A Critical Review of some Measures to Quantify Credit Risk in Lending

Authors

  • Gourab Chakraborty Acasia Global Consulting LLP, Kolkata
  • J. K. Das University of Calcutta, Kolkata

DOI:

https://doi.org/10.33516/maj.v50i1.68-71p

Abstract

The methodological inconsistencies of Credit Risk measures coupled with the constraints of banks undermine the assessment of Credit Risk in lending. This study aims to understand the measures used by banks to quantify credit risk. The rest of the paper proceeds as follows. Section II describes the concepts that underlie the risk measures. Some select credit risk measures are explained in the section III. Section IV critiques the strengths and weaknesses in the CR measures. The final section consists of the conclusion of the study.

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Published

2010-01-01

How to Cite

Chakraborty, G., & Das, J. K. (2010). A Critical Review of some Measures to Quantify Credit Risk in Lending. The Management Accountant Journal, 50(1), 68–71. https://doi.org/10.33516/maj.v50i1.68-71p

Issue

Volume 50, Issue 1, January 2015

Section

Cover Story
Crossref
Scopus
Google Scholar
Europe PMC

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