Karminsky, Alexander; Morgunov, Alexei - In: Risk assessment and financial regulation in emerging …, (pp. 123-143). 2021
banks, as they allow assessing the creditworthiness of various counterparties and transactions. Many Russian banks are … goals that banks pursue when switching to an advanced approach are: stability of credit risk assessment for the ability to … the developed models, which leads to a reduction in the regulatory capital of banks. To use internal rating models in the …
