UDC 336.71
© T. E. Kaminskaya, Yu. S. Ivanchenko, 2011
METHODICAL ASPECTS OF CREDIT RISK ASSESSMENT
In assessing the credit risk commercial banks increasingly use the methods of financial analysis of borrowers and limitedly use the statistical methods, scoring, and monitoring. This makes the assessment of borrower, his creditworthiness and supply of capital incomplete. Integrated full assessment of the credit risk is possible by monitoring the position of a credit institution (branch) on the banking market (country, region), monitoring the regional banking market, the external conditions and factors affecting the provision of a credit institution (branch) in the region, monitoring the loan portfolio and its inherent credit risks and individual credit risk.
Keywords: banking, commercial bank, credit product, credit risk, credit risk monitoring
References:
- Polozhenie Banka Rossii № 337-P ot 19.06.2009g. " O poryadke i kriteriyakh otsenki finansovogo polozheniya yuridicheskikh litsuchrediteley (uchastnikov) kreditnykh organizatsiy"
- Polozhenie Banka Rossii № 242-P ot 16.12.2003 g. "Ob organizatsii vnutrennego kontrolya v kreditnykh organizatsiyakh i bankovskikh gruppakh"
- Polozhenie Banka Rossii №254-P ot 26.03.2004 g. " O poryadke formirovaniya kreditnymi organizatsiyami rezervov na vozmozhnye poteri po ssudam, ssudnoy i priravnennoy k ney zadolzhennosti"
- Polozhenie Banka Rossii № 186-P ot 19.03.2002 g. "O provedenii monitoringa predpriyatiy Bankom Rossii
- Prilozhenie k Pismu Banka Rossii "O Metodicheskikh rekomendatsiyakh po provedeniyu proverki sistemy upravleniya bankovskimi riskami v kreditnoy organizatsii (ee filiale)" № 26-T ot 23 marta 2007 g.
- Ukazanie Banka Rossii ot 16 yanvarya 2004 goda № 1379-U "Ob otsenke finansovoy ustoychivosti banka v tselyakh priznaniya ee dostatochnoy dlya uchastiya v sisteme strakhovaniya vkladov"
- Ukazanie operativnogo kharaktera TSB RF " O tipichnykh bankovskikh riskakh", №70-T ot 23 iyunya 2004g.
Download article (302.7 Kb)
