Transformed population crediting in the Siberian Federal District
M.V. Petukhova
pm1986@mail.ru
Keywords: credit, physical persons, bank, borrower's behavior, methods, assessment, credit risk, arrears, Basel II
Pages: 152-169
Abstract
The paper analyzes, on the base of a presented sampling, the trends of population crediting by the banks in the Siberian Federal District in the periods of the pre-crisis, crisis and post-crisis restoration. We can state that in the crisis a sex structure of borrowers (physical persons) has significantly changed. We calculated the possibilities of borrowers' default in different borrowers' groups such as sex-, age-, education- and family state ones. We present our considerations on how to adjust the methods for assessing the borrowers' credit risks according to the Basel II requirements. We offer a rating technique to assess physical persons
which allows an improved classification of borrowers and the more adequate credit risk assessment.
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