Lilit Grigoryan, Author at Microfinance

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Quick introduction to Credit Risk, Evaluation and CVaR Calculations – Part 2

For a general introduction to credit risk, please review Part 1. Quantitative measurements of Credit Risk and Credit Value at Risk (CVaR) model The key point in terms of credit risk evaluation is the calculation of expected loss. The one-year…

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Quick introduction to Credit Risk, Evaluation and CVaR Calculations – Part 1

Technical Contributions · Titelstory

Introduction Recent developments, such as the COVID crisis, political turmoil in different parts of the world, climate events, etc. put more emphasis on the importance of sound credit risk management solutions as the task becomes more and more complicated in…