The Formation of the Bank Optimal Loan Portfolio in the Conditions of Increasing Business Environment Risks

Author:

Komelina OlhaORCID,Kharchenko YuriyORCID

Publisher

Springer International Publishing

Reference18 articles.

1. Altman E (1968) Financial ratios, discriminant analysis and the prediction of corporate bankruptcy

2. Auria L, Moro R (2007) Credit risk assessment revisited methodological issues and practical implications. Working group on risk assessment, pp 49–68

3. Saunders A, Allen L (2002) Credit risk measurement: new approaches to value at risk and other paradigms, 2nd ed. Wiley, New York 320 p

4. Principles for the management of credit risk: consultative paper issued by the Basel committee on banking supervision. Issued for comment by 30 November 1999. Basel, July 1999. https://www.bis.org/publ/bcbs54.pdf

5. Revisions to the principles for the sound management of operational risk. Principles for the management of credit risk (bis.org). https://www.bis.org/publ/bcbs75.htm

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