CREDIT RISK MANAGEMENT OF JSC “HALYK BANK”: PROBLEMS AND SOLUTIONS

Abstract

The purpose of the research work is to reveal the essence of the credit risk system and study the causes of its occurrence, as well as a detailed analysis of the loan portfolio and credit risk management methods on the example of the commercial bank JSC "Halyk Bank of the Republic of Kazakhstan". Analyze the bank's loan portfolio using CAMELS, Z - score methods and build a regression analysis using R-studio. Identify the main problems in the process of credit risk management in a commercial bank and propose several solutions and methods to improve them. In this article, the main problems in the process of credit risk management were identified, such as incomplete credit risk assessment, weak credit risk monitoring, insufficient collateral assessment, improper risk diversification, insufficient credit risk management policy, and several solutions and methods for their improvement were proposed. The informational approach to solving the set goals was formed on the basis of already studied scientific research, periodicals, scientific articles and financial statements of the bank under study, and its statistical data were also used as material for writing a research paper.