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DEVELOPMENT OF THE CONTROL SYSTEM OF CREDIT RISK IN COMMERCIAL BANKS
In this article authors paid the main attention to consideration of features of the possible directions of development of a control system of credit risks in commercial banks, disclosed the basic principles which are the cornerstone of systems of the mathematical analysis of information provided by the borrower, considered the possibilities of use of the SAS, KXEN, SPSS, EGAR models, selected the main recommendations about decrease in level of credit risk, caused the need of use of triggers for improvement of risk management when crediting natural persons and defined a number of the events which are taking place in the client's lives which can become a basis for operation of triggers for what the circle of the main actions of bank applied in relation to clients is considered: formation of offers on the new credits, formation of offers on placement of deposits; actions for increase in loyalty of clients; change of credit limits; formation of strategy of collecting and realization of process of collecting; information messages for clients; other marketing mailings. Authors considered use of event focused approach to management of the loan portfolio in retail crediting which gains ground now and revealed features of multilevel system of work with the arrears which are effective and one of the main instruments of risk management in bank, consisting of three stages: 1. Soft-collection stage (90 days from the moment of delay last: dialing and the notice of the problem debtor on delay, the description of a consequence of failure to pay is carried out and possible solutions of a question are recommended); 2. Hard-collection stage (lasts for 60 days); 3. Legal-collection stage. Authors also considered ways of protection against external roguish schemes.
bank; credit risk; arrears; scoring system; triggers
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