from 01.01.1998 to 01.01.2020
Moskva, Moscow, Russian Federation
Russian Federation
In recent years, credit risk has become a major concern for the Russian banking sector. Complex macroeconomic conditions, ongoing sanctions, and the regulator's tight monetary policy have led to an increase in the potential negative effects of lending. Complex macroeconomic conditions, ongoing sanctions, and the regulator's tight monetary policy are leading to an increase in the potential negative effects of credit risk. The multidimensional nature of credit risk and the variability of approaches to its assessment and management require detailed research in this area. This study made it possible to clearly distinguish between the concepts of sources and factors of credit risk and to supplement the existing list of internal and external factors. Differences between the credit risk of the corporate and retail segments were also identified, the consequences of credit risk realization were systematized, and key risk management strategies were defined. The result of the study was the formation of a comprehensive credit risk profile for a commercial bank, which combines and visualizes its key characteristics.
credit risk profile, risk factors, sources of risk, credit portfolio, banking sector
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