IFIN, Institute of Finance

Credit risk measurement and management

Methodology for AJPES S.BON credit risk measurement model

IFIN, Institute of finance has developed the methodology for AJPES S.BON credit risk measurement model for Slovenian companies. Credit risk measurement is based on financial statements analysis and occurrence of payment default events for the entire population of Slovenian companies over a longer period of time. On the basis of financial statements financial and performance indicators are calculated for several risk factors (profitability, liquidity, indebtedness, working capital management, productivity and other) and the probability of the potential occurrence of a payment default event is assessed.

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