The process approach to the management of loan portfolios

Autor:	Pieter G. Vosloo, Paul Styger
Jazyk:	angličtina
Rok vydání:	2009
Předmět:	integrated risk management framework enterprise-wide risk management credit risk management process approach credit portfolio corporate governance account life-cycle Business Health Forum loan portfolios credit asset portfolios Economics as a science HB71-74
Zdroj:	Journal of Economic and Financial Sciences, Vol 3, Iss 2, Pp 171-188 (2009)
Druh dokumentu:	article
ISSN:	1995-7076 2312-2803
DOI:	10.4102/jef.v3i2.341
Popis:	Many factors impacted the credit risk environment in the past decade, the most significant of which were the Basel II Capital Accord requirements. Foremost in the financial industry’s focus was, and still is, the implementation of these requirements and their associated outcomes. In the aftermath of the Basel II implementation, credit risk managers’ focus will return to understanding the portfolio philosophy in managing their credit portfolios. They will be required to adapt an integrated risk management framework, taking into account the interdependence of various building blocks, data fields and model outcomes. This paper develops and proposes a portfolio approach to the management of loan portfolios within an integrated risk management framework. The significance of this approach for the credit portfolio risk management environment and its role in maximising shareholder value are highlighted.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/64391fc4c88f4e22b83bad9a0aacf78e Zobrazit plný text záznamu View record in DOAJ