Models of Credit Risk Measurement

Article OPEN
Hagiu Alina;
(2011)
  • Journal: Ovidius University Annals, Economic Sciences Series, volume XI, issue 1 May, pages 912-917
  • Subject: credit risk, models, management, strategy;
    • jel: jel:G11 | jel:G32 | jel:G24
Credit risk is defined as that risk of financial loss caused by failure by the counterparty. According to statistics, for financial institutions, credit risk is much important than market risk, reduced diversification of the credit risk is the main cause of bank failure... View more
  • References (2)

    • Professor, PhD. Maurice Chenevoy, Directeur de l' Institute Universitaire Profesionalise, Universite D'Auvergne, Clermont 1, Clermont - Ferrand, France;

    • Professor, PhD. Jacky Mathonnat, Vice Recteur de L'Universite D'Auvergne, Clermont 1, Clermont - Ferrand, France;

  • Metrics
Share - Bookmark