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CREDIT RISK MANAGEMENT IN THE TURKISH BANKING SECTOR : A SURVEY STUDY

Year 2006, Volume: 5 Issue: 17, 10 - 24, 01.09.2006

Abstract

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References

  • Alexander, C. (1999). Managing Credit Portfolios: A Comparative Review of Risk Models and Methodologies, Derivatives Credit Risk, Second Edition, London: Risk Books.
  • Altman, E. (2002). Managing Credit Risk: A Challenge for the New Millennium, Economic Notes 2-2002: Review of Banking, Finance and Monetary Economics, 201-214.
  • Basel Committee on Banking Supervision (2003 July). Overview of The New Basel Capital Accord, Consultative Document.
  • Caouette, J., Altman, E. I., & Narayanan, P. (1998). Managing Credit Risk: The Next Great Financial Challege, New York: John Wiley & Sons.
  • Henke, S., Burghof, H. P., & Rudolph, B. (1998). Credit Securization and Credit Derivatives: Financial Intruments and the Credit Risk Management of Middle Market Commercial Loan Portfolios, CFS Working Paper Nr. 98/07.
  • International Association of Insurance Supervisors (2003 March). IAIS Paper on Credit Risk Transfer Between Insurance, Banking and Other Financial Sectors.
  • International Organization of Securities Commissions (2000 May). The Management of Credit Risks by Securities Firms and Recommendations to Firms and Regulators, Report of the Technical Committee of the International Organization of Securities Commissions (IOSCO).
  • Saunders, A. (1999). Credit Risk Measurement: New Approaches to Value-at-Risk and Other Paradigms, New York: John Wiley & Sons.
  • Turkey Banking Regulation and Supervision Agency (2005). New Capital Accord in Ten Questions.

CREDIT RISK MANAGEMENT IN THE TURKISH BANKING SECTOR : A SURVEY STUDY

Year 2006, Volume: 5 Issue: 17, 10 - 24, 01.09.2006

Abstract

Kredi riski, finansal piyasalardaki en eski risklerden biridir ve kredi riski yönetimi, bankaların uzmanlık alanlarından birini oluşturmaktadır. Zaman içerisnde, kredi riskinin ölçülmesinde ve kredi riskinin yönetiminde yeni yaklaşımlar ve araçlar geliştirilmiştir. Bu makalede, Türk bankacılık sektöründe kredi riski yönetimi uygulamalarını değerlendirmek için, bankacılık sektörüne uygulanan anketin sonuçlarına yer verilmiştir

References

  • Alexander, C. (1999). Managing Credit Portfolios: A Comparative Review of Risk Models and Methodologies, Derivatives Credit Risk, Second Edition, London: Risk Books.
  • Altman, E. (2002). Managing Credit Risk: A Challenge for the New Millennium, Economic Notes 2-2002: Review of Banking, Finance and Monetary Economics, 201-214.
  • Basel Committee on Banking Supervision (2003 July). Overview of The New Basel Capital Accord, Consultative Document.
  • Caouette, J., Altman, E. I., & Narayanan, P. (1998). Managing Credit Risk: The Next Great Financial Challege, New York: John Wiley & Sons.
  • Henke, S., Burghof, H. P., & Rudolph, B. (1998). Credit Securization and Credit Derivatives: Financial Intruments and the Credit Risk Management of Middle Market Commercial Loan Portfolios, CFS Working Paper Nr. 98/07.
  • International Association of Insurance Supervisors (2003 March). IAIS Paper on Credit Risk Transfer Between Insurance, Banking and Other Financial Sectors.
  • International Organization of Securities Commissions (2000 May). The Management of Credit Risks by Securities Firms and Recommendations to Firms and Regulators, Report of the Technical Committee of the International Organization of Securities Commissions (IOSCO).
  • Saunders, A. (1999). Credit Risk Measurement: New Approaches to Value-at-Risk and Other Paradigms, New York: John Wiley & Sons.
  • Turkey Banking Regulation and Supervision Agency (2005). New Capital Accord in Ten Questions.
There are 9 citations in total.

Details

Primary Language Turkish
Journal Section Articles
Authors

Dr. Adem Anbar This is me

Publication Date September 1, 2006
Submission Date September 10, 2014
Published in Issue Year 2006 Volume: 5 Issue: 17

Cite

APA Anbar, D. A. (2006). CREDIT RISK MANAGEMENT IN THE TURKISH BANKING SECTOR : A SURVEY STUDY. Elektronik Sosyal Bilimler Dergisi, 5(17), 10-24.

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Elektronik Sosyal Bilimler Dergisi (Electronic Journal of Social Sciences), Creative Commons Atıf-GayriTicari 4.0 Uluslararası Lisansı ile lisanslanmıştır.

ESBD Elektronik Sosyal Bilimler Dergisi (Electronic Journal of Social Sciences), Türk Patent ve Marka Kurumu tarafından tescil edilmiştir. Marka No:2011/119849.