The methodical framework of the development  of adequate model of estimation of credit risk of  the bank

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Title	The methodical framework of the development of adequate model of estimation of credit risk of the bank
Authors	Mordan, Yevheniia Yuriivna Sokolenko, К. Diakonova, Iryna Ivanivna
ORCID	http://orcid.org/0000-0002-3942-1262 http://orcid.org/0000-0003-4366-8062
Keywords	Bank Credit Risk Borrower Creditworthiness Borrower Creditworthiness Assessment Criteria Of The Models Adequacy Assessment
Type	Article
Date of Issue	2015
URI	http://essuir.sumdu.edu.ua/handle/123456789/51047
Publisher	Virtus Interpress
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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.
Appears in Collections:	Наукові видання (ННІ БТ)