Contribution of Internal Quantitative Models in the Management of Bank Credit Risk: Case Study of the Arab Bank-Algeria

Midoune Ahlem; Atioui Samira

Article Details

Contribution of Internal Quantitative Models in the Management of Bank Credit Risk: Case Study of the Arab Bank-Algeria

Authors:

Midoune Ahlem | Atioui Samira

Publisher:

Université de Constantine 2

Journal:

دراسات اقتصادية Vol.2 Issue 1, pp.9-40

Document Type:

Article

Publication Date:

12/2015

Document Language:

Arabic

Document ID (Org No.):

2001421968

pISSN:

2588-1604

Keywords:

Abstract:

 The study aims at introducing the most important internal quantitative models to assess the bank credit risk, as well as the most important internal models imposed by the financial industry and the extent of its contribution to the measurement of the credit risk. In this study we tried to achieve this objective by highlighting the importance of applying the model (the credit risk +) to measure the risk of the loan and its management in the Arab Bank‐Algeria.

Article Details

Contribution of Internal Quantitative Models in the Management of Bank Credit Risk: Case Study of the Arab Bank-Algeria

Authors:

Midoune Ahlem | Atioui Samira

Publisher:

Université de Constantine 2

Journal:

دراسات اقتصادية Vol.2 Issue 1, pp.9-40

Document Type:

Article

Publication Date:

12/2015

Document Language:

Arabic

Document ID (Org No.):

2001421968

pISSN:

2588-1604

Risks

modeling the credit risk

internal quantitative models

the financial industry

credit risk model

Issues

Article Details

Contribution of Internal Quantitative Models in the Management of Bank Credit Risk: Case Study of the Arab Bank-Algeria

Authors: Midoune Ahlem | Atioui Samira

Publisher: Université de Constantine 2

Journal: دراسات اقتصادية Vol.2 Issue 1, pp.9-40

Document Type: Article

Publication Date: 12/2015

Document Language: Arabic

Document ID (Org No.): 2001421968

pISSN: 2588-1604

Risks

modeling the credit risk

internal quantitative models

the financial industry

credit risk model

Issues

Authors:

Midoune Ahlem | Atioui Samira

Publisher:

Université de Constantine 2

Journal:

دراسات اقتصادية Vol.2 Issue 1, pp.9-40

Document Type:

Article

Publication Date:

12/2015

Document Language:

Arabic

Document ID (Org No.):

2001421968

pISSN:

2588-1604