Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat LCCN Permalink Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
Problems of assessment of credit risk
Available online: 3 October 2012 Subject Heading: Banking JEL Classification:
In the article it is noted that now at existing tendencies in the loan market banks and other financial institutions subject to credit risk, need the tools promoting realization of their credit and trade policy, to reduction of the expenses connected with high compensation of experts in the field of the credit analysis, an assessment of risks and effective management of a portfolio of assets. Keywords: credit risk, market risk, portfolio credit risk assessment model, probability of default, modeling, credit rating, structural model |
ISSN 2311-8709 (Online)
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