Modeling the assessment of credit risk losses in banking
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Дата
2020
Назва журналу
Номер ISSN
Назва тому
Видавець
Special Edition of International Conference on Monitoring, Modeling &Management of Emergent Economy (M3E2-MLPEED 2020) at CEUR WorkshopProceedings
Анотація
The article develops a model of credit risk assessment within the scope of the variability concept that can be used for verification of new methods for borrowers’ credit capacity estimation, the acceptable level of credit risk forecasting and its early prediction. It is aimed to be used during the automated banking systems development. The proposed model of credit risk assessment has been tested on the basis of the data from one of the Ukrainian banks. To determine the adequacy of this model has been proved by the comparison analysis of the proposed model with the results obtained by the National Bank of Ukraine methodology.
Опис
Ключові слова
credit risk, default risk, credit portfolio, risk management
Бібліографічний опис
Larionova K. Modeling the assessment of credit risk losses in banking / K. Larionova, T. Donchenko, A. Oliinyk, H. Kapinos, O. Savenko, O. Barmak // Special Edition of International Conference on Monitoring, Modeling &Management of Emergent Economy (M3E2-MLPEED 2020) at CEUR WorkshopProceedings, vol. 2713 (http://ceur-ws.org/Vol-2713/), 2020. p. 187-203 (стаття проіндексована у Google Scholar і наукометричній базі Scopus).URL:
https://ceur-ws.org/Vol-2713/paper14.pdf