Establishment and analysis of the credit risk profile in a Romanian retail bank

Ramona Popescu and Emilia Clipici

MPRA Paper from University Library of Munich, Germany

Abstract: In order to protect its stakeholders and clients interests, a bank assumes a cautious credit risk profile, correlated to the objectives established in its business strategy. This article presents the credit risk profile and the analysis of the factors involved in the estimation of the probability and the impact of the credit risk upon the loan portfolio in a Romanian retail bank. In the final part, the authors show how the analysis results affect the bank’s credit policy.

Keywords: credit risk profile; loan portfolio; credit policy (search for similar items in EconPapers)
JEL-codes: G21 G32 (search for similar items in EconPapers)
Date: 2008-11-24, Revised 2008-11-24
New Economics Papers: this item is included in nep-ban, nep-rmg and nep-tra
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:11897

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