BLEKA-SHOULZ’S MODEL MODIFICATION TO THE ASSESSMENT OF THE BORROWER’S SOLVENCY OF THE COMMERCIAL BANK


Bankova K.V.

To reduce the risk of a non-return of the credit, the commercial bank needs to consider a set of the factors influencing the borrower’s solvency. The assessment of solvency is important not only at making decision on issuance of credit, but also in the course of its service. The article considers the modification of Bleka-Shoulz’s model parameters to estimate the cost of solvency of the private person who is the borrower of the commercial bank. Keywords: solvency assessment, option model, Bleka-Shoulz’s model.

Ksenia V. Bankova, post-graduate student of Samara State University of Economics.


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