findings, based on simulated data that reproduce a bank's mean PD and LGD values. The findings do show that the Pareto …

credit boom and bust cycles. Using a unique, hand-collected dataset on 156 banks from Central and Eastern Europe during 2005 …-2012, we assess whether banks with stronger risk management and corporate governance display more moderate credit growth in the … pre-crisis credit boom as well as a smaller credit contraction and fewer credit losses in the crisis period. With respect …

The features of credit risk management under rapid growth of a bank are investigated. The growth rate of loan portfolio … is shown to be needed to take into account for effective credit risk management. It is developed a dynamic model of … profitability and covering credit risk …