Defining the probability of bank debtors’ default using financial solvency assessment models

Defining the probability of bank debtors’ default using financial solvency assessment models

Due implementation of debtors’ financial solvency assessment models by Ukrainian banks with the aim of calculating the probability of their default (PD) is the next step towards the integration of Ukrainian banking system into global banking community, convergence of methodical approaches to assessi...

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Bibliographic Details
Main Authors: Yana Kuznichenko, Mariia V. Dykha, Natalia Pavlova, Serhiy Frolov, Olha Hryhorash
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2018-05-01
Series:Banks and Bank Systems
Subjects:
causal financial solvency assessment models
credit portfolio segmentation
heuristic
probability of default (PD)
statistical
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10380/BBS_2018_02_Kuznichenko.pdf

Internet

https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10380/BBS_2018_02_Kuznichenko.pdf

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