Since 2014
Credit Risk Measurement System
NIDA Economic Review Journal
View Archive Info| Field | Value | |
| Title |
Credit Risk Measurement System
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| Creator |
Sukcharoensin, Pariyada
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| Description |
This paper critically reviews the evolution of credit risk measurement onindividual loan and loan portfolios of banks and fi nancial institutions. The fi rst gen-eration based on stand-alone unit of expert system is ease of use but tends to bebias and pessimistic on the borrowers. The second development is based on keyaccounting ratios derived from fi nancial statements of potential borrowers but failto incorporate market values. Further, the theoretical based model provides reli-able measures of credit risk. Recent development measures credit concentrationrisk at portfolio level which allows fi nancial institutions to assess their risk-takingcapacity more effectively.
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| Publisher |
Development Economic Review (พัฒนาการเศรษฐกิจปริทรรศน์)
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| Date |
2012-07-01
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article |
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| Format |
application/pdf
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| Identifier |
//tci-thaijo.org/index.php/NER/article/view/22714
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| Source |
Development Economic Review (พัฒนาการเศรษฐกิจปริทรรศน์); Vol 6 No 2 (2555): NIDA Economic Review Journal; 53
1906-2540 |
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| Language |
eng
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| Relation |
//tci-thaijo.org/index.php/NER/article/view/22714/19415
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| Rights |
Copyright (c) 2017 Development Economic Review (พัฒนาการเศรษฐกิจปริทรรศน์)
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