ABORDARI MODERNE PRIVIND RISCUL DE CREDIT /
                 MODERN APPROACH ON CREDIT RISK

Conf. Univ. dr. Iuga Iulia – Universitatea „1 Decembrie 1918” Alba Iulia

Abstract:
The Basel Committee proposes to permit banks a choice between two broad methodologies for
calculating their capital requirements for credit risk. One alternative will be to measure credit
risk in a standardized manner, supported by external credit assessments. The alternative
methodology, which is subject to the explicit approval of the bank’s supervisor, would allow banks
to use their internal rating systems for credit risk.

Keywords: credit risk, capital requirement, rating system

JEL codes: G21, G24