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  • 标题:Defining the probability of bank debtors’ default using financial solvency assessment models
  • 本地全文:下载
  • 作者:Yana Kuznichenko ; Mariia V. Dykha ; Natalia Pavlova
  • 期刊名称:Banks and Bank Systems
  • 印刷版ISSN:1816-7403
  • 电子版ISSN:1991-7074
  • 出版年度:2018
  • 卷号:13
  • 期号:2
  • 页码:1-11
  • DOI:10.21511/bbs.13(2).2018.01
  • 语种:English
  • 出版社:LLC "CPC "Business Perspectives"
  • 摘要:Due implementation of debtors’ financial solvency assessment models by Ukrainian banks with the aim of calculating the probability of their default (PD) is the next step towards the integration of Ukrainian banking system into global banking community, convergence of methodical approaches to assessing the credit risk with standards of in ternational practice,possibility of using IRB-approach (an approach based on internal ratings) for calculating the regulatory requirements to capital adequacy. The analysis of approaches to bank credit portfolio segmentation according to types of debtors and debtors’ financial solvency assessment models,depending on the performed segmentation and accumulated bank statistical data,from the point of view of its suitability for Ukrainian banks,will enable the banks to choose the most suitable ones for implementation taking into account nature and complexity of operations performed. Such approaches will be more adapted to minimum capital requirements,simultane?ously agreeing with national supervisory priorities.
  • 关键词:credit portfolio segmentation;probability of default (PD);heuristic;statistical;and causal financial solvency assessment models
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