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Credit Risk Evaluation

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Author Info
Nora Mihail
Iuliana Cetina
Gheorghe Orzan (Academia de Studii Economice Bucuresti)

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Abstract

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.

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Publisher Info
Article provided by Asociatia Generala a Economistilor din Romania - AGER in its journal Theoretical and Applied Economics.

Volume (Year): 4(509) (2007)
Issue (Month): 4(509) (April)
Pages: 47-52
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Handle: RePEc:agr:journl:v:4(509):y:2007:i:4(509):p:47-52

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Web page: http://www.asociatiaeconomistilor.ro
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Related research
Keywords: credit risk the structure of the portfolio modeling of risk factor transformation function distribution of the credit loss.

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This page was last updated on 2008-8-22.


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