Concentration of credit risks: elements of management

Ushanov A.E.1
1 Финансовый университет при Правительстве Российской Федерации

Journal paper

Russian Journal of Entrepreneurship *
Volume 19, Number 5 (May 2018)
* Этот журнал не выпускается в Первом экономическом издательстве

Citation:

Abstract:
Minimizing risks of concentration of loans per a group of related borrowers is an urgent problem of the Russian banking system. The task of risk management is not only to establish the fact that the borrower belongs to a group of related companies, but is also to competently build a concentration risk management process, which involves assessing the materiality of the mutual influence of the borrower's and the group's cash flows, calculating limits and ratings, analyzing the financial condition and forecasting cash flows of the group. The article discusses the procedure for analyzing a group of related borrowers.

Keywords: consolidated reporting, concentration of credit risks, group of related borrowers, group analysis, borrower rating, group rating

JEL-classification: G38, G21, G32, G28

References:

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