Aplication of Quantitative and Qualitative Methods in Risk Management of Credit Portfolio in the Conditions of the Banking System of the Republic of Tajikistan

• Autorzy: Basgul Fajzullohonovna Isupova

Warianty tytułu

Jakościowe oraz ilościowe metody w zarządzaniu ryzykiem kredytowania w warunkach systemu bankowego Republiki Tadżykistanu

• Języki publikacji: EN

Abstrakty

EN

In this article, an analysis of the fundamental methods of risk assessment and risk management of credit portfolio is conducted. In particular, complex and qualitative methods of risk management of credit portfolio studied in details, namely analytical, statistical and coefficient methods. Based on the coefficient method the author proposes a number of standards for the assessment of potential losses in credit activity. (original abstract)

W artykule zaprezentowano główne metody szacowania i zarządzania ryzykiem kredytowym. Odniesiono się do metod ilościowych przydatnych w szacowaniu i zarządzaniu ryzykiem. Wykorzystując zależności korelacyjne, zaprezentowano podejście ograniczające straty w działalności kredytowej. (abstrakt oryginalny)

Słowa kluczowe

EN

Credit risk; Receivables; Risk management; Analytical methods; Statistical methods

PL

Ryzyko kredytowe; Należności; Zarządzanie ryzykiem; Metody analityczne; Metody statystyczne

• Czasopismo: Olsztyn Economic Journal
• Rocznik: 2013
• Numer: nr 8 (3)
• Strony: 249--268

Twórcy

autor

Basgul Fajzullohonovna Isupova

• Tajik State University of Commerce Dushanbe Republic of Tajikistan

Bibliografia

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