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Finance and Credit
 

Credit portfolio risk management by the scenario analysis

Vol. 15, Iss. 40, OCTOBER 2009

Available online: 11 November 2009

Subject Heading: Risk-management

JEL Classification: 

Kovalev P.P. Candidate of Economic Sciences, Head of the Risk Management Department of the Eurasian Development Bank
kpp@eabr.org

The article describes the example of application scenario analysis for minimization credit risks of credit portfolio.

Keywords: class, risk, provision, scenario

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

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