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Internal Rating-Based approach application for evaluation of bank credit risk

Koniagina M.   (Saint-Petersburg State University of Economics)

Litvinova A.   (Saint-Petersburg State University of Economics)

The article presents the results of generalization of credit risk assessment and management practice in the largest Russian banks. Authors not only examined the methods of credit risk management, which are applied for corporate loan portfolio, but also estimated their compliance with the recommendations of the Basel Committee on Banking Supervision. Recommended measures for the corporate loans portfolio management can seriously improve the execution quality of the Basel fundamental principles as well as the credit organization stability.

Keywords:Internal Rating-Based approach, bank, credit organization, credit risk, lending, Basel Committee on Banking Supervision.
 

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Citation link:
Koniagina M. , Litvinova A. Internal Rating-Based approach application for evaluation of bank credit risk // Современная наука: актуальные проблемы теории и практики. Серия: ЭКОНОМИКА и ПРАВО. -2016. -№09. -С. 43-47
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