文章基本信息

标题：Credit Risk Evaluation
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作者：Mihail, Nora ; Cetina, Iuliana ; Orzan, Gheorghe 等
期刊名称：Theoretical and Applied Economics
印刷版ISSN：1841-8678
电子版ISSN：1844-0029
出版年度：2007
卷号：4(509)
期号：4(509)
页码：47-52
出版社：Asociatia Generala a Economistilor din Romania - AGER
摘要：In the environment in which a bank functions there are many risk sources that determine the reduction of the profitability. These risk sources must be attentively identified, measured and taken into consideration for the elaboration of a bank’s general strategy of monitoring and disproof of the risks. The risk is generally defined as: the adverse effect that certain distinct incertitude sources exert over the profitability. The measurement of the risk requires that both the incertitude and the potential adverse effect over the profitability be surprised and evaluated.
关键词：credit risk; the structure of the portfolio; modeling of risk factor; transformation function; distribution of the credit loss.