Guarantee Valuation in Expert Practice

Oceňování ručení ve znalecké praxi

Jaroslav Brada

Oceňování, 2019, vol. 12, issue 3, 3-17

Abstract: The scope and scale of the risks of losses by the credit provider and by the credit guarantee provider are identical in their economic nature. The article uses this identical nature of the credit risk and guarantee risks to provide methodological guidance to identify (quantify) the potential market price (value) of third-party liability guarantees using information on credit interest rates provided on the market by banking and non-bank institutions, as well as, where appropriate, information on venture capital fund required rate of return.

Keywords: Credit risk valuation; Loan Guarantee Valuation; Guarantee risk; Oceňování kreditního rizika; Oceňování záruk; Rizika z vydaných záruk (search for similar items in EconPapers)
JEL-codes: G32 (search for similar items in EconPapers)
Date: 2019
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://ocenovani.vse.cz/doi/10.18267/j.ocenovani.232.html (text/html)
http://ocenovani.vse.cz/doi/10.18267/j.ocenovani.232.pdf (application/pdf)
free of charge

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:prg:jnloce:v:12:y:2019:i:3:id:2019_3_01:p:3-17

Ordering information: This journal article can be ordered from
Editorial office Ocenovani, Prague University of Economics and Business, W. Churchill Sq. 4, 130 67 Prague 3, Czech Republic
http://ocenovani.vse.cz

DOI: 10.18267/j.ocenovani.232

Access Statistics for this article

Oceňování is currently edited by Časopis Oceňování

More articles in Oceňování from Prague University of Economics and Business Contact information at EDIRC.
Bibliographic data for series maintained by Stanislav Vojir ().