СОВРЕМЕННЫЕ МЕТОДЫ КРЕДИТНОГО АНДЕРРАЙТИНГА

Authors : Rysbek DZHUMAKANOV

Pages : 59-64

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Publication Date : 2022-05-22

Article Type : Research Paper

Abstract :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.
Keywords : credit risk, credit underwriting, risk appetite, gap and back analysis, VaR, NBKR, Basel Committee on Supervision, bank development strategies, economic capital, risk culture