- Tytuł:
-
Modelowanie oprocentowania kredytów bankowych z wykorzystaniem teorii gier i wartości likwidacyjnej
Bank Lending Rates Modelling with Use of the Game Theory and the Liquidation Value - Autorzy:
- Paliński, Andrzej
- Powiązania:
- https://bibliotekanauki.pl/articles/585864.pdf
- Data publikacji:
- 2014
- Wydawca:
- Uniwersytet Ekonomiczny w Katowicach
- Tematy:
-
Kredyt bankowy
Modelowanie ryzyka kredytowego
Oprocentowanie kredytów bankowych
Spółki giełdowe
Teoria gier
Bank credit
Bank lending rate
Credit risk modelling
Game theory
Stock market companies - Opis:
- The paper presents a model for determination of interest rate on bank loan. According to the theoretical model a borrower repays the lesser of: the amount set in the credit agreement or an amount equal to the liquidation value of his assets. On this basis, the simulation model computes the expected value of bank's income from loan agreement. To verify the model we used accounting and market data of selected publicly traded companies. Unfortunately, interest rates calculated from the model does not coincide with the real averaged loan rates of the companies. The reason for the difference is probably excessive aggregation of financial data and the lack of detailed data on individual loan agreements. An additional reason may be that Polish banks pay no attention to market valuation of companies and their revenue.
- Źródło:
-
Studia Ekonomiczne; 2014, 198 cz 2; 195-205
2083-8611 - Pojawia się w:
- Studia Ekonomiczne
- Dostawca treści:
- Biblioteka Nauki
Artykuł