Charakteristika vybraných modelov merania kreditného rizika založených na portfóliovom prístupe
Characteristics of selected measuring models of credit risks based on profie approach

Summary/Abstract: The basic assumption of using the models of credit risk measurement is the analysis of the division of the expecting losses by the certain state of default. Setting up the division of losses which follows the credit risk in portfolio is based on the analysis of large amounts of status of defaults of assets, mutual correlation of happening the state of default and movements of risk factors that influence the development of rates of sanation or expositions. The article focuses on simple approaching and general description of more attitudes to credit risk measurements.

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