Managementul riscului de creditare: realizari actuale, analiza critica, sugestii

Credit risk management: current achievements, critical analysis, suggestions

Anca Elena Nucu

MPRA Paper from University Library of Munich, Germany

Abstract: In the context of macroeconomic uncertainty and liquidity problems existing on international markets, expanding the banking system leads to amplification interferences of a broad spectrum of risks. This article delineates the recent area of researchers’ interest in the domain of credit risk management in banking and highlights the issues of relevant studies, both theoretical and empirical, in the area of credit-scoring, models for credit risk assessment and regulatory framework, on the background mutations caused by the international financial crisis.

Keywords: credit risk; model evaluation; credit scoring; retail banking; financial crisis (search for similar items in EconPapers)
JEL-codes: C53 D81 E51 G01 (search for similar items in EconPapers)
Date: 2011-01-06
New Economics Papers: this item is included in nep-ban and nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:27932

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