The assessment of credit risks in the management system of bank equity

Abstract

The article offers a description of the major approaches to credit risk evaluation, as well as its impact on the capital of commercial banks through adjustment of the advanced approach based on the use of internal models developed by credit organizations independently.

Keywords

• базельское соглашение
• оценка кредитного риска
• минимальные требования к капиталу
• irb (продвинутый) подход
• basle agreement
• credit risk evaluation
• minimum requirements for capital
• irb (advanced) approach