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741 12 |
Ultima descărcare din IBN: 2024-03-23 14:12 |
SM ISO690:2012 BUNESCU, Gheorghe. Abordarea simplificată faţă de estimarea riscului de creditare în activitatea bancară
. In: Studia Universitatis Moldaviae (Seria Ştiinţe Exacte şi Economice), 2008, nr. 3(13), pp. 148-152. ISSN 1857-2073. |
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Studia Universitatis Moldaviae (Seria Ştiinţe Exacte şi Economice) | ||||||
Numărul 3(13) / 2008 / ISSN 1857-2073 /ISSNe 2345-1033 | ||||||
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Pag. 148-152 | ||||||
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Credit risk modeling is one of the most important components of the modern risk-management system. It takes the central part in the International Convergence of Capital Measurement and Capital Standards (a revised framework) published
by the Basel Committee on Banking Supervision in June 2004. In spite of the significant theoretical achievements in this field, aspects, related to the application of the risk-management models in the practical commercial banks activity, are still pressing nowadays. A simplified approach to the estimation of the credit risk assumed by a bank is described in this work. It is based on the internal credit statistics, can be realized in the condition of the transition economy and can
be also used for the purpose of scenarios analysis. |
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