2026-09-20T07:01:15Zhttps://dspace.mit.edu/server/oai/requestoai:dspace.mit.edu:1721.1/1245822021-07-05T14:03:20Zcom_1721.1_7582com_1721.1_7581col_1721.1_131023
Deborah J. Lucas.
Gomez, Bruno(Bruno Enrique Gomez Lezcano)
Sloan School of Management.
Sloan School of Management
2020-04-13T18:27:17Z
2020-04-13T18:27:17Z
2019
2019
https://hdl.handle.net/1721.1/124582
1149013712
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).
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.
by Bruno Gomez.
S.M. in Management Studies
S.M.inManagementStudies Massachusetts Institute of Technology, Sloan School of Management
40 pages
eng
Massachusetts Institute of Technology
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
Sloan School of Management.
Consumer credit risk measurement : challenges for the Paraguayan banking system
Thesis
application/pdf
2020-04-13T18:26:48Z
Publication
Master
Sloan
unknown
unknown
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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.</Abstract>
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