The econometric model of evaluation and selection of priority strategies of reducing risks of the total loan portfolio of commercial banks

The article observe the problem in using the econometric approach to the assessment of the total loan risk appearing in portfolio of assorted risk of commercial bank loans. It is proposed to use the linear regression model of dependence between the value of the bank’s own funds (as the most ris-sens...

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Bibliographic Details
Main Authors: M. A. Gorskij, E. A. Zakrevskaya
Format: Article
Language:Russian
Published: Russian Academy of Entrepreneurship 2020-01-01
Series:Путеводитель предпринимателя
Subjects:
Online Access:https://www.pp-mag.ru/jour/article/view/38