Aplication of Quantitative and Qualitative Methods in Risk Management of Credit Portfolio in the Conditions of the Banking System of the Republic of Tajikistan

• Authors: Isupova Basgul Fajzullohonovna
• Languages of publication: EN

Abstracts

EN

In this article, an analysis of the fundamental methods of risk assessment and risk management of credit portfolio is conducted. In particular, complex and qualitative methods of risk management of credit portfolio studied in details, namely analytical, statistical and coefficient methods. Based on the coefficient method the author proposes a number of standards for the assessment of potential losses in credit activity.

Keywords

EN

credit risk; credit portfolio; overdue debt; risk management; analytical and statistical methods; legal entities

• Publisher: Uniwersytet Warmińsko-Mazurski w Olsztynie
• Journal: Olsztyn Economic Journal
• Year: 2013
• Volume: 8
• Issue: 3
• Pages: 249-268

Dates

published

2013-09-30

Contributors

author

Isupova Basgul Fajzullohonovna

• Tajik State University of Commerce, Dushanbe Republic of Tajikistan

References

• About an order of formation and use of a reserve and fund of a covering of possible losses on vessels. 2007. Instruction of National Bank of Tajikistan from 27.07.2011. On line: www.nbt.tj-Dushanbe.
• Asselt M.B.A von, Orwin R. 2011. Risk Governance. Journal of Risk Research, April.
• Belyakov A.B. 2003. Bank risks: problems of the account, regulation management. Development on management of bank - M: Publishing group "BDTs-press".
• Colletaz G., Hurlin Ch., PErignon Ch. 2013. The risk Map. A new tool for validating risk models. Journal of Banking and Finance, October.
• Elsinger H., Lehar A., Summer M. 2004. Risk Assessment for Banking Systems. Management Science. August.
• Finucane M., Holup J. 2006. Risk as Value. Combining Affects and Analysis in Risk Judgments. Journal of Risk Research, 20 August.
• Goldberg L. 1990. The determinants of US banking abroad. Journal of International Money and Finance, 9(2).
• Gonzalez F. 2005. Bank regulation and risk taking incentives. International comparison of bank risk. Journal of Banking and Finance, March.
• Hao Wang, Hao Zhou, Yi Zhou. 2013. Credit default swap spreads and variance risk premia. Journal of Banking and Finance, October.
• Kostyuchenko N.S. 2010. The analysis of credit risks. SPb.: ITD Skify.
• Matutes C. 2000. Vives X. Imperfect competition. Risk taking and regulation in banking. European Economic Review, May.
• Rogers L.C.G., Veraat L.A.M. 2012. Failure and Rescue in an Interbank Network. Management Science, February.
• Rose Peter S. 1995. Bank management. M: Business.
• Zharikov V.V., Zharikov M.V., Evseychev A.I. 2009. Management of credit risks: manual. Tambov: Publishing House of Tamb. the State. Technic. Univer.