The EVALUAREA RISCULUI DE CREDIT: O ANALIZĂ A DIVERSELOR METODE DE EVALUARE A RISCULUI DE CREDIT

Alexandru BRĂILĂ, Mariana MORARU Catedra Modelare Matematică şi Informatică Economică

Abstract

This study explores financial credit risk assessment. This is an important issue because there is currently no standardized method used by financial institutions for the assessment of credit risk. A critical evaluation of the most popular credit risk assessment methods – the judgemental method and credit-scoring – highlights a number of limitations when used on their own. Some financial institutions may choose to implement neural the method with least disadvantages, accepting the risk that the assumptions may not correspond to reality, but opting for better performance of the model. Under these circumstances, the implementation of some measures of performance seems imperative.