Template-Type: ReDIF-Article 1.0
Author-Name:  Nataliya E. Sokolinskaya
Author-Email:  sokolinskaja@mail.ru
Author-Workplace-Name:  Financial University under the Government of the Russian Federation, Moscow, Russia
Title:  Retail Portfolio Risk: the Forecasting Models
Abstract:  Forecasting the retail portfolio credit risk is necessary. It is a topical issue for the loan institutions that operate within the post-crisis Russian banking system where the number of credit risks associated with the retail portfolio is constantly going up. The article author examines the risk elimination methodologies used by the Russian and international experts. If the optimal forecasting method is chosen, the banks’ financial losses will be minimal.
Classification-JEL: G21
Keywords: forecasting models, risks, retail portfolio of a bank, loss reserve, default
Journal: Finansovyj žhurnal — Financial Journal
Pages: 95-104
Issue: 2
Year: 2011
Month: April
File-URL: http://www.nifi.ru/images/FILES/Journal/Archive/2011/2/statii/2011_02_09.pdf
File-Format: Application/pdf 
Handle: RePEc:fru:finjrn:110209:p:95-104