risk factors, we separate the bank-specific selection and monitoring abilities from the composition of the loan portfolio …, on average, lower loan losses, (b) the loss rate of a given industry in a bank's loan portfolio is lower if the bank has …

This article deals with the issue of managing bank credit risk using a cost risk model. Modeling of bank credit risk … dynamics of overdue payment; assess the quality of the credit portfolio of the bank; determine possible trends in bank … at an early stage in the process of monitoring the loan portfolio and model forecasting changes in the degree of credit …