Journal
Scientific journal NRU ITMO Series "Economics and Environmental Management"
UDK336.71
Issue:1 (32)
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Econometric model of credit risk on the basis of commercial banks of the Kyrgyz Republic
Annotation
Analysis and assessment of the quality of the credit portfolio (credit risk) of the banking sector is one of the main and important elements of macroprudential analysis and banking regulation. An analysis of the interrelation-ships between key macroeconomic factors and the quality of the banking sector's loan portfolio facilitates a better understanding of cross-sectoral dependencies in the economy, as well as the identification of strengths and weaknesses in the financial sector. The object of the study in this work is the commercial banks of the Kyrgyz Republic. The subject of the study is the systemic and individual credit risks of commercial banks of the Kyrgyz Republic, their factors and consequences of implementation. The main purpose of this work is to develop a model of credit risk by the example of commercial banks of the Kyrgyz Republic. To fulfill this goal, the following task is set: to identify the interrelations between the real sector of the economy and the banking sector and their quantitative assessment.
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