期刊名称：Studia Universitatis Moldaviae: Stiinte Exacte si Economice
印刷版ISSN：1857-2073
电子版ISSN：2345-1033
出版年度：2008
期号：3(13)
页码：148-152
出版社：Moldova State University
摘要：Credit risk modeling is one of the most important components of the modern risk-management system. It takes thecentral part in the International Convergence of Capital Measurement and Capital Standards (a revised framework) publishedby the Basel Committee on Banking Supervision in June 2004. In spite of the significant theoretical achievements inthis field, aspects, related to the application of the risk-management models in the practical commercial banks activity,are still pressing nowadays. A simplified approach to the estimation of the credit risk assumed by a bank is described inthis work. It is based on the internal credit statistics, can be realized in the condition of the transition economy and canbe also used for the purpose of scenarios analysis
