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Journal articles on the topic 'Individual credit risk of the bank'

Author: Grafiati

Published: 28 May 2022

Last updated: 30 July 2025

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1

Goodhart, C. A. E. "Financial Regulation, Credit Risk and Financial Stability." National Institute Economic Review 192 (April 2005): 118–27. http://dx.doi.org/10.1177/002795010519200111.

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In contrast to recent successful developments in macro monetary policies, the modelling, measurement and management of systemic financial stability has remained problematical. Indeed, the focus of most effort has been on improving individual, rather than systemic, bank risk management; the Basel II objective has been to bring regulatory bank capital into line with the (sophisticated) banks‘ assessment of their own economic capital. Even at the individual bank level there are concerns over (i) appropriate diversification allowances, (ii) differing objectives of banks and regulators, (iii) the n

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2

Pangestuti, Rinda Siaga. "THE EFFECT OF CREDIT AND LIQUIDITY RISK AGAINST SYSTEMIC RISK IN FOUR ASEAN BANKS." JIAFE (Jurnal Ilmiah Akuntansi Fakultas Ekonomi) 4, no. 1 (2019): 1–8. http://dx.doi.org/10.34204/jiafe.v4i1.1072.

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This study examines the effect of credit risk and liquidity risk on the potential increases in systemic risk of the banking sector in four ASEAN banks. Two systemic risk measurements, namely dCoVaR and MES, are used in order to evaluate the effect of credit risk and liquidity risk on systemic risk of individual bank (dCoVaR) and systemic risk when the market is in distress (MES). The result from the regressions shows that credit risk and liquidity risk significantly affect systemic risk at the market distress. Meanwhile, credit risk and liquidity risk do not affect systemic risk of individual

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3

Kozak, Sylwester. "Concentration of Credit Exposure as a Significant Source of Risk in Banking Activities: The Idea and Methods of Estimation." e-Finanse 11, no. 3 (2015): 103–15. http://dx.doi.org/10.1515/fiqf-2016-0122.

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Abstract The simultaneous activation of many sources of risk can slow bank operations and even lead to bankruptcy. Credit risk is the greatest threat to the orderly functioning of a bank. To protect against its materialization banks spend nearly 90% of their total capital requirement. Concentration of credit exposure to single entities, as well as to single economic sectors, can be a source of additional risks. Estimation of the additional portion of the capital requirement in selected banks in Poland in 2008-2013 indicates that banks should assign additional 4% and 2% of the capital requireme

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Berezinets, Irina V., and Anastasiya S. Loginova. "Economic Capital Allocation for Corporate Borrowers Credit Risk Coverage." Contributions to Game Theory and Management 14 (2021): 20–37. http://dx.doi.org/10.21638/11701/spbu31.2021.02.

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Both the estimation of economic capital for bank's credit risk coverage, and the allocation of economic capital by sources in order to determine the contribution of individual elements to total credit risk play an important role in the area of risk management of a bank. The estimation of a bank's economic capital for credit risk coverage serves as a starting point in the management of a bank's credit risk, while the allocation of economic capital to cover credit risk among individual elements allows to answer the question of how individual elements contribute to the total credit risk of a bank

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Zhai, Weiwei. "Pricing of Non-financial Assets Considering Bank Credit Risk." Frontiers in Business, Economics and Management 8, no. 2 (2023): 178–84. http://dx.doi.org/10.54097/fbem.v8i2.7144.

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This paper selects the data of Shanghai and Shenzhen A-share listed companies and 12 commercial banks from January 2010 to December 2020, constructs A bank factor representing the level of bank credit risk and introduces it into the Fama-French three-factor model, and theoretically establishes a four-factor asset pricing model considering bank credit risk. The empirical test results show that: (1) In the non-financial market, the bank factor quantified by the level of bank credit risk plays a good role in explaining individual stocks, and can be used as the influence factor of asset pricing in

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Tsintsadze, Asie, Lela Oniani, and Tamar Ghoghoberidze. "Determining and predicting correlation of macroeconomic indicators on credit risk caused by overdue credit." Banks and Bank Systems 13, no. 3 (2018): 114–19. http://dx.doi.org/10.21511/bbs.13(3).2018.11.

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The banking system guarantees the economic strength of the country. Its sustainability is due to the sustainability of the credit portfolio. Therefore, scientific research on banking risks is always relevant. Basel recommendations and central bank regulations provide risk minimization in case of default of borrower by creating risk reserve, but the high range of macroeconomic factors creates a basis for creating credit risk. The model, which determines the risk factors, may be structurally the same, but the quality of the influence of factors is different in various countries. The influence of

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Doko, Fisnik, Slobodan Kalajdziski, and Igor Mishkovski. "Credit Risk Model Based on Central Bank Credit Registry Data." Journal of Risk and Financial Management 14, no. 3 (2021): 138. http://dx.doi.org/10.3390/jrfm14030138.

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Data science and machine-learning techniques help banks to optimize enterprise operations, enhance risk analyses and gain competitive advantage. There is a vast amount of research in credit risk, but to our knowledge, none of them uses credit registry as a data source to model the probability of default for individual clients. The goal of this paper is to evaluate different machine-learning models to create accurate model for credit risk assessment using the data from the real credit registry dataset of the Central Bank of Republic of North Macedonia. We strongly believe that the model develop

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Rozmetova, Umida Yuldashevna. "MONITORING OF CREDIT RISKS AS FINANCIAL RESOURCES IN COMMERCIAL BANKS." International journal of trends in business administration International journal of trends in business administration 12, no. 1 (2022): 106–11. https://doi.org/10.5281/zenodo.6683264.

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Credit risk analysis can be thought of as an extension of the credit allocation process. After an individual or business applies to a bank or financial institution for a loan, the lending institution analyzes the potential benefits and costs associated with the loan. Credit risk analysis is used to estimate the costs associated with the loan. Credit risk or credit default risk associated with a financial transaction is simply the expected loss of that transaction. In commercial banks, risk has always been one of the most basic concepts. This article examines the measurement and monitoring of t

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9

Ermolenko, O. M. "ORGANISATION OF CREDIT RISK IN THE ACTIVITIES OF COMMERCIAL BANKS AS VECTOR STABILIZATION OF THEIR ACTIVITY." Scientific bulletin of the Southern Institute of Management 1, no. 3 (2016): 38–41. http://dx.doi.org/10.31775/2305-3100-2016-3-38-41.

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In the course of activities of commercial banks the level of a credit risk especially it urgent in the conditions of financial crisis is of particular importance. Having sufficient inventories in assets bank institutes don’t wish to place means as the possibility of credit risks takes place. Therefore many banks modern conditions, choose a waiting attitude, however many large credit institutions can risk as they fulfilled a risk management policy. For achievement of minimization of a credit risk it is necessary to adapt activities of banks, including optimization of information systems and eva

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Irawan, Denny, and Febrio Kacaribu. "TRI-CYCLES ANALYSIS ON BANK PERFORMANCE: PANEL VAR APPROACH." Buletin Ekonomi Moneter dan Perbankan 19, no. 4 (2017): 403–42. http://dx.doi.org/10.21098/bemp.v19i4.694.

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The previous financial crisis has revealed the importance of risk in the financial and business cycle within the economy. This paper examines relationship among three cycles in the economy, namely (i) business cycle macro risk, (ii) credit cycle and (iii) risk cycle, and their impacts toward individual bank performance. We examine the responses of individual bank credit cycle and risk cycle toward a shock in business cycle macro risk and its consequence to the bank performance. We use Indonesian data for period of 2005q1 to 2014q4. We use unbalanced panel data of individual banks’ balance shee

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Ramzaeva, E. P., and O. V. Kravchenko. "The analysis of the loan portfolio and credit risk in a commercial bank." Vektor nauki Tol'yattinskogo gosudarstvennogo universiteta. Seriya Ekonomika i upravlenie, no. 3 (2022): 47–53. http://dx.doi.org/10.18323/2221-5689-2022-3-47-53.

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The implementation of a competent credit policy, the formation of a balanced loan portfolio, and the minimization of a level of credit risk are the main tasks of banking management. Credit operations of commercial banks have been and remain the most profitable and the banking sector profitability directly affects the financial market sustainable development. The main purpose of the study is to analyze the commercial bank credit activity and a credit risk on the example of the HCF Bank LLC commercial bank. The paper analyzes the structure of the bank’s loan portfolio, the overdue debt level, an

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Balina, Rafał, and Marta Idasz-Balina. "Drivers of Individual Credit Risk of Retail Customers—A Case Study on the Example of the Polish Cooperative Banking Sector." Risks 9, no. 12 (2021): 219. http://dx.doi.org/10.3390/risks9120219.

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The main aim of the research was to determine the key factors determining the level of credit risk of individual clients (clients in the form of natural persons, excluding companies) on the example of Polish cooperative banks according to the following features: transaction characteristics, socio-demographic characteristics of the customer, the customer’s financial situation, the customer’s history of cooperation with the cooperative bank where they applied for a loan, and the customer’s history of cooperation with other financial institutions. For the research gathered data from 1000 credit a

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Shyam, Dr Keshav. "A COMPARATIVE STUDY OF CREDIT RISK MANAGEMENT IN PUBLIC AND PRIVATE SECTOR BANK (WITH SPECIAL REFERENCE TO MUDRA YOJANA)." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 07, no. 12 (2023): 1–9. http://dx.doi.org/10.55041/ijsrem27672.

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Government of India (GoI) launches various financing schemes for promoting Medium and Small Enterprises (MSMEs). One such scheme is MUDRA Yojana and loan under this Yojana is called MUDRA loan. This Yojana is performing well as amount of loan sanctioned in it rising year by year. But the matter of concern is along with it the NPA of bank relating to this scheme is continuously rising. The NPA of public sector bank is more in comparison of private sector bank in context to this Yojana. So, in this paper a comparative study of public and private sector banks on different parameters such as credi

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Sadchykova, Iryna, and Anastasia Onoprienko. "ASSESSMENT OF THE CREDIT RISK OF A COMMERCIAL BANK UNDER THE CONDITIONS OF THE CORONA CRISIS." Problems and prospects of economics and management, no. 2(30) (2022): 115–24. http://dx.doi.org/10.25140/2411-5215-2022-2(30)-115-124.

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The article carries out a thorough analysis of the essence of the concept of "credit risk", high-lights its causes and main features. The authors provide an analysis of the main indicators of the credit market of Ukraine, namely the dynamics of changes in credit risk factors. Such indicators include: the share of the loan portfolio in the assets of banks, the ratio of equity capital to the loan portfolio, the share of loans in foreign currency, the share of overdue loans and the share of non-performing loans, NBU credit risk standards and their compliance by commercial banks. Also, after the a

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Parid, Parid, and Try Widiyono. "Risks In Provision Of Collateral Free Individual Loans: A Case Study Of Bank Rakyat Indonesia." International Journal of Educational Research & Social Sciences 4, no. 4 (2023): 664–69. http://dx.doi.org/10.51601/ijersc.v4i4.689.

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Collateral Free Loans is a bank loan product offered by banks as lenders with the advantage that customers as prospective borrowers are not asked to provide collateral or guarantees in the form of any assets as a condition for being able to borrow money. The advantage of this loan is that someone can apply for credit without guaranteeing their goods. However, the absence of collateral in granting credit sometimes creates problems for the parties, especially the bank as the lender. This study aims to answer the question of how the risk is in providing individual loan without collateral carried

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Hrytsenko, Larysa, Liudmyla Pavlenko, Iryna Kozhushko, and Onur Erişen. "COMPREHENSIVE CREDIT RISK ASSESSMENT OF UKRAINIAN BANKS." Socio-economic relations in the digital society 2, no. 56 (2025): 20–33. https://doi.org/10.55643/ser.2.56.2025.605.

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Credit risk is an integral element of banking activities, the identification and effective management of which is essential in today’s environment. The financial stability of both individual banks and the banking sector as a whole depends on the feasibility and effectiveness of risk management. The purpose of the study is to systematise the approaches approved at the state level to assessing the credit risk of banks, analyse the current state of the loan portfolio of the Ukrainian banking sector, and identify the most promising methods of optimising potential risks to its quality.The study exa

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Tijjani Muhammad and Abatcha Melemi. "Assessment of 5Cs Relationship towards Credit Risk Management: Evidence from Islamic Banks." Journal of Islamic Finance 10, no. 1 (2021): 76–89. https://doi.org/10.31436/jif.v10i1.564.

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This study aims to provide a new approach to assess the Character, Capacity, Capital, Condition, and Collateral (5Cs) variables towards the Islamic Bank Credit Risk Management from the Islamic Banks in Nigeria. The study used a quantitative approach using a structured questionnaire; 310 individuals participated. Data are sourced from Islamic Bank staff, customers of Islamic Bank, experts from financial institutions and some Shariah scholars of the advisory board of Islamic banks. The study employed structural Equation Modeling (SEM), using AMOS and SSPS, are used for analysis. The results indi

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Marwan, Marwan, Rika Anggraini, and Noor Iza. "Banking Ïinduciaíy Píinciples in Anticipating Bad Loan Default (PT Bank BTPN Mitra Usaha Rakyat Tbk Teluk Betung Bandar Lampung Branch)." Journal of Law, Politic and Humanities 4, no. 5 (2024): 1677–89. https://doi.org/10.38035/jlph.v4i5.548.

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Credit provided by banks basically contains risks, so in its implementation banks must pay attention to sound credit principles, including banks are not allowed to provide credit without a written agreement. Efforts to reduce the risk of loss in providing credit, require credit guarantees in the sense of confidence in the ability and ability of debtors to pay off their debts in accordance with the agreement. The problems in this study are: (1) How is the existence of the implementation of individual guarantees for lending to PT Bank BTPN Mitra Usaha Rakyat Tbk Teluk Betung Bandar Lampung Branc

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ERMOLENKO, Anna I. "Current aspects of improving the methodology for assessing the credit capacity of borrowers of commercial banks." Finance and Credit 30, no. 8 (2024): 1778–97. http://dx.doi.org/10.24891/fc.30.8.1778.

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Subject. The article deals with methods for assessing the creditworthiness of commercial bank borrowers (including individual borrowers). Objectives. The purpose is to identify specific areas for improving methods for assessing the creditworthiness of borrowers of commercial banks, based on modern approaches to creditworthiness assessment. Methods. On the basis of analysis and synthesis, I propose to change the form of the scoring card for express assessment of creditworthiness, and adjust the criteria and parameters for calculating the permissible loan amount. Results. The study established t

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Youssef, Amel Ben. "Migration Analysis of Credit Risk in Tunisian Banking Sector." Indian Journal of Finance and Banking 2, no. 1 (2018): 34–43. http://dx.doi.org/10.46281/ijfb.v2i1.91.

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In this paper, credit migration matrices are built to measuretransition probabilitiesat Tunisian credit institutions, allowing a comparison of credit risk quality shiftsfor public banks, private banks and leasing companies. We proposeto apply estimating Markov transition matrices using proportions data in order to be adapted to the scarcity of individual dataonloan quality transitions. We employ annual classification of assets issued in theregistration documents and annual financial reports during 2003-2014 period.It’s found from the analysis that the risk grade 2 has the greater tendancy to b

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Dang, Thi Hai Yen, Le Thao Trang Pham, Thi Huong Nguyen, and Thi Hoang Anh Dao. "The Effect of Credit Risk on the Financial Performance of Commercial Banks in Vietnam." Vietnam Journal of Agricultural Sciences 7, no. 2 (2024): 2160–72. http://dx.doi.org/10.31817/vjas.2024.7.2.06.

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Creating credit is the main income-generating activity for banks. However, granting credit always comes with risks. Credit risk is the risk of losing part or all of a debt due to failure to pay on time or default. Credit risk is considered the most important risk affecting banking performance. Therefore, this study measured the effect of credit risk on the financial performance of Vietnamese commercial banks. The research sample was made up of 30 commercial banks in Vietnam during the period from 2017 to 2022. There were a total of 180 observations in the balanced data panel. To control for un

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Huang, Xin. "Persistence of Bank Credit Default Swap Spreads." Risks 7, no. 3 (2019): 90. http://dx.doi.org/10.3390/risks7030090.

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Credit default swap (CDS) spreads measure the default risk of the reference entity and have been frequently used in recent empirical papers. To provide a rigorous econometrics foundation for empirical CDS analysis, this paper applies the augmented Dickey–Fuller, Phillips–Perron, Kwiatkowski–Phillips–Schmidt–Shin, and Ng–Perron tests to study the unit root property of CDS spreads, and it uses the Phillips–Ouliaris–Hansen tests to determine whether they are cointegrated. The empirical sample consists of daily CDS spreads of the six large U.S. banks from 2001 to 2018. The main findings are that i

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Huynh, Japan. "Is competition good or bad for the price, quantity, and quality of bank lending?" PLOS ONE 18, no. 8 (2023): e0287002. http://dx.doi.org/10.1371/journal.pone.0287002.

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This paper extends the existing literature by examining an important channel through which bank competition could drive the real economy by comprehensively influencing bank lending in three components–price, volume, and quality. For the measurement of bank competition, we build a series of different structural (concentration indicators) and non-structural (Lerner, Boone, and Panzar-Rose H-statistic indexes) measures, given that the reliance on solely one individual measure could lead to a misleading conclusion. Through a sample of commercial banks during 2007–2021 in a single Vietnamese bankin

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et al., Dang. "Determinants of credit risk at Vietnam bank for agriculture and rural developments in Can Tho City." International Journal of ADVANCED AND APPLIED SCIENCES 9, no. 2 (2022): 31–40. http://dx.doi.org/10.21833/ijaas.2022.02.004.

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The aim of this study is to investigate factors affecting credit risks of the borrowers (both corporate and individual customers) of Vietnam bank for agriculture and rural development's branch at Can Tho city (lender), thereby proposing several solutions to improve the bank’s operational efficiency in the upcoming years. Simultaneous qualitative and quantitative research methods are applied and secondary data from 102 corporate customers and 2100 individual clients are collected directly from the financial report of the Can Tho branch of Vietnam bank for agriculture and rural development (Agri

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Hendriadi, Rio, Anne Putri, Dona Amelia, and Rany Syafrina. "Design and Development of Credit Scoring Model for Conventional Banks for Individual Borrowing Case Study on PT BPR Sungai Puar District Agam." Journal of Accounting Research, Organization and Economics 1, no. 1 (2018): 43–56. http://dx.doi.org/10.24815/jaroe.v1i1.10749.

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Objective – This research is conducted to design and to develop credit scoring model on conventional bank in order to determine individual loan, the research takes place in PT BPR Sungai Puar, Kabupaten Agam. This model tries to evaluate the credit risk of BPR Sungai Puar.Design/methodology – The data are considered as secondary sources as they are taken from BPR Sungai Puar database by classifying them into two analysis tools including discriminant analysis and logistic regression. Results – The resuts are presentes inform of model and credit scoring perfection on PT BPR Sungai Puar Kabupaten

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CERNENCO, Luminiţa, and Marilena LAZARENCO. "Some hints on individual lending and different factors affecting the credit activity risks." Annals of "Spiru Haret". Economic Series 16, no. 4 (2016): 67. http://dx.doi.org/10.26458/1648.

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The bank crediting responds to some economical necesities with objective feature ( the stimulation of the production , the stimulation of the competition , the correlation of the needs of the capital with the posibilities of the formation of this ) . We can say that the humanity lives through credit , because the credit expands through the relationships with the external partners , in the most complexe domains of activity . The increase of the credit portofolio was characteristic of the activity developed of all sections of customers , both the credits given to individual or to companies . Thi

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Krasniqi, Besnik A., Mrika Kotorri, and Florin Aliu. "Relationship Banking, Collateral, and the Economic Crisis as Determinants of Credit Risk: An Empirical Investigation of SMEs." South East European Journal of Economics and Business 18, no. 2 (2023): 49–62. http://dx.doi.org/10.2478/jeb-2023-0018.

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Abstract This study examines the impact of relationship banking and collateral on the probability of firm loan default in Kosovo. Using a sample of 2,320 loan-level data from an individual bank credit register, findings indicate that stronger firm-bank relationships reduce the probability of default, and tighter credit policies regarding higher collateral requirements and interest rates have the opposite effect. Re-specifying the model to control for the banking sector concentration Hirschman-Herfindahl Index (HHI) and the Net Interest Margin (NIM), the firm-bank relationship is no longer stat

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Pavlenko, Liudmyla D., Olena V. Krukhmal, and Kristina E. Popova. "The Theoretical Aspects of Credit Risk Assessment and Management in Banks Amid Economic Instability." Business Inform 4, no. 567 (2025): 411–22. https://doi.org/10.32983/2222-4459-2025-4-411-422.

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The article summarizes the main approaches to defining the essence, assessment and management of credit risks of a bank. Based on the analysis of domestic and foreign publications, the authors propose to define credit risk as the probability that a borrower (individual or legal entity) will not fulfill its obligations to the bank in full and on time in accordance with the signed loan agreement. Clustering of scientific research on the bank's credit risk was carried out. According to the clustering results, the bulk of scientific papers are focused on the following areas: the relationship of cr

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Krichene, Aida. "Using a naive Bayesian classifier methodology for loan risk assessment." Journal of Economics, Finance and Administrative Science 22, no. 42 (2017): 3–24. http://dx.doi.org/10.1108/jefas-02-2017-0039.

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Purpose Loan default risk or credit risk evaluation is important to financial institutions which provide loans to businesses and individuals. Loans carry the risk of being defaulted. To understand the risk levels of credit users (corporations and individuals), credit providers (bankers) normally collect vast amounts of information on borrowers. Statistical predictive analytic techniques can be used to analyse or to determine the risk levels involved in loans. This paper aims to address the question of default prediction of short-term loans for a Tunisian commercial bank. Design/methodology/app

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Kolomiiets, Yuliia Yu, and Valeriia Yu Kochorba. "Assessing the Credit Risks in the Risk Management System of Banking Structures." Business Inform 1, no. 552 (2024): 320–32. http://dx.doi.org/10.32983/2222-4459-2024-1-320-332.

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The effective lending activity of the bank depends on the qualitative assessment of the creditworthiness of borrowers. This process determines not only the success of an individual banking operation, but also the entire credit policy of the bank. Modern banks use different approaches to creditworthiness analysis, because each loan agreement has its own specifics. The article summarizes and forms the main elements of the bank’s risk management system, substantiates the significant impact of such factors as the use of the latest technologies, stress management, and the culture of risk management

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Akwaa-Sekyi, Ellis Kofi, and Jordi Gené Moreno. "Internal controls and credit risk relationship among banks in Europe." Intangible Capital 13, no. 1 (2017): 25. http://dx.doi.org/10.3926/ic.911.

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Purpose: The study purport to investigate the effectiveness of internal control mechanisms, investigate whether evidence of agency problem is found among banks in Europe and determine how internal controls affect credit risk.Design/methodology/approach: Panel data from 91 banks from 23 European Union countries were studied from 2008-2014. Hausman’s specification test suggest the use of fixed effects estimation technique of GLS. Quantitatively modelled data on 15 variables covering elements of internal controls, objectives of internal controls, agency problem, bank and country specific variable

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Jin, Ruixin, and Huanyu Zhou. "Data analysis with different variables and credit risk assessment." Applied and Computational Engineering 32, no. 1 (2024): 275–84. http://dx.doi.org/10.54254/2755-2721/32/20230863.

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Nowadays, credit payment is a very common way to pay, such as credit cards, loans, many people can use their credit as a guarantee to borrow money from the bank, however some people will default. So we have to predict whether the borrower will pay on time, it is known as credit risk assessment. In this paper, we analyze a data set on credit risk to predict whether individuals will be late on their payments, helping financial firms improve their earnings and reduce their losses. We not only made predictions on the data, but also analyzed the relationship between the variables that affect the ov

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Utzig, Monika. "INDIVIDUAL FARMERS’ BANK LOANS AND DEPOSITS IN POLAND UNDER ECONOMIC UNCERTAINTY DURING THE COVID-19 PANDEMIC." Acta Scientiarum Polonorum. Oeconomia 21, no. 4 (2023): 37–43. http://dx.doi.org/10.22630/aspe.2022.21.4.16.

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Aim: The paper aimed to evaluate changes in farmers’ bank loans and deposit value under economic uncertainty, mainly caused by the COVID-19 pandemic. Methodology: The statistical data from Narodowy Bank Polski for the span of January 2018 – September 2022 was used and the dynamic indexes were computed. The Global Economic Policy Uncertainty Index was also used to show if the COVID-19 pandemic increased economic uncertainty. Results: The results show that in the analyzed period, an increase in the value of farmers’ bank deposits and a drop in farmers’ bank loans were observed. An increase in th

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Mashrooti, Maryam, Ali Mohammadi, and Mehdi Mohammadi. "Identification and Control of Credit Risk in Banks Utilizing New Supervisory Technologies with Neural Network Algorithm and Random Forest Algorithm." AI and Tech in Behavioral and Social Sciences 3, no. 1 (2025): 65–73. https://doi.org/10.61838/kman.aitech.3.1.7.

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The purpose of this study is to identify and control credit risk in banks utilizing new supervisory technologies with the neural network algorithm and the random forest algorithm. This research, in terms of its nature and objective, is categorized as theoretical and applied research. Given the quantitative nature of the study and the use of data mining for customer credit scoring, this investigation is data-driven. The primary foundation of this research is the discovery of knowledge from banking databases. In this study, real customers who received credit facilities from Tejarat Bank and Sama

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Kieu Nga, Tran, and Tran Thuy Hang. "FACTORS AFFECTING CREDIT RISK OF INDIVIDUAL CUSTOMERS AT BANK FOR FOREIGN TRADE OF VIETNAM CAN THO BRANCH." International Journal of Business Management and Economic Review 07, no. 04 (2024): 56–67. http://dx.doi.org/10.35409/ijbmer.2024.3590.

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The study "Factors affecting individual customer credit risk at Can Tho VCB will be conducted from 2021-2023. The study used comparative and absolute numerical analysis methods; Descriptive statistics and Probit regression methods to identify factors affecting credit risk. The research results show that of the 09 independent variables included in the research model, 05 variables correlate with the dependent variable, which is the borrower's financial ability (X1); Occupation (X3); Check and monitor loan debt (X4); Experience of credit officers (X5); Number of dependents (X8). In particular, th

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Santoso, Wimboh, and Enrico Hariantoro. "MARKET RISK ASSESSMENT DI PERBANKAN NASIONAL." Buletin Ekonomi Moneter dan Perbankan 5, no. 4 (2004): 14–42. http://dx.doi.org/10.21098/bemp.v5i4.319.

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Paper ini disusun sebagai hasil penelitian berupa assessment terhadap perhitungan permodalan bank dengan memasukkan unsur market risk. Sejak BIS mengeluarkan dokumen “Amendment to the Capital Accord to Incorporate Market Risk” pada bulan Januari 1996 yang disusul implementasinya oleh perbankan internasional mulai Desember 1997, terjadi perubahan yang signifikan dalam perhitungan CAR bank. Perhitungan CAR yang semula hanya memperhitungkan credit risk diperluas dengan memasukkan unsur market risk.Namun demikian hingga saat ini perhitungan CAR bank di Indonesia masih mengacu pada Basel Capital Ac

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Charles, Onyeiwu, Gideon Ajayi, and Obumneke Muoneke B. "The Impact of Credit Risk on Bank Profitability in Nigeria." Journal of Banking and Financial Economics 1/2020, no. 13 (2020): 5–22. http://dx.doi.org/10.7172/2353-6845.jbfe.2020.1.1.

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This study examines the impact credit risk management has on the profitability of commercial banks in Nigeria. The main objective of this material is to show how credit risk parameters are related to the expected performance of commercial banks in Nigeria. Using the regression analysis, relationship was drawn between credit risk parameters (which include capital adequacy ratio and non-performing loan ratio) and the profitability ratio (return on average asset, in particular) of five big Nigerian banks. Mixed research methodology was adopted in that primary data were sourced via questionnaires

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T. Funso, KOLAPO, AYENI R. Kolade, and OKE M. Ojo. "CREDIT RISK AND COMMERCIAL BANKS’ PERFORMANCE IN NIGERIA: A PANEL MODEL APPROACH." Australian Journal of Business and Management Research 02, no. 02 (2012): 31–38. http://dx.doi.org/10.52283/nswrca.ajbmr.20120202a04.

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The study carried out an empirical investigation into the quantitative effect of credit risk on the performance of commercial banks in Nigeria over the period of 11 years (2000-2010). Five commercial banking firms were selected on a cross sectional basis for eleven years. The traditional profit theory was employed to formulate profit, measured by Return on Asset (ROA), as a function of the ratio of Non-performing loan to loan & Advances (NPL/LA), ratio of Total loan & Advances to Total deposit (LA/TD) and the ratio of loan loss provision to classified loans (LLP/CL) as measures of cred

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Al-Shawabkeh, Abdallah, and Rama Kanungo. "Credit risk estimate using internal explicit knowledge." Investment Management and Financial Innovations 14, no. 1 (2017): 55–66. http://dx.doi.org/10.21511/imfi.14(1).2017.06.

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Jordanian banks traditionally use a set of indicators, based on their internal explicit knowledge to examine the credit risk caused by default loans of individual borrowers. The banks are reliant on the personal and financial information of the borrowers, obtained by knowing them, often referred as internal explicit knowledge. Internal explicit knowledge characterizes both financial and non-financial indicators of individual borrowers, such as; loan amount, educational level, occupation, income, marital status, age, and gender. The authors studied 2755 default or non-performing personal loan p

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Țîrlea, Mariana Rodica. "Artificial Intelligence Applied in the Pre-Contractual Stage of Banking Credit Contracts." International conference KNOWLEDGE-BASED ORGANIZATION 31, no. 2 (2025): 96–100. https://doi.org/10.2478/kbo-2025-0054.

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Abstract Lending quickly imposes precise and clear regulations. Banks in the EU member states must also be in this direction. In the pre-contractual stage, banks are obliged to provide their customers with information regarding bank lending conditions, alternatives, possibilities and simulations tailored to the situation of each individual customer. The role of these simulations is to support customers or potential customers of the bank in comparing bank lending offers in order to conclude bank lending contracts. The pre-contractual stage is the stage in which alternative simulations are carri

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Petersen, M. A., M. C. Senosi, J. Mukuddem-Petersen, M. P. Mulaudzi, and I. M. Schoeman. "Did Bank Capital Regulation Exacerbate the Subprime Mortgage Crisis?" Discrete Dynamics in Nature and Society 2009 (2009): 1–34. http://dx.doi.org/10.1155/2009/742968.

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This contribution is the second in a series of papers on discrete-time modeling of bank capital regulation and its connection with the subprime mortgage crisis (SMC). The latter was caused by, amongst other things, the downturn in the U.S. housing market, risky lending and borrowing practices, inaccurate credit ratings, credit default swap contracts as well as excessive individual and corporate debt levels. The Basel II Capital Accord's primary tenet is that banks should be given more freedom to decide how much risk exposure to permit; a practice brought into question by the SMC. For instance,

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Khattak, Asiya, Hina Manzoor, Sehar Khalid, and Saddaf Zahra. "The Determinants of Risk Engagement: A Study of Bank-Specific Factors Influencing Risk-Taking in Pakistan’s Commercial Banking Sector." ACADEMIA International Journal for Social Sciences 4, no. 3 (2025): 389–99. https://doi.org/10.63056/acad.004.03.0375.

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In the context of Pakistan's commercial banking industry, this study examines the factors unique to individual banks that affect risk-taking behavior. To ensure banking stability and performance in the face of growing financial complexity and changing regulatory environments, it is essential to comprehend the factors that influence risk engagement. A positivist quantitative paradigm is employed to analyze a sample of 22 commercial banks from 2005 to 2023, utilizing a dynamic panel data set. The Generalized Method of Moments (GMM) is employed to address potential endogeneity and dynamic relatio

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Travkina, Elena Vladimirovna. "Improved forecast assessment for the expected credit losses in credit risk monitoring in commercial banks in the context of international and Russian practices." Вестник Пермского университета. Серия «Экономика» = Perm University Herald. ECONOMY 15, no. 3 (2020): 445–57. http://dx.doi.org/10.17072/1994-9960-2020-3-445-457.

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Current banking sector’s performance raises the issues connected with the IFRS 9 Financial Instruments driven transformation of the forecast assessment for the expected credit losses during monitoring and credit risk assessment in commercial banks. In this regard, it becomes important to conduct a comprehensive systematization of the existing Russian and international practices for monitoring and evaluating credit risk in commercial banks. The purpose of the study is to develop a comprehensive approach to the use of an effective model for the impairment of expected losses in banking activities

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Khoi, Tran Huy, and Le Ngoc Diep. "FACTORS AFFECTING CREDIT RISK FOR INDIVIDUAL CUSTOMERS AT VIETNAM BANK FOR AGRICULTURE AND RURAL DEVELOPMENT, BINH THANH BRANCH, HO CHI MINH CITY." International Journal of Business Management and Economic Review 07, no. 02 (2024): 146–60. http://dx.doi.org/10.35409/ijbmer.2024.3571.

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The main objective of the study is to determine the factors affecting credit risk for individual customers at Vietnam Bank for Agriculture and Rural Development, Binh Thanh Branch, HCMC. In order to achieve the research objectives, the author used comparative and absolute numerical analysis methods; Descriptive statistics method; Probit regression method to identify factors affecting credit risk. The research results show that of 09 independent variables included in the research model, 05 variables correlated with the dependent variable which is the borrower's financial ability (X1); Industry

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LARIONOVA, K., and T. DONCHENKO. "ANALYSIS AND ASSESSMENT OF CREDIT RISK OF BANKS OF UKRAINE." Herald of Khmelnytskyi National University. Economic sciences 278, no. 1 (2020): 233–40. https://doi.org/10.31891/2307-5740-2020-278-1-41.

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The negative consequences of the financial crisis, political instability, which significantly weakened the banking system of Ukraine, revealed the unwillingness of most banking institutions to promptly and adequately adjust credit policy to find the optimal balance between customer needs for credit resources, lending risks, liquidity requirements, collateral requirements credit funds of business entities with real assets, etc. The processes of internationalization and globalization in the financial market exacerbate the need to reassess the role and place of credit risk management of banking i

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Ozerova, M. I., and I. E. Zhigalov. "Application of Fuzzy Logic to Assess Banks' Credit Risk." Bulletin of the South Ural State University. Ser. Computer Technologies, Automatic Control & Radioelectronics 21, no. 2 (2021): 70–78. http://dx.doi.org/10.14529/ctcr210207.

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The banking system is a constantly evolving system. The information environment of the bank is growing, the volumes of processed information are increasing due to the growth of users and banking products. To reduce risks, banks make a financial assessment of the situation of individuals and legal entities. The aim of the work is to develop fuzzy multi-connected models designed to predict the receipt of a positive or negative decision to receive a banking product. The decision is made based on scoring. Scoring consists in assigning points for completing a certain questionnaire developed by unde

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Phan Thành Tâm, Trần Xuân Giang, Trần Thạch Quốc Khang, and Nguyễn Hoàng Khang. "Factors affecting credit quality at bank for social policy transaction office of Vinh Cuu district in Dong Nai province." Tạp chí Khoa học Lạc Hồng 1, no. 18 (2025): 67–73. https://doi.org/10.61591/jslhu.16.245.

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Credit quality plays the leading and most important role in banks' business activities. This is an activity that brings a significant source of income to banks. Therefore, the article aims to measure the factors affecting credit quality from an individual customer survey with 500 questionnaires distributed directly to customers at the Bank for Social Policy transaction office of Vinh Cuu district in Dong Nai province, which received 459 valid responses and 41 responses with incomplete information or with only one selected value for most questions. Then, the authors entered data and processed t

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Trung, Tran Van, and Ngoc Anh Nguyen Vuong. "DEVELOPMENT OF A CREDIT SCORING MODEL USING MACHINE LEARNING FOR COMMERCIAL BANKS IN VIETNAM." Advances and Applications in Statistics 92, no. 1 (2024): 107–20. http://dx.doi.org/10.17654/0972361725006.

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In an increasingly competitive financial market, developing an accurate and efficient credit scoring model is crucial for banks to make informed credit decisions, and to help customers obtain credit products that match their financial capabilities. This study aims to develop a credit scoring model for individual customers of Vietnamese banks using machine learning techniques. This article will use a set of financial and non-financial indicators as inputs for various machine learning models such as Logistic Regression, K-nearest Neighbor, Decision Tree, Random Forest, LightGBM, and Support Vect

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Ilias, Ibtisam @. Ilyana, and Nurul Afifah Adawiyah Rafie. "Debt Trap or Financial Freedom? Unmasking Responsible Lending in Malaysia’s Non-Bank Credit Sector." International Journal of Research and Innovation in Social Science IX, no. VI (2025): 1843–59. https://doi.org/10.47772/ijriss.2025.906000143.

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In Malaysia, only credit providers governed by Bank Negara Malaysia must conduct affordability assessments to evaluate the credit risk of the prospective borrowers. This gap regrettably contributes to the high number of overindebted individuals, as reflected in the high number of bankruptcies. Those who are ineligible to apply for loans from banks may resort to non-bank credit providers that do not strictly evaluate their financial standing, exposing them to the negative impacts of overindebtedness. This research argues that one of the feasible interventions is to impose mandatory suitability

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Carvalho, Flávio Leonel de, Maria Dolores Montoya Diaz, Sigismundo Bialoskorski Neto, and Aquiles Elie Guimarães Kalatzis. "Exit and Failure of Credit Unions in Brazil: A Risk Analysis." Revista Contabilidade & Finanças 26, no. 67 (2015): 70–84. http://dx.doi.org/10.1590/1808-057x201411390.

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This study aims to investigate the factors that affect the market exit of Brazilian singular credit unions from 1995 to 2009; it also identifies and lists the determinants of various types of market exits and analyzes whether profitability is a significant factor for credit union survival. This study was conducted with accounting data provided by the Central Bank of Brazil, which derives only from individual cooperatives, i.e. singular credit unions. Quarterly financial statements from these credit unions that were active from 1995 to the second quarter of 2009 were employed, totaling 71,325 o

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