THE METHODOLOGY AND ANALYSIS INDICATORS OF CREDIT RISK IN THE BANK

Abstract

Common sense articles can be formulated as follows: Credit risk: problems and solutions. The author focused on the approaches to the development of techniques of credit risk analysis in credit organization. How to determine the rating of counterparties in terms of credit risk? There are two ways: The Basel International Convergence on the measurement of capital and capital standards and internal rating. Internal rating determines the probability of the counterparty has performed its obligations to the Bank, and allows you to calculate the credit risk of the bank on a particular counterparty and determine a fee for the received bank credit risk.