Results 31 to 40 of about 1,014,131 (349)
The process approach to the management of loan portfolios
Journal of Economic and Financial Sciences, 2009 Many factors impacted the credit risk environment in the past decade, the most significant of which were the Basel II Capital Accord requirements. Foremost in the financial industry’s focus was, and still is, the implementation of these requirements and ...
Pieter G. Vosloo, Paul Styger
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Copula-Specific Credit Portfolio Modeling
, 2015 Traditionally, banks estimate their economic capital which has to be reserved for unexpected credit losses with individual credit portfolio models.
M. Fischer, K. Jakob
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SHS Web of Conferences, 2012 In this research, analyzing the difficulties of efficiency of commercial banks’ credit operations, the author has paid special attention to such issues like the process of management and assessment of borrowers’ creditworthiness, as well as formation of ...
Chaplinska A.
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Quantifying Credit Risk of Supply Chain Finance: A Chinese Automobile Supply Chain Perspective
IEEE Access, 2019 Credit risk is a major risk of supply chain finance business, and it has recently gained increasing attention. Due to the high dependence between enterprises, the assessment of the supply chain finance risk will be more complicated. In the current study,
Min Zhang +3 more
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Complexity, 2020 With a view to develop a more realistic model for credit risk analysis in consumer loan, our paper addresses the problem of how to incorporate business cycles into a repayment behavior model of consumer loan in portfolio.
Shou Chen, Xiangqian Jiang
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Valuating consumer credit portfolios
Latin American Journal of Central Banking, 2021 This paper proposes a model that associates borrower credit risk with the cash flow method to assess the economic value of a consumer credit portfolio. A Monte Carlo simulation applying the method to an illustrative loan reveals that the lending standards of the institution, captured in the model by the expected and unexpected losses of the contract ...
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DYNAMIC SIMULATION MODEL OF THE CONSUMER CREDIT PORTFOLIO OF COMMERCIAL BANK [PDF]
Krymskij Naučnyj Vestnik, 2015 The article considers the problems of formation of consumer credit portfolio of commercial banks. Presents a dynamic simulation model, allowing to develop strategy and operational plans in the field of credit operations of the Bank and to analyze the ...
Sergey Kryukov, Kseniya Dorofeeva
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Using Discrete Markov Chain Model for Predicting the Behavior of Banks Loan Portfolios [PDF]
مجله مدل سازی در مهندسی, 2017 The main goal of total commercial banks is collect the saving of real and natural persons and allocate them in the form of facilities to industry, service and manufacturing companies. with the Non repayment of facilities from side of customers, the banks
Kazem Ebrahimi, Raheleh Lalee
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, 2014 Does diversification of credit portfolio indeed lead to increased performance and reduced risk of banks as traditional portfolio theory suggests? This paper investigates empirically the effects of diversification on the Chinese banks’ return and risk ...
Yibing Chen +3 more
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Quality management system improvement of commercial bank credit portfolio
Ученые записки Российской академии предпринимательства, 2021 In this study we consider the current state of analysis perspective and assessment of credit risk of separate asset and set of assets forming a commercial bank credit portfolio.
M. A. Gadzhiagayev
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