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Consumer credit risk measurement : challenges for the Paraguayan banking system

Author(s)
Gomez, Bruno(Bruno Enrique Gomez Lezcano)
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Other Contributors
Sloan School of Management.
Advisor
Deborah J. Lucas.
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MIT theses are protected by copyright. They may be viewed, downloaded, or printed from this source but further reproduction or distribution in any format is prohibited without written permission. http://dspace.mit.edu/handle/1721.1/7582
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Abstract
Credit risk is often a critical risk in the financial sector. Therefore, how a financial institution manages its credit risk is an important determinant of profitability and solvency. In this regard, the identification and measurement of credit risk is the first component of efficient risk management. Correct and timely credit ratings are important for risk management systems, and for informing regulators about financial system risks. Credit risk is the main risk faced by the Paraguayan financial sector. Effectively managing it requires banking supervision and regulation in line with international best practices. As a step in that direction, this research assesses the Paraguayan banking regulation of credit risk and compares it to the principles and the best practices about credit risk management issued by the Basel Committee. I propose principles to guide the implementation of statistical models for better measurement of credit risk in Paraguayan financial institutions.
Description
Thesis: S.M. in Management Studies, Massachusetts Institute of Technology, Sloan School of Management, 2019
 
Cataloged from PDF version of thesis.
 
Includes bibliographical references (page 40).
 
Date issued
2019
URI
https://hdl.handle.net/1721.1/124582
Department
Sloan School of Management
Publisher
Massachusetts Institute of Technology
Keywords
Sloan School of Management.

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