METHODS OF ANALYZING AND ESTIMATING CREDIT RISK OF THE BANK IN THE RUSSIAN FEDERATION

Regulating the risk of credit portfolio is a major direction of efficient management of the bank's credit work. The principle goal of the process of credit portfolio management is ensuring maximum profitability at a certain level of risk. Qualitative and quantitative assessment of credit portfo...

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Main Author: Bahrom A. Tursunov
Format: Article
Language:Russian
Published: Plekhanov Russian University of Economics 2017-09-01
Series:Вестник Российского экономического университета имени Г. В. Плеханова
Subjects:
Online Access:https://vest.rea.ru/jour/article/view/118
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author Bahrom A. Tursunov
author_facet Bahrom A. Tursunov
author_sort Bahrom A. Tursunov
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description Regulating the risk of credit portfolio is a major direction of efficient management of the bank's credit work. The principle goal of the process of credit portfolio management is ensuring maximum profitability at a certain level of risk. Qualitative and quantitative assessment of credit portfolio risk is conducted simultaneously with application of analytical and statistic methods. The key stages of managing credit risk are identification of risk and its evaluation, choosing strategy and methods of risk reduction, control over changes in risk degree. The author shows the directions of credit risk minimization and offers the complex system of assessing the financial standing of agents and fixing limits for different bank transactions. This system allows not only to protect the bank against losses but can serve as a basis for conducting active operations, foster the growth of bank's profits, enlarge the number of reliable agents.
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series Вестник Российского экономического университета имени Г. В. Плеханова
spelling doaj-art-e4a470bd4e23406e80c1178cd106b0162025-08-20T03:20:26ZrusPlekhanov Russian University of EconomicsВестник Российского экономического университета имени Г. В. Плеханова2413-28292587-92512017-09-0101455210.21686/2413-2829-2016-1-45-52117METHODS OF ANALYZING AND ESTIMATING CREDIT RISK OF THE BANK IN THE RUSSIAN FEDERATIONBahrom A. Tursunov0Plekhanov Russian University of EconomicsRegulating the risk of credit portfolio is a major direction of efficient management of the bank's credit work. The principle goal of the process of credit portfolio management is ensuring maximum profitability at a certain level of risk. Qualitative and quantitative assessment of credit portfolio risk is conducted simultaneously with application of analytical and statistic methods. The key stages of managing credit risk are identification of risk and its evaluation, choosing strategy and methods of risk reduction, control over changes in risk degree. The author shows the directions of credit risk minimization and offers the complex system of assessing the financial standing of agents and fixing limits for different bank transactions. This system allows not only to protect the bank against losses but can serve as a basis for conducting active operations, foster the growth of bank's profits, enlarge the number of reliable agents.https://vest.rea.ru/jour/article/view/118credit riskmethod and process of managementcredit portfolio risk
spellingShingle Bahrom A. Tursunov
METHODS OF ANALYZING AND ESTIMATING CREDIT RISK OF THE BANK IN THE RUSSIAN FEDERATION
Вестник Российского экономического университета имени Г. В. Плеханова
credit risk
method and process of management
credit portfolio risk
title METHODS OF ANALYZING AND ESTIMATING CREDIT RISK OF THE BANK IN THE RUSSIAN FEDERATION
title_full METHODS OF ANALYZING AND ESTIMATING CREDIT RISK OF THE BANK IN THE RUSSIAN FEDERATION
title_fullStr METHODS OF ANALYZING AND ESTIMATING CREDIT RISK OF THE BANK IN THE RUSSIAN FEDERATION
title_full_unstemmed METHODS OF ANALYZING AND ESTIMATING CREDIT RISK OF THE BANK IN THE RUSSIAN FEDERATION
title_short METHODS OF ANALYZING AND ESTIMATING CREDIT RISK OF THE BANK IN THE RUSSIAN FEDERATION
title_sort methods of analyzing and estimating credit risk of the bank in the russian federation
topic credit risk
method and process of management
credit portfolio risk
url https://vest.rea.ru/jour/article/view/118
work_keys_str_mv AT bahromatursunov methodsofanalyzingandestimatingcreditriskofthebankintherussianfederation