Simulation and scenario analysis of retail loan portfolio

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This article discusses the authors financial model of retail lending business, connecting the various components of management. Conducted a scenario analysis of business strategies and stress-testing of the loan portfolio in the shock of the economic situation. Describes the tools that allow management of the credit institution efficiently to the formation of business strategies, and external auditors - to assess the possible effects of changes in the financial climate.

Bank, credit institution, loan portfolio, organization, business strategy, stress testing, scenario analysis, management

Короткий адрес: https://sciup.org/170152133

IDR: 170152133

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