Ticari Kredi Tahsis Sürecinde Kredi Riski Faktörünün Belirleyici Rolü: Kavramsal Bir Değerlendirme Çalışması

Credit risk is of paramount importance in the loan allocation process, particularly for commercial loans. Managing this risk and mitigating its potential harm are essential for banks to sustain their operations. Since the introduction of Basel I in 1988, followed by Basel II in 2004, Basel III in 2008, and later Basel IV in 2010, many countries have adopted these international frameworks, compelling banks to manage and stabilize their operations to handle credit risk effectively. Measuring credit risk involves meeting specific criteria. Various qualitative, quantitative, or hybrid models are used in the measurement of credit risk. These include, at the outset: Credit Scoring and Rating, Credit Limit Setting, Credit Collateralization, Risk-Based Credit Pricing, and Credit Derivatives.