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SAARJ Journal on Banking & Insurance Research
Year : 2013, Volume : 2, Issue : 1
First page : ( 54) Last page : ( 63)
Online ISSN : 2319-1422.

Credit risk management practises in banks

Srivastava Swati

Research Scholar, Faculty of Commerce, B.H.U., India

Online published on 10 June, 2013.

Abstract

Risk is the potentiality that both the expected and unexpected events may have an adverse impact on the bank's capital or earnings. Banks in the process of financial intermediation are confronted with various kind of financial and non financial risk i.e. credit risk, interest rate risk, liquidity risk, commodity price risk, legal risk, operational risk etc.

One of the major challenge in front of bank is to measure and manage credit risk or default risk. Credit risk is the possibility of loss associated with the diminution in the credit quality of borrower or counter party.

This paper aims at explaining credit risk, components of credit risk, various principles followed by bank for credit risk management and various approaches used by banks for measuring and managing its credit risk and reasons for adopting new models for credit risk management.

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Keywords

Credit risk, Credit Modeling, Credit scoring, Neural Network, Credit metrics etc.

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