“…The works of many Russian and foreign researchers are devoted to the mechanisms of analysis of the bank's credit risk: Eremin, Moskvicheva, and Melik-Aslanova (2020); Gorelov, Davydov, Silaev, and Tikhonov (2018); Ryapukhin, Kabakov, and Zaripov (2019); Tarasova, Nikolenko, Gorbunov, and Semina (2018); Zaripov, Murakaev, and Ryapukhin (2020); Shabaltina, Egorova, Agaphonov, and Ermolina (2020); Nguyen, Marmier, and Gourc (2013); Chao and Franck (2012); Zaynullina (2021); Zelentsova and Tikhonov (2020); Gyazova and Gorelov (2021); Oskarsdóttir and Bravo (2021); Zhou, Fujita, Ding, and Ma (2021). In general, in scientific literature, risk is understood as the probability of deviations of actual performance from those expected under conditions of uncertainty.…”