The aspects of using rating in bank sphere: Russian and European experience

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Abstract


This work provides a comparative analysis of creating internal credit risk rating system for Russia and Europe bank sectors. It is established that in comparison to European techniques the features of Russian bank methods to rate credit risk have: firstly, low integration, secondly, inflexibility. It doesn’t allow to include important characteristics from clients’ business at full. The importance of creating standards base, regulating the creation principles of such systems is justified. The main problems of Russian banks transition to credit risk rating are revealed with the Basel committee recommendations: the imperfection methodological support, the lack of sufficient statistical base, costly character of the implementation of valuation models.

About the authors

N A Tyuleneva

National Research Tomsk State University

Email: aola79@yandex.ru

A A Nikolaeva

National Research Tomsk State University

Email: anast.nikolaeva21@yandex.ru

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Copyright (c) 2016 Economics



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