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

WIN, Sandar (2018). What are the possible future research directions for bank’s credit risk assessment research? A systematic review of literature. International Economics and Economic Policy, 15 (4), 743-759.

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Official URL: http://dx.doi.org/10.1007/s10368-018-0412-z
Open Access URL: https://link.springer.com/content/pdf/10.1007/s103... (Published version)
Link to published version:: https://doi.org/10.1007/s10368-018-0412-z

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.

Item Type: Article
Uncontrolled Keywords: 1402 Applied Economics; Economics; 3502 Banking, finance and investment; 3801 Applied economics
Identification Number: https://doi.org/10.1007/s10368-018-0412-z
Page Range: 743-759
SWORD Depositor: Symplectic Elements
Depositing User: Symplectic Elements
Date Deposited: 17 Oct 2023 14:49
Last Modified: 17 Oct 2023 14:49
URI: https://shura.shu.ac.uk/id/eprint/32511

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