Credit Risk Management of Corporate Borrowers: Assessment Models and Methods of Regulation

Student: Chizhova Aleksandra

Supervisor: Valentina V. Sofronova

Educational Programme: Economics (Bachelor)

Year of Graduation: 2018

Competing in an unstable economic environment, banks are constantly trying to optimize the process of credit risk management, in order to reduce probabilistic losses, increase liquidity and profitability. This paper is based on the creation of a new methodology – the logit-model of forecasting bankruptcy, taking into account the most popular models in Russian and foreign practice theirs advantages and disadvantages. An approbation of the methodology was carried out on the machine-building sector , which is one of the leading industries, and samples from the top 144 enterprises. The result will be information about the current financial condition of the potential borrower. The final part of the paper presents basic methods of assessment and regulation of credit risk. In addition the paper can be the basis of a broader study of the problems of credit risks.

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