6533b7d5fe1ef96bd1263c00

RESEARCH PRODUCT

CREDIT RISK MANAGEMENT IN COMMERCIAL BANKS

Ineta KristovskaMarina KudinskaNatalia Konovalova

subject

FinanceOrganizational Behavior and Human Resource Management050208 financebusiness.industryStrategy and Managementeducation05 social sciencesCredit referenceFinancial risk managementsocial sciencesCredit risk assessmentCredit ratingCredit historyOrder (business)0502 economics and businessBusinessBusiness and International Managementhealth care economics and organizations050203 business & managementCredit card interestCredit risk

description

The article proposes a model of credit risk assessment on the basis of factor analysis of retail clients / borrowers in order to ensure predictive control of the level of risk posed by potential clients in commercial banks engaged in consumer lending. The aim of the study is to determine the level of risk represented by different groups (classes) of retail clients (borrowers) in order to reduce and prevent credit risk in the future as well as to improve the management of banking risks. The main results of the study are the creation of a model of borrowers’ internal credit ratings and the development of the methods of improving credit risk management in commercial banks.

yearjournalcountryeditionlanguage
2016-06-01Polish Journal of Management Studies
https://doi.org/10.17512/pjms.2016.13.2.09