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

Öz

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Anahtar Kelimeler

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

Öz

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

Anahtar Kelimeler

• Kredi riski, kredi riski yönetimi, Türk bankacılık sektörü

Kaynakça

1. Alexander, C. (1999). Managing Credit Portfolios: A Comparative Review of Risk Models and Methodologies, Derivatives Credit Risk, Second Edition, London: Risk Books.
2. 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.
3. Basel Committee on Banking Supervision (2003 July). Overview of The New Basel Capital Accord, Consultative Document.
4. Caouette, J., Altman, E. I., & Narayanan, P. (1998). Managing Credit Risk: The Next Great Financial Challege, New York: John Wiley & Sons.
5. 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.
6. International Association of Insurance Supervisors (2003 March). IAIS Paper on Credit Risk Transfer Between Insurance, Banking and Other Financial Sectors.
7. 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).
8. Saunders, A. (1999). Credit Risk Measurement: New Approaches to Value-at-Risk and Other Paradigms, New York: John Wiley & Sons.

9. Turkey Banking Regulation and Supervision Agency (2005). New Capital Accord in Ten Questions.