Title: ????????? ??????? (EL) = ??????????? ???????????????? (PD) x ????????? ???????? (EAD) x ???????? ???????? (LGD)
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20.10.2013 ?????
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(?????? 12, 13) - ????????? ??????????? ??????? ????????? ??, ???
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14) - ???????????? ????????? ????????? ??????? 217.93
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x ???????? ???????? (LGD)
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- ????????? ??????? (EL) ???????????? ?????????
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6????????-??????? ????? ?j ????????????? ????????
?j
???????? ???????? ???? ??????? ???????????? ??????? / ?????? 4.641
???????? ??????????????? ?????? / ????????? ???????? -16.122
?????????? ???? ??????????? ??? ???????? ?????? / ??????????? ?????? -2.209
??????????????? ????? ???????? ???????? / ????????? ???????? -19.909
????? ??? Ln (????????? ????????) -1.218
??????????????????? ?????????? ???????? / ????????? ???????? 9.545
7??????? ??????????? ??????????????? ?????????? ??
??????? ????????
z P(L) (x10-9)
ACBA-Credit Agricole Bank CJSC -25.2866 0.01043
AreximBank CJSC -25.0362 0.0134
InecoBank CJSC -24.5961 0.02081
AmeriaBank CJSC -23.5572 0.05879
Anelik Bank CJSC -23.3722 0.07073
Prometey Bank LLC -22.5778 0.15653
ArdshininvestBank CJSC -22.4349 0.18058
Converse Bank CJSC -22.2399 0.21946
VTB-Armenia Bank CJSC -22.1687 0.23565
ArmeconomBank CJSC -21.5605 0.4329
ArmbusinessBank CJSC -21.4153 0.50058
Artsakh Bank CJSC -20.8074 0.9193
UniBank CJSC -20.7884 0.93694
HSBC Bank Armenia CJSC -20.5985 1.13294
ProCredit Bank CJSC -20.5713 1.16414
BTA InvestBank CJSC -20.4203 1.35394
Ararat Bank OJSC -20.005 2.05086
Mellat Bank CJSC -19.9975 2.06626
Armenian Development Bank OJSC -19.8713 2.34424
ArmSwissBank CJSC -18.7039 7.53363
Biblos Bank Armenia CJSC -18.5807 8.52134
8??????? ??????????? ??????????????? ??????????
????? ??? ??????????? ???????? ????????
????? ????????? PD, 10-9 ??????? ????? ????????? ????????? ????? ?????????? ???????? ???????? ????????
???? ???????? lt0.1 5 25 0,035 0,05
????? ???????? 0.1 2 11 64 0,055 0,05
????? ???????? 2gt 5 11 0,08 0,05
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?????? CAMELS-?
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