|Title||The methodical framework of the development of adequate model of estimation of credit risk of the bank|
Mordan, Yevheniia Yuriivna
Diakonova, Iryna Ivanivna
Borrower Creditworthiness Assessment
Criteria Of The Models Adequacy Assessment
|Date of Issue||2015|
|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.|
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)
|Mordan_Sokolenko_Diakonova.pdf||960,92 kB||Adobe PDF||983|
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.