مساهمة النماذج الكمية الداخلية في إدارة مخاطر القروض البنكية : دراسة حالة البنك العربي الجزائر

Abstract EN

The study aims at introducing the most important internal quantitative models to assess the bank credit risk, as well as the most important internal models imposed by the financial industry and the extent of its contribution to the measurement of the credit risk.

in this study we tried to achieve this objective by highlighting the importance of applying the model (the credit risk +) to measure the risk of the loan and its management in the Arab Bank-Algeria.