MACROECONOMIC SCENARIOS BUILDING AND BANK CREDIT RISK ASSESSMENT, BY THE EXAMPLE OF PSC PROMINVESTBANK
Based on foreign research, the article developed a methodology for stress testing of the bank and carried out its approbation in Prominvestbank. Dependence of the level of non-payments on macroeconomic indicators is determined by the logistic function, the parameters of which are determined based on...
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| Format: | Article |
| Language: | deu |
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Publishing Center "Kyiv University"
2018-01-01
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| Series: | Вісник Київського національного університету імені Тараса Шевченка. Серія Економіка |
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| Online Access: | http://bulletin-econom.univ.kiev.ua/wp-content/plugins/download-attachments/includes/download.php?id=8479 |