methods, because the new methods simplify and accelerate the analysis of credit applications and have been included in the framework of admitted credit risk quantification methods for internal ratings. The universal functionality of scoring and rating makes the models more and more popular and demanded. In the long run, automation of processes and an elastic offer adapted to the client's profile will decide on the financial institution's competitive position. Wherever there is need for automatism and maximum objectiveness, the scoring- and rating-based assessment win most probably find new advocates.

Pełny tekst (PDF)


Numer wydania: 21

W numerze:

Uspołecznienie rynku a proces globalizacji. Przypadek funduszy emerytalnych
A. Ząbkowicz
ABSTRAKT | PDF
Kontraktowanie i koszty transakcyjne w partnerstwie publiczno-prywatnym. Ujęcie w świetle nowej ekonomii instytucjonalnej
L. Rojewski
ABSTRAKT | PDF
Kapitał społeczny a instytucje - konceptualizacja i relacje
B. Łopaciuk-Gonczaryk
ABSTRAKT | PDF
Funkcjonalność modeli scoringowych i ratingowych w świetle implementacji nowych uregulowañ
B. Pawłowska
ABSTRAKT | PDF
Wpływ konsolidacji i koncentracji sektora bankowego na poziom cen w bankach. Przykład Stanów Zjednoczonych
S. Kozak
ABSTRAKT | PDF
Kryzys walutowy w Meksyku w latach 1994–1995
K. Spirzewski
ABSTRAKT | PDF
Jakość oferty polskich ośrodków narciarskich
D. Chudy-Hyski, K. Cieślikowski, M. Żemła
ABSTRAKT | PDF
Próba weryfikacji hipotezy Easterlina
M. Szlaga, P. Żukowski
ABSTRAKT | PDF
Oprogramowanie do tworzenia eksperymentów ekonomicznych on-line
R. Borowski, T. Kopczewski, P. Kowal
ABSTRAKT | PDF
Recenzje

ABSTRAKT | PDF
SZUKAJ:



2017
2016 2015 2014 2013 2012 2011 2009 2008 2007 2005 2004 2003 2002 2001