This Bachelor Thesis focuses on Credit Risk and its Regulation as applied to Commercial Banks. It deals with the theoretical view of this risk and selected sub-risks associated with this risk. These are Concentration Risk, Sovereign Risk, Counterparty Credit Risk. Some methods of Credit Risk Measurement are also described. It also and primarily focuses on the Regulation of Credit Risk, particularly at the global level as defined by the Basel Committee (BCBS) through standards called BASEL. It co... zobrazit celý abstraktThis Bachelor Thesis focuses on Credit Risk and its Regulation as applied to Commercial Banks. It deals with the theoretical view of this risk and selected sub-risks associated with this risk. These are Concentration Risk, Sovereign Risk, Counterparty Credit Risk. Some methods of Credit Risk Measurement are also described. It also and primarily focuses on the Regulation of Credit Risk, particularly at the global level as defined by the Basel Committee (BCBS) through standards called BASEL. It concentrates on the latest Regulation under BASEL III, usually referred to by the less formal name BASEL IV. Finally, the Thesis is complemented by a new tool, the Output floor. |