طرق اداراة مخاطر الائتمان في المؤسسات المصرفية

Abstract

Credit risk management in banking institutions is a fundamental pillar for ensuring financial stability. It relies on a set of preventive and corrective methods, including the establishment of strict credit policies, thorough creditworthiness analysis of clients, diversification of the credit portfolio to reduce concentration risk, and the requirement of adequate collateral. It also involves continuous loan monitoring and the use of early warning systems to detect potential default, along with debt restructuring when necessary. Credit risk is measured using both traditional methods, such as financial analysis, credit scoring, and expert judgment, and modern quantitative models, including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and Credit Value at Risk (Credit VaR). This theoretical framework is supported by a case study of the Local Development Bank in Setif, aimed at analyzing its credit risk management practices, evaluating their effectiveness in reducing non-performing loans, and deriving key findings and recommendations to improve credit performance.