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Search results for: CREDIT DEFAULT SWAPS
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Katedra Analizy Ekonomicznej i Finansów
Research Potential* analizy finansowej przedsiębiorstwa, * prognozowania upadłości przedsiębiorstwa, * bankowości, * zarządzania finansami przedsiębiorstw, * zarządzania finansami publicznymi, * zarządzania finansami gospodarstw domowych, * inwestycji alternatywnych, * funkcjonowania rynków finansowych w tym w warunkach kryzysu.
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Architektura Systemów Komputerowych
Research PotentialGłówną tematyką badawczą podejmowaną w Katedrze jest rozwój architektury aplikacji i systemów komputerowych, w szczególności aplikacji i systemów równoległych i rozproszonych. "Architecture starts when you carefully put two bricks together" - stwierdza niemiecki architekt Ludwig Mies von der Rohe. W przypadku systemów komputerowych dotyczy to nie cegieł, a modułów sprzętowych lub programowych. Przez architekturę systemu komputerowego...
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Zespół ekoinżynierii i silników spalinowych
Research PotentialWysokosprawne, proekologiczne napędy i systemy konwersji energii
Best results in : Business Offer Pokaż wszystkie wyniki (1)
Search results for: CREDIT DEFAULT SWAPS
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Superkomputer Tryton
Business OfferObliczenia dużej skali, Wirtualna infrastruktura w chmurze (IaaS), Analiza danych (big data)
Other results Pokaż wszystkie wyniki (189)
Search results for: CREDIT DEFAULT SWAPS
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Credit default swaps and banks
PublicationThis chapter aims to explore the evolving role of credit default swaps (CDS) in managing and transferring default risk from the perspective of banks from a holistic perspective. This chapter examines credit default swaps (CDSs) as derivative financial instruments that transfer credit risk on debt securities. While CDSs offer benefits such as risk management and risk trading, they also introduce potential systemic risks, as evidenced...
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Maturity Mismatch in the Polish Banking System and its Impact on the Economy
PublicationIn the article maturity mismatch in the Polish banking system is estimated based on the publicly available data. Then the impact on the economy is discussed. Based on Polish central bank’s data it may be estimated that between 1996 and 2012 the maturity gap increased significantly – average residual maturity of assets exceeds 6 years in 2012 (less than 2 years in 1996), while that of liabilities remains below 1 year. The gap...
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Economics of credit scoring management
PublicationCredit scoring models constitute an inevitable element of modern risk and profitability management in retail financial lending institutions. Quality,or separation power of a credit scoring model is usually assessed with the Gini coefficient. Generally, the higher Gini coefficient the better, as in this way a bank can increase number of good customers and/or reject more bad applicants. In...
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Corporate social responsibility and forward default risk mediated by financial performance and goodwill
PublicationIn today’s business environment, corporate social responsibility (CSR) has become an increasingly significant factor for firms. This study is driven by the motivation to add to the current literature by investigating the mediating elements that explain the relationship between CSR and forward default risk. In this paper, we attempt to identify the important mediators and give a more comprehensive explanation of this connection...
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Merton-type default risk and financial performance: the dynamic panel moderation of firm size
PublicationPurpose – The main purpose of this study is to evaluate the probability of default and examine the relationship between default risk and financial performance, with dynamic panel moderation of firm size. Design/methodology/approach – This study utilizes a total of 1,500 firm-year observations from 2013 to 2018 using dynamic panel data approach of generalized method of moments to test the relationship between default risk and financial...