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Regular version of the site

Book chapter

Достаточность залогового обеспечения как инструмент контроллинга кредитных рисков

С. 209-215.

The study reveals collateral requirements, throughout LTV ratio, within credit risk's controlling. The new approach to identify LTV deviations from its median on the group level as a reference point - alarm indicator is presented. This indicator serves to alarm banks to incorporate particular borrower to the so-called Watch list. These alarm indicators should be arranged only based on the empirical interlinkage of collateral and credit risk. Portfolio of bank corporate loans, issued from 2006 to 2017 on the Russian market, performs as research input data.