Record Details

Credit Risk Measurement System

NIDA Economic Review Journal

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Field Value
 
Title Credit Risk Measurement System
 
Creator Sukcharoensin, Pariyada
 
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.
 
Publisher Development Economic Review (พัฒนาการเศรษฐกิจปริทรรศน์)
 
Date 2012-07-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier //tci-thaijo.org/index.php/NER/article/view/22714
 
Source Development Economic Review (พัฒนาการเศรษฐกิจปริทรรศน์); Vol 6 No 2 (2555): NIDA Economic Review Journal; 53
1906-2540
 
Language eng
 
Relation //tci-thaijo.org/index.php/NER/article/view/22714/19415
 
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