Establishment and analysis of the credit risk profile in a Romanian retail bank
AbstractIn order to protect its stakeholders and clients interests, a bank assumes a cautious credit risk profile, correlated to the objectives established in its business strategy. This article presents the credit risk profile and the analysis of the factors involved in the estimation of the probability and the impact of the credit risk upon the loan portfolio in a Romanian retail bank. In the final part, the authors show how the analysis results affect the bank’s credit policy.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 11897.
Date of creation: 24 Nov 2008
Date of revision: 24 Nov 2008
credit risk profile; loan portfolio; credit policy;
Find related papers by JEL classification:
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
This paper has been announced in the following NEP Reports:
- NEP-ALL-2008-12-07 (All new papers)
- NEP-BAN-2008-12-07 (Banking)
- NEP-RMG-2008-12-07 (Risk Management)
- NEP-TRA-2008-12-07 (Transition Economics)
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