Search results for "Credit risk assessment"

showing 3 items of 3 documents

CREDIT RISK MANAGEMENT IN COMMERCIAL BANKS

2016

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.

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 riskPolish Journal of Management Studies
researchProduct

Bank Lending in Project Finance: The New Regulatory Capital Framework

2012

The paper aims to examine the new regulatory framework of project finance in the economics of banking firms. In particular, the paper investigates the uniqueness of the project finance, the significant importance of the project finance in bank activity, and the role of the new bank capital requirements to promote the innovative financial scheme. In the project finance business loans terms and characteristics are primarily based on the assets and quality of the project to be financed. It means that the usual bank rating models for lending business might not been implemented in the project finance lending. Quantitative estimates of credit risk could not be always possible in project finance l…

FinanceSettore SECS-P/11 - Economia Degli Intermediari FinanziariBank capitalProcess (engineering)business.industrymedia_common.quotation_subjectproject finance specialized lending bank capital requirements credit risk Basel 2 risk management lending banking.Credit risk assessmentCapital (economics)Project financeCapital requirementQuality (business)businessmedia_commonCredit riskInternational Journal of Economics and Finance
researchProduct

A BDI agent system for credit risk assessment based on fuzzy logic

2007

Credit risk has always been an important issue for banks and other financial intermediaries. A reliable and consistent computing system is necessary to simplify the decision making process in uncertain domains such as the assessment of credit risk. In recent years fuzzy logic techniques have been in their wide-ranging use in modeling of uncertainties, vagueness, impreciseness and the human thought process. Therefore in this paper we present a fuzzy logic based intelligent system for the assessment of credit risk. It aims at efficiently and intelligently managing the process, handling its complexity, and monitoring large amounts of dynamic information in a distributed way, by using a society…

Credit risk assessment Fuzzy logic Intelligent agents Practical reasoning
researchProduct