APPLIED ASPECTS OF RESTRUCTURING OF THE CREDIT PORTFOLIO OF COMMERCIAL BANK WITH USE OF STATISTICAL MODELS OF THE QUANTITATIVE ANALYSIS

Author(s): Andrey Brodunov Nikolaevich

Rubric: Management

Release: 2013-1 (3)

Pages: 55-67

Keywords: financial risks, commercial bank, credit risk, corporate credit risk, credit portfolio, quantitative analysis, statistical model

Annotation: The article is devoted to the problem of development and use of tools of diagnostics, evaluation, analysis, management and forecasting financial risks of a commercial bank. This article dwells on alternative risk analysis of commercial bank based on regulatory requirements and statistical models. The emphasis is placed on the assessment of credit risk. According to the analysis the proposals for the possible restructuring of the credit portfolio are developed.

Bibliography: Andrey BR.NI. APPLIED ASPECTS OF RESTRUCTURING OF THE CREDIT PORTFOLIO OF COMMERCIAL BANK WITH USE OF STATISTICAL MODELS OF THE QUANTITATIVE ANALYSIS // Economics and Management. – 2013. – № 1 (3). – С. 55-67. doi: