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Credit Risk Measurement System |
|---|---|
| รหัสดีโอไอ | |
| Creator | pariyada Sukcharoensin |
| Title | Credit Risk Measurement System |
| Publisher | School of Development Economic |
| Publication Year | 2555 |
| Journal Title | Development Economic Review |
| Journal Vol. | 6 |
| Journal No. | 2 |
| Page no. | 53 |
| Keyword | Banks, Credit risk measurement, Default, Financial institutions |
| ISSN | 1906-2540 |
| Abstract | This paper critically reviews the evolution of credit risk measurement on individual loan and loan portfolios of banks and fi nancial institutions. The fi rst generation based on stand-alone unit of expert system is ease of use but tends to be bias and pessimistic on the borrowers. The second development is based on key accounting ratios derived from fi nancial statements of potential borrowers but fail to incorporate market values. Further, the theoretical based model provides reliable measures of credit risk. Recent development measures credit concentration risk at portfolio level which allows fi nancial institutions to assess their risk-taking capacity more effectively. |
