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THE USE OF INTERNAL RATING SYSTEMS IN ORDER TO MANAGE CREDIT RISK IN COMMERCIAL BANK
Platonova Olga Aleksandrovna
Saint-Petersburg State Economic University
Master degree student
Saint-Petersburg State Economic University
Master degree student
Abstract
The article considers an influence of reforms of the Basel Committee on Banking Supervision in credit risk management, and as a consequence implementation of an alternative internal ratings-based approach to the calculation of credit risk in Russian commercial banks.
Category: 08.00.00 Economics
Article reference:
The use of internal rating systems in order to manage credit risk in commercial bank // Modern scientific researches and innovations. 2013. № 5 [Electronic journal]. URL: https://web.snauka.ru/en/issues/2013/05/24368
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