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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
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
License
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)

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