Dergiler / Reforma / 2016 / Sayı: 69
MACROECONOMIC CREDIT RISK MODEL OF THE KYRGYZ REPUBLIC
- Dergi
- Reforma
- Sayı
- 2016 · Sayı: 69
- Sayfa
- 49–53
- DOI
- —
Özet
This article deals with the issues of econometric modeling of the level of probability of default of the loan portfolio of the banking sector of the Kyrgyz Republic. The article analyzes the international experience in the field of approaches to develop econometric models of credit risk. The au-thors propose a macroeconomic credit risk model that can be used in the stress testing the banking sector of the Kyrgyz Republic.
Abstract
This article deals with the issues of econometric modeling of the level of probability of default of the loan portfolio of the banking sector of the Kyrgyz Republic. The article analyzes the international experience in the field of approaches to develop econometric models of credit risk. The au-thors propose a macroeconomic credit risk model that can be used in the stress testing the banking sector of the Kyrgyz Republic.