STAGES OF FORMATION OF CONSUMER’S CREDIT PORTFOLIO IN COMMERCIAL BANK TAKING INTO CONSIDERATION LIKELIHOOD OF OCCURRENCE OF CREDIT RISK


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Abstract

In the article the methodology of estimation of likelihood of occurence of credit risk in the sector of consumer’s credit in accordance with Basel Accord that presupposes estimation of repayment risk of a loan debtor – natural person with the application of internal information of bank on qualitative characters of loan debtors is viewed. At that used by the banks gradual system of estimate of repayment risk of portfolio of consumer’s credit according to the risk level of loan default and violation of paying capacity is suggested.

About the authors

K. V. Bankova

Samara State University of Economics, Samara, 443090, Russian Federation.

Author for correspondence.
Email: morenov.sv@ssau.ru

References

  1. Vasilieva I.V., Pizhun Z.A. Banking system of the Samara region: current state. Vestnik Samarskogo gosudarstvennogo ekonomicheskogo universiteta [Vestnik of Samara State University of Economics], 2013, no. 8 (106), p. 89–95 [in Russian]
  2. Pechnikova A.V., Markova O.M., Starodubtseva E.B. Banking transactions. M., Forum, 2005.
  3. Predtechenskiy A.N. Sistema otsenki i regulirovaniia kreditnogo riska v kommercheskom banke: dis. … kand. ekon. nauk: 08.00.10 [System of estimate and regulation of repayment risk in commercial bank: Candidate’s of Economics thesis: 08.00.10]. M., 2005, 245 p.

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