Question

Discuss the methods used by banks to model and manage credit risk.

Discuss the methods used by banks to model and manage credit risk.

Homework Answers

Answer #1
  • Central Bank uses Capital Risk Adequacy Ratio to measure credit risk faced by the bank's capital as developed under the Basel framework.
  • Credit risk management is done with aim of maximising bank's risk-adjusted rate of return within specified framework.
  • Before lending to any individual or corporation,bank assess creditability and collateral norms are strictly followed.
  • Risk based pricing-Higher interest rate to lenders who are more likely to default.
  • Diversification of Loan book
  • Using Credit insurance or Credit default swap.

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