MACROECONOMIC CREDIT RISK MODEL OF THE KYRGYZ REPUBLIC

R.i. ARYKOV; N.k. ISHMAHAMETOV

Makale detayları

MACROECONOMIC CREDIT RISK MODEL OF THE KYRGYZ REPUBLIC

Yazarlar:

R.i. ARYKOV | N.k. ISHMAHAMETOV

Yayıncı:

Kyrgyz-Turkish Manas University

Ana Başlıklar:

Sosyoloji & antropoloji

Dergi:

Reforma 2016 Vol.1 Issue 69, pp.49-53

Belge Tipi:

Makale

Yayın Tarihi:

4/2016

Belge Dili:

Türkçe

Document ID (Org No.):

2000779135

Sıklık:

Üç Aylık

pISSN:

1694-5158

Anahtar kelimeler:

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.

 

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.

Makale detayları

MACROECONOMIC CREDIT RISK MODEL OF THE KYRGYZ REPUBLIC

Yazarlar:

R.i. ARYKOV | N.k. ISHMAHAMETOV

Yayıncı:

Kyrgyz-Turkish Manas University

Ana Başlıklar:

Sosyoloji & antropoloji

Dergi:

Reforma 2016 Vol.1 Issue 69, pp.49-53

Belge Tipi:

Makale

Yayın Tarihi:

4/2016

Belge Dili:

Türkçe

Document ID (Org No.):

2000779135

Sıklık:

Üç Aylık

pISSN:

1694-5158

banking sector

credit risk

probability of default rate

non-performing loans

stress-testing

Sayı

Makale detayları

MACROECONOMIC CREDIT RISK MODEL OF THE KYRGYZ REPUBLIC

Yazarlar: R.i. ARYKOV | N.k. ISHMAHAMETOV

Yayıncı: Kyrgyz-Turkish Manas University

Ana Başlıklar: Sosyoloji & antropoloji

Dergi: Reforma 2016 Vol.1 Issue 69, pp.49-53

Belge Tipi: Makale

Yayın Tarihi: 4/2016

Belge Dili: Türkçe

Document ID (Org No.): 2000779135

Sıklık: Üç Aylık

pISSN: 1694-5158

banking sector

credit risk

probability of default rate

non-performing loans

stress-testing

Sayı

Yazarlar:

R.i. ARYKOV | N.k. ISHMAHAMETOV

Yayıncı:

Kyrgyz-Turkish Manas University

Ana Başlıklar:

Sosyoloji & antropoloji

Dergi:

Reforma 2016 Vol.1 Issue 69, pp.49-53

Belge Tipi:

Makale

Yayın Tarihi:

4/2016

Belge Dili:

Türkçe

Document ID (Org No.):

2000779135

Sıklık:

Üç Aylık

pISSN:

1694-5158