UDC: 336.77
https://doi.org/10.25198/2077-7175-2019-6-117
CURRENT TRENDS IN THE ASSESSMENT AND MANAGEMENT OF CREDIT RISK IN THE ACTIVITIES OF RUSSIAN COMMERCIAL BANKS
E.V. Travkina
Financial University under the Government of the Russian Federation, Moscow, Russia
e-mail: evtravkina@fa.ru
Abstract. The relevance of the problem is due to the emergence of new trends in the global financial market for the assessment and management of credit risks in the activities of commercial banks. In modern conditions, there is a global reform of the financial and banking system in order to improve stability. At the same time, special importance is given to the quality of credit risk assessment and management in the activities of commercial banks, taking into account the forecast component. The purpose of the article is to analyze current trends in the assessment of credit risk in the world and Russian banking practice. During the research General scientific methods of cognition, such as analysis, synthesis, induction and generalization are applied. The article assesses the credit activity of Russian banks in 2017-2018. As a result, which conclusions about the manifestation of credit risk in the Russian banking sector. The main stages of the implementation of new approaches in the Russian banking practice to assessing the risks of borrowers under the new standard in order to release the capital of banks to stimulate credit support for the economy. The results of the study can be used in the development and use by banks of the impairment model of expected losses as a basic tool for modeling expected credit losses for forming provisions for impairment.
Keywords: credit risk, commercial bank, Bank of Russia, credit portfolio quality, credit losses.
