Testowanie warunków skrajnych w zarządzaniu portfelem kredytowym w bankach spółdzielczych
Testing Extreme Conditions in the Credit Portfolio Management in Cooperative Banks

Summary/Abstract: The subject of this article is to apply the CreditRiskPlus method to test extreme conditions in the credit process. The possibility of its use in the management of risk in the credit portfolio of retail exposures. General considerations are illustrated by an example application of the method in the selected cooperative bank. The possibilities of using the method for extreme condition testing and determining the limits of reducing credit exposure are indicated in the article.

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