Home  Journals  Finance and Credit  7(487) - 2012 February

Account of cumulative credit risk of bank at definition of a category of quality of the loan

Available online: 13 February 2012

Subject Heading: Financial services

JEL Classification: 

The article presents a new approach for loan quality estimation depending on the credit risk of the bank. It outlines the algorithm of loan quality estimation subject to the credit portfolio risk. The article presents possible shifts of the loan quality class of the particular borrower. The introduced approach is suggested to be used for the credit risk analysis of borrowers who are not included into the credit portfolio while analysis the possibility of their crediting and choosing the method of credit risk management.

Keywords: risk, credit risk, credit risk estimation

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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