Methods for assessing the credit risk of a commercial bank
Автор: Krioni O.V., Abdullina Yu.F.
Журнал: Теория и практика современной науки @modern-j
Рубрика: Основной раздел
Статья в выпуске: 1 (67), 2021 года.
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This article presents a method for assessing the risks of commercial banks, mainly analyzes the credit risk, interest rate risk and capital risk faced by commercial banks, and introduces a model for assessing the credit risk of industrial and commercial loans and consumer loans, a sensitivity gap model, a model gap duration.
Banking risks, duration gap model, sensitivity gap model
Короткий адрес: https://sciup.org/140275742
IDR: 140275742
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