This master‘s final paper formulates problems of the commercial banks‘ credit portfolio risk management. It analyzes theoretical methods to manage credit portfolio risk conducted by various Lithuanian and foreign authors. It also analyses „NORD/LB Lietuva“ bank credit portfolio risk management: principles of credit portolio formation, credit risk management in the process of granting loans, credit portfolio risk management in the process of monitoring, management of default credits and requirements for the credit indemnity. This paper offers ways to impove credit portfolio risk management in the bank. It indicates effective credit risk management organisational structure, effective credit portfolio risk management system and methods to evaluate financial risk and sufficiency of the capital required to cover credit risk.
Identifer | oai:union.ndltd.org:LABT_ETD/oai:elaba.lt:LT-eLABa-0001:E.02~2005~D_20050603_130136-54323 |
Date | 03 June 2005 |
Creators | Citavičiūtė, Aistė |
Contributors | Martinkus, Bronius, Vaškelaitis, Vytautas, Šimaitytė, Giedrė, Martišius, Stanislovas, Lileikienė, Angelė, Tamošiūnas, Teodoras, Siauliai University |
Publisher | Lithuanian Academic Libraries Network (LABT), Siauliai University |
Source Sets | Lithuanian ETD submission system |
Language | Lithuanian |
Detected Language | English |
Type | Master thesis |
Format | application/pdf |
Source | http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2005~D_20050603_130136-54323 |
Rights | Unrestricted |
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