Современные Возможности Оценки Кредитного Риска При Ипотечном Жилищном Кредитовании

Abstract

Credit risk value to a large extent determines the requirements to asset size weighted by the risk level, to the loan impairment reserves, and, therefore, to a bank's capital adequacy. This explains the increased interest of the banking community in improving the quality of credit risk assessment for various segments of the credit market including the Internal Ratings-Based Approach. The article discusses the modern opportunities of assessing the main components of mortgage risk. The author remarks the active development of the tools for quantitative data analysis including the econometric approach which prevails in the academic literature on the research problem and is reckoned among the promising development directions of real estate underwriting systems of commercial banks.