Kredito rizikos valdymas

Supervisor: lecturer Dr. Mantas Sladkevičius
Paper was accomplished during autumn semester, 2004, at Kaunas, Vytautas Magnus University by students of economics and management faculty.
The size of this paper included fittings is 27 pages, without fittings and the list of used literature – 22 pages. Fittings: 4 charts and 1 table.
At first this paper introduces the finance market place in economical system. A risk management is a topic problem in finance market, consequently further is introduced a conception of risk management, its principles, process. This paper presents three strategies of risk decrease.
Credit risk is one of the most essential risks in finance market. The work analyses its importance to banking. Here is clearly determined the aim of credit risk management. Near are marked seven stages of credit risk management evolution.
On purpose to appreciate the topicality of credit risk in Lithuania were analysed the financial exponentials of commercial banks during the years 1998 – 2002. Researches showed, that the main part of banks capital make long leases. This situation gives reasons for growing credit risk. So, conclusion is that credit risk management is very topical for Lithuania’s banks.
The main aim of this paper is to analyze methods and models of credit risk management. At first is discussed the models of credit risk estimation, which are based on credit risk component parts: probability of default –PD, loss gives default – LGD, exposure at default – EAD.
Then the paper disputes the means for credit risk identify. At first this is rating system which is secure way to get some information about debtors. There are three most known agencies in the word: Moody’s. Fitch and Standard and Poor’s .
One more important means for credit risk management is loans register. This way to get information about debts is quite fast and easy.
Sustaining the analysed facts and literature...

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