Title Lietuvos bankinio sektoriaus kredito rizikos valdymo kriziniu laikotarpiu ekonominė analizė /
Translation of Title The econimical analysis of credit risk management of Lithuanian banking sector during crisis.
Authors Rumbauskaitė, Reda
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Pages 65
Keywords [eng] credit ; credit risk ; credit risk management ; risk management ; stress testing
Abstract [eng] In the final thesis of the Master‘s degree there are analyzed the credit risk management in Lithuanian banking sector in year 2008-2011: in the theoretical part there are described the general credit risk definition, highlighted models, approaches and tool for credit risk management, compared the interpretation aspects of credit risk management researches by different scientists. In the empirical part there are represented the dynamics of given credits in year 2008-2011, and its’ relationship with the main measures of the quality of credit portfolio and commercial banks‘ activity. In the last part there is represented the model for credit risk management in Lithuanian banking sector.
Type Master thesis
Language Lithuanian
Publication date 2012