Graduate papers
  
Description of the graduate paper
Form of studies Master
Title of the study programm Business Finance
Title in original language Kredītriska novērtēšanas metodes Azerbaidžānas banku sektorā
Title in English Credit Risk Measurement in Azerbaijan Banking Sector
Author Nigar Mammadli
Department Foreign Students Department
Scientific advisor Konstantins Kozlovskis
Reviewer Nataļja Lāce
Abstract Credit risk constitutes a major threat for the banking sector, which reflects the fast growing problem of over indebtedness among millions of banking customers. It became coarse threat and plenty of banks face with numerous problems and relationship between clients and banks becomes more sophisticated. Azerbaijan as a country became one of the most developed countries in the World and it turn into a respectable partner for other countries not only in the Caucasian region but all over the World. Industries in the republic develop significantly and one of the leading economical sectors is considered as banking sector. But nevertheless bank sector also became vulnerable economical sector in Azerbaijan. Recently, banking sector faced with challenging situation as devaluation, and many banks in Azerbaijan confronted with bankruptcy. After devaluation, a lot of people also couldn’t pay their debt on time and as a result banks faced with credit risk.
Keywords credit risk, credit risk measurement, banking, Azerbaijan, value-at-risk, credit scoring, probit regression, logit regression, SPSS, Monte- Carlo simlation
Keywords in English credit risk, credit risk measurement, banking, Azerbaijan, value-at-risk, credit scoring, probit regression, logit regression, SPSS, Monte- Carlo simlation
Language eng
Year 2016
Date and time of uploading 01.06.2016 15:48:09