Czasopismo
Tytuł artykułu
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Wybrane pełne teksty z tego czasopisma
Warianty tytułu
Języki publikacji
Abstrakty
In this article, an analysis of the fundamental methods of risk assessment and risk management of credit portfolio is conducted. In particular, complex and qualitative methods of risk management of credit portfolio studied in details, namely analytical, statistical and coefficient methods. Based on the coefficient method the author proposes a number of standards for the assessment of potential losses in credit activity.
Czasopismo
Rocznik
Tom
Numer
Strony
249-268
Opis fizyczny
Daty
wydano
2013-09-30
Twórcy
- Tajik State University of Commerce, Dushanbe Republic of Tajikistan
Bibliografia
- About an order of formation and use of a reserve and fund of a covering of possible losses on vessels. 2007. Instruction of National Bank of Tajikistan from 27.07.2011. On line: www.nbt.tj-Dushanbe.
- Asselt M.B.A von, Orwin R. 2011. Risk Governance. Journal of Risk Research, April.
- Belyakov A.B. 2003. Bank risks: problems of the account, regulation management. Development on management of bank - M: Publishing group "BDTs-press".
- Colletaz G., Hurlin Ch., PErignon Ch. 2013. The risk Map. A new tool for validating risk models. Journal of Banking and Finance, October.
- Elsinger H., Lehar A., Summer M. 2004. Risk Assessment for Banking Systems. Management Science. August.
- Finucane M., Holup J. 2006. Risk as Value. Combining Affects and Analysis in Risk Judgments. Journal of Risk Research, 20 August.
- Goldberg L. 1990. The determinants of US banking abroad. Journal of International Money and Finance, 9(2).
- Gonzalez F. 2005. Bank regulation and risk taking incentives. International comparison of bank risk. Journal of Banking and Finance, March.
- Hao Wang, Hao Zhou, Yi Zhou. 2013. Credit default swap spreads and variance risk premia. Journal of Banking and Finance, October.
- Kostyuchenko N.S. 2010. The analysis of credit risks. SPb.: ITD Skify.
- Matutes C. 2000. Vives X. Imperfect competition. Risk taking and regulation in banking. European Economic Review, May.
- Rogers L.C.G., Veraat L.A.M. 2012. Failure and Rescue in an Interbank Network. Management Science, February.
- Rose Peter S. 1995. Bank management. M: Business.
- Zharikov V.V., Zharikov M.V., Evseychev A.I. 2009. Management of credit risks: manual. Tambov: Publishing House of Tamb. the State. Technic. Univer.
Typ dokumentu
Bibliografia
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Identyfikator YADDA
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