What Is Credit Risk?
Credit risk is the potential for a loss when a borrower cannot make payments as obligated to a lender. Credit risk is commonly measured and communicated as the likelihood or probability of an individual borrower’s default. Lenders use models such as probability of default (PD), loss given default (LGD), and exposure at default (EAD) to analyze risk, rank customers, and decide on appropriate strategies for managing this risk.
Effective techniques for managing and analyzing risk include:
- Understanding the risk and nature of each counterparty
- Modeling credit scorecards
- Using Monte Carlo simulations to model credit risk based on probability of default or credit migration matrix
- Estimate lifetime expected credit losses for regulatory frameworks such as IFRS9 and CECL
- Mitigating risk using credit derivatives
- Managing complex regulated credit risk model workflows (with Modelscape™)
Hatari ya Mikopo Ni Nini? Hatari ya mkopo ni uwezekano wa hasara wakati mkopeshaji hawezi kufanya malipo kama wajibu kwa mkopeshaji. Hatari ya mkopo ni kawaida kipimo na kuwasiliana kama uwezekano au uwezekano wa mkopeshaji mtu binafsi default. Watoa mikopo hutumia mifano kama vile uwezekano wa default (PD), hasara kutokana na default (LGD), na mfiduo katika default (EAD) kuchambua hatari, nafasi wateja, na kuamua juu ya mikakati sahihi ya kusimamia hatari hii. Utaratibu wa kuongoza na kuamua hatari ni pamoja na: - Kuelewa hatari na asili ya kila mteja - Modeling kadi za alama za mkopo - Kutumia simulation ya Monte Carlo kuunda hatari ya mkopo kulingana na uwezekano wa default au matrix ya uhamiaji wa mkopo - Makadirio ya maisha ya makopo ya matumaini kwa mifumo ya udhibiti kama vile IFRS 9 na CECL - Kupunguza hatari kwa kutumia derivatives ya mkopo - Kusimamia mifumo ya kazi ya mifumo ya mkopo iliyopangwa (na Modelscape).