Home  Journals  Finance and Credit  36(516) - 2012 September

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

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

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