Consumer credit risk measurement : challenges for the Paraguayan banking system
Thesis: S.M. in Management Studies, Massachusetts Institute of Technology, Sloan School of Management, 2019
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| Format: | Thesis |
| Language: | eng |
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Massachusetts Institute of Technology
2020
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| Online Access: | https://hdl.handle.net/1721.1/124582 |
| _version_ | 1811068491223007232 |
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| author | Gomez, Bruno(Bruno Enrique Gomez Lezcano) |
| author2 | Deborah J. Lucas. |
| author_facet | Deborah J. Lucas. Gomez, Bruno(Bruno Enrique Gomez Lezcano) |
| author_sort | Gomez, Bruno(Bruno Enrique Gomez Lezcano) |
| collection | MIT |
| description | Thesis: S.M. in Management Studies, Massachusetts Institute of Technology, Sloan School of Management, 2019 |
| first_indexed | 2024-09-23T07:56:46Z |
| format | Thesis |
| id | mit-1721.1/124582 |
| institution | Massachusetts Institute of Technology |
| language | eng |
| last_indexed | 2024-09-23T07:56:46Z |
| publishDate | 2020 |
| publisher | Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/1245822020-04-14T03:37:46Z Consumer credit risk measurement : challenges for the Paraguayan banking system Gomez, Bruno(Bruno Enrique Gomez Lezcano) Deborah J. Lucas. Sloan School of Management. Sloan School of Management Sloan School of Management. Thesis: S.M. in Management Studies, Massachusetts Institute of Technology, Sloan School of Management, 2019 Cataloged from PDF version of thesis. Includes bibliographical references (page 40). Credit risk is often a critical risk in the financial sector. Therefore, how a financial institution manages its credit risk is an important determinant of profitability and solvency. In this regard, the identification and measurement of credit risk is the first component of efficient risk management. Correct and timely credit ratings are important for risk management systems, and for informing regulators about financial system risks. Credit risk is the main risk faced by the Paraguayan financial sector. Effectively managing it requires banking supervision and regulation in line with international best practices. As a step in that direction, this research assesses the Paraguayan banking regulation of credit risk and compares it to the principles and the best practices about credit risk management issued by the Basel Committee. I propose principles to guide the implementation of statistical models for better measurement of credit risk in Paraguayan financial institutions. by Bruno Gomez. S.M. in Management Studies S.M.inManagementStudies Massachusetts Institute of Technology, Sloan School of Management 2020-04-13T18:27:17Z 2020-04-13T18:27:17Z 2019 2019 Thesis https://hdl.handle.net/1721.1/124582 1149013712 eng MIT theses are protected by copyright. They may be viewed, downloaded, or printed from this source but further reproduction or distribution in any format is prohibited without written permission. http://dspace.mit.edu/handle/1721.1/7582 40 pages application/pdf Massachusetts Institute of Technology |
| spellingShingle | Sloan School of Management. Gomez, Bruno(Bruno Enrique Gomez Lezcano) Consumer credit risk measurement : challenges for the Paraguayan banking system |
| title | Consumer credit risk measurement : challenges for the Paraguayan banking system |
| title_full | Consumer credit risk measurement : challenges for the Paraguayan banking system |
| title_fullStr | Consumer credit risk measurement : challenges for the Paraguayan banking system |
| title_full_unstemmed | Consumer credit risk measurement : challenges for the Paraguayan banking system |
| title_short | Consumer credit risk measurement : challenges for the Paraguayan banking system |
| title_sort | consumer credit risk measurement challenges for the paraguayan banking system |
| topic | Sloan School of Management. |
| url | https://hdl.handle.net/1721.1/124582 |
| work_keys_str_mv | AT gomezbrunobrunoenriquegomezlezcano consumercreditriskmeasurementchallengesfortheparaguayanbankingsystem |