期刊名称：Acta Universitatis Nicolai Copernici. Zarządzanie
印刷版ISSN：1689-8966
电子版ISSN：2450-7040
出版年度：2011
卷号：38
期号：1
页码：7-18
DOI：10.12775/AUNC_ZARZ.2012.015
语种：English
出版社：Nicolaus Copernicus University Press
摘要：The paper contains the description of problem of credit currency exposure created by foreign currency mortgage loans in Polish banking system. At present foreign currency mortgage loans concentrate the biggest share of all bank assets in Poland. They bring many types of risk to the commercial banks as well as to their clients. As such loans are mostly granted for very long periods (usually more than 25 years), they usually exceed 80% of LtV ratio as well as they are denominated in Swiss francs, thus they significantly increase the systematic risk of whole banking sector. Their threat of insolvency of Polish debtors is very serious, but the bank clients have very few instruments allowing managing foreign currencies loans exposures. One of the latest instruments of its management is coming from an amendment to the banking law, called anti-spread act.
其他摘要：Opracowanie dotyczy problematyki zarządzania kredytowymi ekspozycjami dewizowymi, tworzonymi w wyniku udzielania mieszkaniowych kredytów hipotecznych w walutach obcych. Kredyty te stanowią obecnie główną grupę aktywów bankowych, obciążających zarówno bank
