Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/147135 
Autor:innen: 
Erscheinungsjahr: 
2015
Quellenangabe: 
[Journal:] e-Finanse: Financial Internet Quarterly [ISSN:] 1734-039X [Volume:] 11 [Issue:] 3 [Publisher:] University of Information Technology and Management [Place:] Rzeszów [Year:] 2015 [Pages:] 103-115
Verlag: 
University of Information Technology and Management, Rzeszów
Zusammenfassung: 
The simultaneous activation of many sources of risk can slow bank operations and even lead to bankruptcy. Credit risk is the greatest threat to the orderly functioning of a bank. To protect against its materialization banks spend nearly 90% of their total capital requirement. Concentration of credit exposure to single entities, as well as to single economic sectors, can be a source of additional risks. Estimation of the additional portion of the capital requirement in selected banks in Poland in 2008-2013 indicates that banks should assign additional 4% and 2% of the capital requirement to cover the risk of exposure concentrations in: respectively, individual entities and individual economic sectors. For banks with a retail profile more important was the risk of large exposures in individual economic sectors, and for banks with a corporate profile in individual entities. Estimates were carried out according to the procedure used by the Bank of Spain and the Bank of Slovenia, and the data derived from the annual financial reports of selected banks listed on the WSE.
Schlagwörter: 
Poland
banks
credit risk
JEL: 
G22
G32
Persistent Identifier der Erstveröffentlichung: 
Dokumentart: 
Article
Erscheint in der Sammlung:

Datei(en):
Datei
Größe
963.31 kB





Publikationen in EconStor sind urheberrechtlich geschützt.