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Please use this identifier to cite or link to this item:http://essuir.sumdu.edu.ua/handle/123456789/51047
Title: The methodical framework of the development of adequate model of estimation of credit risk of the bank
Authors: Мордань, Євгенія Юріївна
Мордань, Евгения Юрьевна
Mordan, Yevheniia Yuriivna
D'yakonova, I.
Sokolenko, К.
Keywords: Bank
Credit Risk
Borrower Creditworthiness
Borrower Creditworthiness Assessment
Criteria Of The Models Adequacy Assessment
Issue Year: 2015
Publisher: Virtus Interpress
Citation: D’yakonova, I. The methodical framework of the development of adequate model of estimation of credit risk of the bank / I. D’yakonova, Ye. Mordan, K. Sokolenko // Corporate Ownership & Control. – Sumy : Virtus Interpress. – 2015. – Vol. 13, Issue 1. – P. 769–773.
Abstract: It was considered the modern methods of assessment of credit risk which are used by the foreign banks, in particular, their essence, advantages and disadvantages were discovered in this article. It was proposed and characterized the criteria of judgmental estimate adequacy of the models intended for analysis and forecast of borrower creditworthiness assessment, in particular such criteria as general accuracy of the model, the errors of 1st and 2nd kind, ROC – curve and GINI index.
URI: http://essuir.sumdu.edu.ua/handle/123456789/51047
Type: Article
Appears in Collections:Наукові видання (ННІ БТ)

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