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What are the possible future research directions for bank’s credit risk assessment research? A systematic review

  • Sandar Win
Research Output: Contribution to journal Article Peer-review

Open access

Abstract

Banking prudence and efficiency to manage their risks in different business cycle and environment would help to alleviate crises and losses. Hence, the effective assessment of credit risk is an essential component of a comprehensive technique to credit risk assessment and critical to the long-run of not only banking institutions but also the economy as a whole. Therefore, it has received a great interest from scholars across finance and economics to investigate such assessments by banks in different countries using diverse theoretical underpinnings and methodologies. Hence, this paper is developed to review analytical conceptualisations of credit risks assessments that have been developed in the academic literature. By means of a systematic review, it provides a comprehensive analysis that encompasses approaches used in research papers. There has been no prior review on analytical conceptualisations in this area. Moreover, this review is done in a systematic manner, i.e. categorising journal articles into different categories such as purposes, perspectives and methodologies through a transparent and thorough process. Thus, it will be able to provide an objective review. Finally, the paper will outline the evolution of methodologies and theoretical underpinnings in credit risk management research and a landscape for possible future research directions

Publication Information

Output type

Research Output: Contribution to journal Article Peer-review

Original language

English

Pages from-to (Number of pages)

Pages 743-759

Journal (Volume, Issue Number)

International Economics and Economic Policy (Volume 15, Issue 4)

Publication milestones

  • Published - 11/03/2018

Publication status

Published - 11/03/2018

ISSN

1612-4804

External Publication IDs

  • handle.net: 10547/622962
  • Scopus: 85043379168

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