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Development of methodological support for the assessment of claims rights for obligations arising from the implementation of credit operations

Journal: Quarterly Scientific Journal "Economic Herald of the Donbas" (Vol.49, No. 3)

Publication Date:

Authors : ;

Page : 111-117

Keywords : market value; credit transactions; valuation procedures; approach to assessing the credit portfolio; providing; credit risk; valuation principles; the probability of default; exposure at risk; loss given default;

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Abstract

The article develops unified mechanisms for assessing rights claims on obligations arising from the implementation by the bank of credit operations by the method of discounting cash flows that will be received by the creditor in accordance with the terms of the loan agreement (repayment of principal debt, interest, commissions, etc.) and / or the result of the implementation of the security. Specific approaches and methods of evaluation are based on the provisions of the current legislation on the implementation of professional appraisal activities in Ukraine, as well as national and international standards of assessment. They meet the requirements of the provisions of the National Bank of Ukraine, the State Property Fund of Ukraine and the Guarantee Fund for Individuals Deposits. The substantiated evaluation model also allows us to determine the value of the claims rights of obligations under the bank's current loan portfolio.

Last modified: 2017-10-30 21:05:58