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Miara rentownosci kapitalu skorygowanego o ryzyko w zarzadzaniu ryzykiem kredytowym w banku. (Risk adjusted return on capital in credit risk management in a bank.)

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  • Jerzy P. Gwizdala

    (Katedra Finansow Wydzialu Zarzadzania Uniwersytetu Gdanskiego)

Abstract

The activity in conditions of credit risk has a specific place in each banks’ performance. There is no way of imagining bank’s functioning on financial services market without its stable development. Moreover, credit capacity and, related with it, credit risk mitigation must be based on trust. The questioning of this principle and its non-compliance may easily lead to credit risk increase and consequently to threat of the whole system and separate banks destabilization. The aim of proper credit risk management is to identify, measure, control and monitor. A bank, which has risk management systems implemented, presents higher value for the stockholders.

Suggested Citation

  • Jerzy P. Gwizdala, 2013. "Miara rentownosci kapitalu skorygowanego o ryzyko w zarzadzaniu ryzykiem kredytowym w banku. (Risk adjusted return on capital in credit risk management in a bank.)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 11(42), pages 161-176.
    • Handle: RePEc:sgm:pzwzuw:v:11:i:42:y:2013:p:161-176
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    References listed on IDEAS

    as
    1. William G. Tomek & Hikaru Hanawa Peterson, 2001. "Risk Management in Agricultural Markets: A Review," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(10), pages 953-985, October.
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    More about this item

    Keywords

    financial crisis; credit risk; risk measure; capital; management; identification of risk; control rentability;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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