LOAN-RELATED RISK MANAGEMENT EFFICIENCY AS A BASIS FOR ENSURING A COMMERCIAL BANK COMPETITIVENESS IN THE LONG TERM
EDN: JXZZFR
Abstract
The article examines the loan-related risk assessment issues that are associated with the commercial banks' loan portfolio formation process. The author's attention is focused on the borrower's bankruptcy theoretical frequency analysis. The author describes the assessment methodology to be used in this case. The approach offered is based on the cash flow simulation examination and on the data use to make estimates of the loan portfolio losses. The author describes a borrower's cash flow simulation building technology that is based on the sector typical borrowing scenario identification.
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Review
For citations:
Terentyev N. LOAN-RELATED RISK MANAGEMENT EFFICIENCY AS A BASIS FOR ENSURING A COMMERCIAL BANK COMPETITIVENESS IN THE LONG TERM. Journal of Modern Competition. 2008;(6):81-91. EDN: JXZZFR
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