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Commercial bank credit risk evaluation and management problems, the necessity of loan portfolio analysis and its goals … risk evaluation and management, central bank role in commercial banks credit risk valuation and management improvement. In … the results of the whole bank sector in Lithuania that shows how efficient credit risk is managed in the bank. Also …
Persistent link: https://www.econbiz.de/10009478712
to the management of bank credit, to provide the most popular credit risk management techniques, to assess the credit … service analysis methods. In detail by the AB DnB NORD bank credit analysis services, and forecasts for the credit. Confirmed … by the authors formulated the research hypothesis, that of AB DnB NORD bank credit risk management should be improved …
Persistent link: https://www.econbiz.de/10009479110
This thesis aims at analyzing the impact of model specification on credit rating models as used by banks to forecast … credit default probabilities. The well-established logit model is extended in various directions. Implications are discussed … models offer well interpretable credit rating models with high forecasting power. …
Persistent link: https://www.econbiz.de/10009433704
developed countries where such regulations were found to be effective in increasing capital ratios and reducing portfolio credit …
Persistent link: https://www.econbiz.de/10009468585
developed countries where such regulations were found to be effective in increasing capital ratios and reducing portfolio credit …
Persistent link: https://www.econbiz.de/10009451081
in two districts in Kenya between May 2005 and September 2005. Multinomial logit models and ordered probit models were …, Household Model, Multinomial Logistic Regression, Ordered Logistic Regression, Kenya. …
Persistent link: https://www.econbiz.de/10009429032
This research titled "Analysis of Influence of Credit and Interest Rate Increase Economic Growth in Disability Sumatera … Utara Pada PT. Bank Sumut Year 1989-2008. " This research uses a sample of 20 years. The purpose of this research is to … determine the influence of credit and interest rate of economic growth in 1989-2008 of North Sumatra. This research uses …
Persistent link: https://www.econbiz.de/10009464536
short-term interest rate set by the central bank. His framework acknowledges the critical role of the central bank in … sector in terms of an exogenously determined interest rate set by the central bank, the model unpacks financial markets by … with the loan market. That makes transparent the macroeconomic significance of the loan market and bank behavior, and …
Persistent link: https://www.econbiz.de/10009467791
Kreditrisiken haben den größten Anteil am Gesamtrisiko einer Bank.Dennoch spielen Portfoliobetrachtungen bei der … ofloans and points out how correlations of bank loans can be determinedfrom correlations of asset returns and how correlations … authorities are interested in the resultsbecause banks actually want to introduce portfolio based credit riskmodels to calculate …
Persistent link: https://www.econbiz.de/10009476196
. Studying special literature about crediting of business companies in Lithuanian banks, regulation the credit specific of …
Persistent link: https://www.econbiz.de/10009478174