The Model of Evaluation of Corporate Credit Risk of the Bank

Student: Fadeeva Daria

Educational Programme: Economics (Bachelor)

Year of Graduation: 2018

The purpose of this work is to create a model for assessing the risk of the corporate loan portfolio. To achieve this goal, it is necessary to study the concept of credit risk, the quality of the loan portfolio, features of the corporate portfolio and analyze the main factors that affect the quality of the corporate loan portfolio. The concept of credit risk is investigated in the research. Features of the corporate loan portfolio risk and its quality are explored. The main methods for managing the credit risk of a commercial bank are considered. The characteristic of the main indicators influencing the level of risk of the loan portfolio of legal entities is given. A model was developed to assess the risk of the corporate loan portfolio based on the performance of the largest Russian banks. The forecast values on the proposed model are considered.

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