Retail Portfolio Risk: the Forecasting Models

Nataliya E. Sokolinskaya ()
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Nataliya E. Sokolinskaya: Financial University under the Government of the Russian Federation, Moscow, Russia

Finansovyj žhurnal — Financial Journal, 2011, issue 2, 95-104

Abstract: Forecasting the retail portfolio credit risk is necessary. It is a topical issue for the loan institutions that operate within the post-crisis Russian banking system where the number of credit risks associated with the retail portfolio is constantly going up. The article author examines the risk elimination methodologies used by the Russian and international experts. If the optimal forecasting method is chosen, the banks’ financial losses will be minimal.

Keywords: forecasting models; risks; retail portfolio of a bank; loss reserve; default (search for similar items in EconPapers)
JEL-codes: G21 (search for similar items in EconPapers)
Date: 2011
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