| Abstract [eng] |
Research object of this paper is credit risk management system. The aim of the paper- after analyzing management peculiarities of bank credit risk of Lithuanian banks to offer to the bank risk evaluation system in case of business loans. Risk influence to bank activity is uncovered in the paper; bank credit risk is defined and classified. Credit risk management organization is analyzed, aims and credit process is discussed. Law instruments having an influence to credit risk management are analyzed in the global extend and the scope of Lithuania. Debtors’ evaluation methods of Bank X and Bank Y are compared. Five companies are evaluated according to the Bank X order. Altman model is applied to calculate the chance obligation noncompliance. Wider and more thorough rating system is offered. Paper is composed of 53 pages, 9 pictures and 17 tables. |
