Bushuyeva I. Modelling and Development of a Commercial Bank Credit Risk Management System (for example JSCB "TK Credit")

Simulation and development to system administration of Commercial Bank Credit Risk . Determination, reasons, classifications of risks. Review of literature with method of risk management. Structure and composition of system risk management. Analysis and classification of Bank risk has shown that credit risk is determined by the unfavorable conditions surrounding the borrower. Construction of expert system for determination of borrower's popularity rating and risk's level. Experience of risk's administration in the JSCB "TK Credit". Decisive matrix, inventory dynamic characteristic of system. Realization of squeezing algorithm. Self studying by experience of Bank's working.