| Title |
Įmonių finansinių įsipareigojimų neįvykdymo tikimybės vertinimas nustatant kredito reitingus / |
| Translation of Title |
Assessment of enterprise default probability by credit rating model. |
| Authors |
Mileris, Ričardas |
| DOI |
10.7220/AESR.1822.7996.2012.6.2.8 |
| Full Text |
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| Is Part of |
Taikomoji ekonomika: sisteminiai tyrimai = Applied economics: systemic research / Vytauto Didžiojo universitetas.. Kaunas : VDU. 2012, T. 6, nr. 2, p. 127-142.. ISSN 1822-7996 |
| Keywords [eng] |
Banks ; Credit ratings ; Credit risk ; Statistical analysis |
| Abstract [eng] |
The banks have an important influence on the whole economic development of countries so their activity is regulated. The recommendations of the Basel Committee on Banking Supervision (BCBS) for the credit risk management are rewrited in the national law that banks must follow. The main credit risk parameter is credit rating that reflects the default probability of a company.[...]. |
| Published |
Kaunas : VDU |
| Type |
Journal article |
| Language |
Lithuanian |
| Publication date |
2012 |
