دراسات اقتصادية
Volume 2, Numéro 1, Pages 09-40
2015-12-31

Contribution Of Internal Quantitative Models In The Management Of Bank Credit Risk: Case Study Of The Arab Bank-algeria

الكاتب : Midoune Ahlem . Atioui Samira .

الملخص

The study aims at introducing the most important internal quantitative models to assess the bank credit risk, as well as the most important internal models imposed by the financial industry and the extent of its contribution to the measurement of the credit risk. In this study we tried to achieve this objective by highlighting the importance of applying the model (the credit risk +) to measure the risk of the loan and its management in the Arab Bank‐Algeria.

الكلمات المفتاحية

Risks, modeling the credit risk, internal quantitative models, the financial industry, credit risk model.