Bank sector in Slovakia, credit risk management, global crisis, regression analysis, regulation of risk
This paper focuses on management and analysis of selected risks in bank sector in Slovakia in the context of global crisis. It provides us the analysis of implications of global crisis on bank sector and observes changes in bank behavior at the market from aspect of increase of credit risk. The first part of the paper is devoted to regulatory framework of risk and to effects of implementation of Basel II on changes in credit risk management. The main attention is paid to analysis of indicators of credit risk in Slovakia, dependence on selected risk factors and quantification of impacts through models of regression analysis. At the end of this paper we discuss the possibilities to improvement of the efficiency of risk management, reduction of risk and rules for regulation in the bank sector in EU.