The process approach to the management of loan portfolios

Journal of Economic and Financial Sciences

 
 
Field Value
 
Title The process approach to the management of loan portfolios
 
Creator Vosloo, Pieter G. Styger, Paul
 
Subject integrated risk management framework; enterprise-wide risk management; credit risk management; process approach; credit portfolio; corporate governance; account life-cycle; Business Health Forum; loan portfolios; credit asset portfolios
Description Many factors impacted the credit risk environment in the past decade, the most significant of which were the Basel II Capital Accord requirements. Foremost in the financial industry’s focus was, and still is, the implementation of these requirements and their associated outcomes. In the aftermath of the Basel II implementation, credit risk managers’ focus will return to understanding the portfolio philosophy in managing their credit portfolios. They will be required to adapt an integrated risk management framework, taking into account the interdependence of various building blocks, data fields and model outcomes. This paper develops and proposes a portfolio approach to the management of loan portfolios within an integrated risk management framework. The significance of this approach for the credit portfolio risk management environment and its role in maximising shareholder value are highlighted.
 
Publisher AOSIS
 
Contributor
Date 2009-10-31
 
Type info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion —
Format application/pdf
Identifier 10.4102/jef.v3i2.341
 
Source Journal of Economic and Financial Sciences; Vol 3, No 2 (2009); 171-188 2312-2803 1995-7076
 
Language eng
 
Relation
The following web links (URLs) may trigger a file download or direct you to an alternative webpage to gain access to a publication file format of the published article:

https://jefjournal.org.za/index.php/jef/article/view/341/423
 
Rights Copyright (c) 2018 Pieter G. Vosloo, Paul Styger https://creativecommons.org/licenses/by/4.0
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