The article discusses the issues of conducting an analysis for the creditworthiness of a potential borrower – credit underwriting - in order to manage credit risk. The importance and significance of credit underwriting in the process of credit risk management is revealed. The available methods of credit underwriting are summarized and analyzed. The problematic issues of a methodological nature on the proposed NBKR method of analysis / management of credit risk are considered. The relationship between risk appetite and the system of limitation is indicated.
credit risk credit underwriting risk appetite gap and back analysis VaR NBKR Basel Committee on Supervision bank development strategies economic capital risk culture
The article discusses the issues of conducting an analysis for the creditworthiness of a potential borrower – credit underwriting - in order to manage credit risk. The importance and significance of credit underwriting in the process of credit risk management is revealed. The available methods of credit underwriting are summarized and analyzed. The problematic issues of a methodological nature on the proposed NBKR method of analysis / management of credit risk are considered. The relationship between risk appetite and the system of limitation is indicated.
credit risk credit underwriting risk appetite gap and back analysis VaR NBKR Basel Committee on Supervision bank development strategies economic capital risk culture
В статье рассматриваются вопросы анализа кредитоспособности потенциального заемщика – кредитный андеррайтинг – с целью управления кредитным риском. Выявляются важность и значение кредитного андеррайтинга в процессе управления кредитным риском. Обобщены и проанализированы методы кредитного андеррайтинга. Рассматриваются проблемные вопросы методического характера по предлагаемому НБКР методу анализа/управления кредитным риском. Указывается связь между аппетитом к рискам и системой лимитирования.
кредитный риск кредитный андеррайтинг аппетит к рискам гэп- и бэк-анализ VaR НБКР Базельский комитет по надзору стратегии развития банка экономический капитал культура риска
Primary Language | Russian |
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Subjects | Economics |
Journal Section | Research Article |
Authors | |
Publication Date | May 22, 2022 |
Submission Date | February 21, 2022 |
Published in Issue | Year 2022 Issue: 93 |