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Natalia Konovalova (), Ineta Kristovska () and Marina Kudinska ()
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Natalia Konovalova: RISEBA University
Ineta Kristovska: RISEBA University
Marina Kudinska: University of Latvia

Polish Journal of Management Studies, 2016, vol. 13, issue 2, 90-100

Abstract: The article proposes a model of credit risk assessment on the basis of factor analysis of retail clients / borrowers in order to ensure predictive control of the level of risk posed by potential clients in commercial banks engaged in consumer lending. The aim of the study is to determine the level of risk represented by different groups (classes) of retail clients (borrowers) in order to reduce and prevent credit risk in the future as well as to improve the management of banking risks. The main results of the study are the creation of a model of borrowers’ internal credit ratings and the development of the methods of improving credit risk management in commercial banks.

Keywords: credit risk management; retail clients; borrowers; consumer lending; cluster analysis; factor analysis (search for similar items in EconPapers)
Date: 2016
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Handle: RePEc:pcz:journl:v:13:y:2016:i:2:p:90-100