Aplication of Quantitative and Qualitative Methods in Risk Management of Credit Portfolio in the Conditions of the Banking System of the Republic of Tajikistan

Basgul Fajzullohonovna Isupova

Tajik State University of Commerce Dushanbe, Republic of Tajikistan


Abstract

In this article, an analysis of the fundamental methods of risk assessment and risk management of credit portfolio is conducted. In particular, complex and qualitative methods of risk management of credit portfolio studied in details, namely analytical, statistical and coefficient methods. Based on the coefficient method the author proposes a number of standards for the assessment of potential losses in credit activity. 


Keywords:

credit risk, credit portfolio, overdue debt, risk management, analytical and statistical methods, legal entities


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Published
2013-12-09

Cited by

Isupova, B. F. (2013). Aplication of Quantitative and Qualitative Methods in Risk Management of Credit Portfolio in the Conditions of the Banking System of the Republic of Tajikistan. Olsztyn Economic Journal, 8(3), 249–268. https://doi.org/10.31648/oej.3234

Basgul Fajzullohonovna Isupova 
Tajik State University of Commerce Dushanbe, Republic of Tajikistan



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