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Establishment and analysis of the credit risk profile in a Romanian retail bank

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  • Popescu, Ramona Florina
  • Clipici, Emilia

Abstract

In 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.

Suggested Citation

  • Popescu, Ramona Florina & Clipici, Emilia, 2008. "Establishment and analysis of the credit risk profile in a Romanian retail bank," MPRA Paper 11897, University Library of Munich, Germany, revised 24 Nov 2008.
  • Handle: RePEc:pra:mprapa:11897
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    File URL: https://mpra.ub.uni-muenchen.de/11897/1/MPRA_paper_11897.pdf
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    More about this item

    Keywords

    credit risk profile; loan portfolio; credit policy;

    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

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