Assessing the Portfolio of Bank Guarantees by Specific Indicators for Determining Risks

Abstract

This paper, entitled “Assessing the portfolio of bank guarantees by using specific indicators fordetermining risks”, deals with the determination, measurement and management of risks and aimsat assessing the quality of the portfolio of guarantees, by specific indicators for determining risks. Il also analyzes the risk levels of all the activities conducted by the NFIs, quantified in terms of thefollowing risk categories: guarantee risk, market risk, operational risk, liquidity risk, reputationaland strategic risk.

Keywords

• bank guarantees
• specific indicators
• assessment
• risk
• portfolio