Warianty tytułu
Modelling the Structure of Credit Portfolio at the Sectoral and Spatial Level
Języki publikacji
Abstrakty
The author presents a concept of credit risk management of the bank at the sectoral and spatial level. The concept allows for assessing the creditworthiness of a sector in the given region of the country. The structure of the credit portfolio is built up basing on the so called marginal reference system, which makes it possible to single out the sectors and regions distinctly inferior in meeting the bank's expectations. In constructing the model of the structure of credit portfolio at the sectoral and spatial level, the method of a multi-dimensional comparative analysis, including the so called aggregate measures, is used. (original abstract)
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autor
Bibliografia
Typ dokumentu
Bibliografia
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Identyfikator YADDA
bwmeta1.element.ekon-element-000171283633