МЕТОДИЧНИЙ ПІДХІД ДО ОЦІНКИ КРЕДИТНИХ РИЗИКІВ НА ОСНОВІ СТРЕС-ТЕСТУВАННЯ
THE METHODICAL APPROACH TO ESTIMATION OF CREDIT RISKS ON THE BASIS OF STRESS TESTING
Author(s): Tetiana Kosova, Yevgen PozdnyakovSubject(s): Economy
Published by: Institute of Society Transformation
Keywords: stress testing; banks; credit risk
Summary/Abstract: The methodical approach to an assessment of credit risk is formalized in the article based on integration of quantitative and qualitative criteria, which are estimated on a ball-scale, from a statics and dynamics positions. The scenarios of stress testing of a credit portfolio are defined by the authors, allowing to estimate adequacy of management of a credit portfolio and to define sufficiency of reserves for possible losses compensation
Journal: Економічний часопис - ХХІ
- Issue Year: 2013
- Issue No: 01-02
- Page Range: 59-62
- Page Count: 4
- Language: Ukrainian