摘要：Son y.llarda risk y.netimi bankalar.n faaliyetlerini sürdürebilmeleri a..s.ndan en .nemli fakt.rlerden biri olmu.tur. Bankalar faaliyetlerinde bir.ok riskle kar.. kar..ya kalmaktad.r. Günümüzde .zellikle kredi riskinin azalt.lmas. bankac.l.k sekt.rünün .nemli konular.ndan bir tanesidir. Bankalarda etkin ve do.ru karar almay. sa.layan kredi riski modelleri olu.turulmal.d.r. Literatürde kredi portf.yü riskini .l.en bir.ok model bulunmaktad.r. Bu .al..mada Basel II standartlar.na da uyumlu olan tescilli modeller ve yo.un (indirgenmi.) modellere yer verilmi.tir. Son olarak kredi riski y.netim modellerinin benzer ve farkl. y.nleri incelenmi.tir. Bu incelemelerde veri kaynaklar., kredi volatiliteleri, korelasyonlar., düzelme oranlar., say.sal y.ntemler, faiz oranlar., risk s.n.flar. dikkate al.nm..t.r
其他摘要：In recent years risk management is the most important factor for banking sector. There are many risks associated with banking operations. Especially, minimizing the credit risk is a fundamental responsibility for banking sector today. Development of effective and accurate credit risk modelling can have a big impact on the decision making process of the banks. Several models for measuring credit portfolio risk have been developed. In this study it is aimed to explain credit risk models called industry models and reduced form intensity-based models concept within Basel II framework. Finally similar and different aspects of credit risk measurement models were investigated. In these analyzes data sources, credit volatilities, correlations, recovery rates, numerical methods, interest rates, risk classes, are taken into consideration
关键词：kredi; risk; .l.üm; modelleme; Basel II
其他关键词：credit; risk; measurement; modelling; Basel II
