TIJORAT BANKLARIDA KREDIT RISKINI MONITORING QILISHDA “VINTAGE” TAHLILIDAN FOYDALANISH AMALIYOTI
Ключевые слова:
kredit riski, chakana kreditlar, defolt ehtimolligi, skorekarta, Bazel Qo‘mitasi.Аннотация
Kredit riskini boshqarish jarayonida banklar tomonidan qo‘llaniladigan ko‘plab vositalar orasida “vintage” tahlili eng ko‘p qo‘llaniladigani hisoblanadi. Uning soddaligi va natijalarni talqin qilishdagi aniqligi tufayli bank sohasidagi mutaxassislar uni “asosiy tahlil” deb ataydilar. Ushbu maqolada “vintage” tahlili tushunchasi va natijalarni to‘g‘ri talqin qilish usullari taqdim etiladi
Библиографические ссылки
Anderson R. (2007). The Credit Scoring Toolkit. Oxford University Press. Oxford.
Ashcraft A., Goldsmith-Pinkham P., Vickery J. (2010). MBS Ratings and the Mortgage Credit Boom. Staff Reports. Federal Reserve Bank of New York.
Ash D., Kelly S., Nayd W., Yin H. (2007). Segmentation, Probability of Default and Basel II Capital Measures for Credit Card Portfolios. Federal Reserve Bank of Philadelphia.
Basel Committee on Banking Supervision (2006). Annex 10a: Supervisory framework for the use of “backtesting” in conjunction with the internal models approach to market risk capital requirements. In: International Convergence of Capital Measurement and Capital Standards. A Revised Framework Comprehensive Version. Bank for International Settlements.
