Defining the probability of bank debtors’ default using financial solvency assessment models

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dc.contributor.authorKuznichenko, Yana
dc.contributor.authorDykha, Mariia V.
dc.contributor.authorPavlova, Natalia
dc.contributor.authorFrolov, Serhiy
dc.contributor.authorHryhorash, Olha
dc.date.accessioned2018-06-06T11:23:59Z
dc.date.available2018-06-06T11:23:59Z
dc.date.issued2018
dc.description.abstractDue implementation of debtors’ financial solvency assessment models by Ukrainian banks with the aim of calculating the probability of their default (PD) is the next step towards the integration of Ukrainian banking system into global banking community, convergence of methodical approaches to assessing the credit risk with standards of international practice, possibility of using IRB-approach (an approach based on internal ratings) for calculating the regulatory requirements to capital adequacy. The analysis of approaches to bank credit portfolio segmentation according to types of debtors and debtors’ financial solvency assessment models, depending on the performed segmentation and accumulated bank statistical data, from the point of view of its suitability for Ukrainian banks, will enable the banks to choose the most suitable ones for implementation taking into account nature and complexity of operations performed. Such approaches will be more adapted to minimum capital requirements, simultaneously agreeing with national supervisory priorities.uk_UA
dc.identifier.citationDefining the probability of bank debtors’ default using financial solvency assessment models / Yana Kuznichenko, Mariia V. Dykha, Natalia Pavlova, Serhiy Frolov, Olha Hryhorash // Banks and Bank Systems. – 2018. – Vol. 13, Iss. 2. – P. 1–11. (doi:10.21511/bbs.13(2).2018.01)uk_UA
dc.identifier.issn1816-7403 (PRINT)
dc.identifier.issn1991-7074 (ONLINE)
dc.identifier.urihttps://elar.khmnu.edu.ua/handle/123456789/6434
dc.language.isoenuk_UA
dc.publisherLLC “Consulting Publishing Company “Business Perspectives”uk_UA
dc.subjectcredit portfolio segmentationuk_UA
dc.subjectprobability of default (PD)uk_UA
dc.subjectheuristicuk_UA
dc.subjectstatisticaluk_UA
dc.subjectcausal financial solvency assessment modelsuk_UA
dc.titleDefining the probability of bank debtors’ default using financial solvency assessment modelsuk_UA
dc.typeСтаттяuk_UA
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Кафедра економіки, аналітики, моделювання та інформаційних технологій в бізнесі