The formation of a corporate borrower rating system

ПОДЕЛИТЬСЯ С ДРУЗЬЯМИ
Authors


graduate
Russia, St. Petersburg State University
comely.2012@inbox.ru


Doctor of Economics, Professor
Russia, Saint-Petersburg State University

Abstract

In the paper the author considers the main methodological problems of credit risk assessment by banks when crediting the corporate borrowers. The paper offers the complex way for the analysis of solvency of the potential borrowers using a rating system, which meets the requirements of The Basel Committee on Banking supervision. That allows showing the financial position of the borrower and his ability to repay his obligations to the bank.

Keywords

internal credit ratings, credit risk, analysis and assessment of company`s financial position, Internal Risk-Based Approach, Basel Committee on Banking Supervision.

Categories of article:

Рекомендуемая ссылка

Bairamova Milana Baladzhaevna , Khalilova Miliausha Khamitovna
The formation of a corporate borrower rating system// Современные технологии управления. ISSN 2226-9339. – #1 (25). Номер статьи: 2501. Дата публикации: . Режим доступа: http://sovman.ru/en/article/2501/

Full article text is available only in Russian.
Please select from the menu Russian language and continue reading.


References

  1. International Convergence of Capital Measurement and Capital Standards: A Revised Framework [Mezhdunarodnaia konvergentciia izmereniia kapitala i standartov kapitala: Utochnennye ramochnye podkhody] // Bazelskii komitet po bankovskomu nadzoru, 2004, p.55.
  2. Banking: current loan: Tutorial [Bankovskoe delo: sovremennaia sistema kreditovaniia: uchebnoe posobie] / O.I. Lavrushin, O.N. Afanaseva, S.L.Kornienko; pod red. zasl. deiat. nauki RF, d-ra ekon. nauk, prof. O.I. Lavrushina.  3-e izd., dop. M.: KNORUS, 2007.  p. 53.
  3. Bukhtin M.A. Principles and approaches to the formation of internal credit rating methodologies for corporate clients (Part 1) [Printcipy i podkhody k formirovaniiu metodik vnutrennikh kreditnykh reitingov dlia korporativnykh klientov (Chast 1)]. Upravlenie finansovymi riskami. №03 (15) 2008, p.187.
  4. Regulation № 254-P dated 26.03.04 “On the procedure of credit organizations of reserves for possible losses on loans, loans and similar debts.” [Polozhenie № 254-P ot 26.03.04 «O poriadke formirovaniia kreditnymi organizatciiami rezervov na vozmozhnye poteri po ssudam, po ssudnoi i priravnennoi k nei zadolzhennosti»].
  5. Khalilova M.Kh. Education school in financial science [Obrazovatelnaia shkola v finansovoi nauke ]. Vestnik KGFEI. №4 (25), Kazan, 2011., p . 4-5.
  6. Kokh L.V., Prosalova V.S. On the method of assessment of the creditworthiness of banks, businesses [O metodike otcenki bankami kreditosposobnosti predpriiatii]. Bankovskoe delo, 2006 №3, p. 17.
  7. http://www.spark-interfax.ru/Front/index.aspx – SPARK
  8. Khalilova M., Bayramova M. Credit risk assessment by means of internal credit rating of corporate borrowers. //International Conference on European Science and Technology, Wiesbaden, Germany 2012.