International Journal of Accounting, Finance and Risk Management

Volume 9, Issue 4, December 2024

  • Research/Technical Note

    Estimating Risk of Debt Instruments Using the CreditMetricsTM Method: On the Example of JSCMB ‘Ipoteka-Bank’, Uzbekistan

    Mirzayeva Fotima Mirrakhimzhonovna*, Zokirzhonov Mukhammadsodiq Ravshanbek Ugli

    Issue: Volume 9, Issue 4, December 2024
    Pages: 124-130
    Received: 17 March 2024
    Accepted: 10 July 2024
    Published: 10 October 2024
    DOI: 10.11648/j.ijafrm.20240904.11
    Downloads:
    Views:
    Abstract: In the article, credit risk assessment metric of a debt financial instrument, in particular a corporate Eurobond, is studied within the framework of the relevance of risk assessment in the financial sector due to the dangers and complexities of time. Joint-Stock Commercial Mortgage Bank ‘Ipoteka-Bank’, operating in the banking sector of the Republi... Show More