МАКРОЭКОНОМИЧЕСКАЯ МОДЕЛЬ КРЕДИТНОГО РИСКА КЫРГЫЗСКОЙ РЕСПУБЛИКИ

Authors : Ri ARYKOV, Nk ISHMAHAMETOV

Pages : 49-53

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Publication Date : 2016-05-01

Article Type : Research Paper

Abstract :This article deals with the issues of econometric modeling of the level of probability of default of the loan portfolio of the banking sector of the Kyrgyz Republic. The article analyzes the international experience in the field of approaches to develop econometric models of credit risk. The au-thors propose a macroeconomic credit risk model that can be used in the stress testing the banking sector of the Kyrgyz Republic.
Keywords : banking sector, credit risk, probability of default rate, non performing loans, stress testing