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PROBLEMS OF MODERN ECONOMICS, N 2 (54), 2015
FINANCE AND CREDIT SYSTEM: BUDGET, CURRENCY AND CREDIT REGULATION OF ECONOMY, INVESTMENT RESOURCES
Vasil’eva E. E.
Senior lecturer, Chair of Economics and Finances Perm’ National Research Polytechnic University

Retrospective of approaches to credit risk evaluation: Basel I, II, III (Russia, Perm')
The article focuses on the development of international approaches to credit risk evaluation on the basis of methodologies offered in the agreements of the Basel Committee on Banking Supervision. The author distinguishes the most acute problems related to credit risk evaluation within the framework of Basel agreements, and discusses ways of their overcoming. The current situation in Russia is given particular attention against this background
Key words: credit risk, Basel agreements, Basel Committee
Pages: 175 - 179



Литература
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2. Внедрение стандартов Базеля II/Базеля III в России. Ernst & Young [Электронный ресурс]. — URL: http://www.ey.com/Publication/vwLUAssets/Implementing-Basel-in-Russia-Rus/$FILE/Implementing-Basel-in-Russia-Rus.pdf (дата обращения: 27.02.2015).
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9. Basel Committee on Banking Supervision. «International convergence of capital measurement and capital standards». Consultative document, Basel: Bank for International Settlements, 1988. [Электронный документ]. — URL: http://www.bis.org/publ/bcbs04a.htm (дата обращения: 26.02.2015).
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11. Basel Committee on Banking Supervision «International regulatory framework for banks», Consultative document, Basel: Bank for International Settlements, 2010. [Электронный документ]. — URL: http://www.bis.org/bcbs/basel3.htm?m=3%7C14%7C572 (дата обращения: 26.02.2015).

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