Залоговый механизм в системе управления кредитным риском
The study reveals collateral requirements, throughout LTV ratio, within credit risk's controlling. The new approach to identify LTV deviations from its median on the group level as a reference point - alarm indicator is presented. This indicator serves to alarm banks to incorporate particular borrower to the so-called Watch list. These alarm indicators should be arranged only based on the empirical interlinkage of collateral and credit risk. Portfolio of bank corporate loans, issued from 2006 to 2017 on the Russian market, performs as research input data.
The article presents the dynamic approach to the collateral value management as generalization and development of the practical discount expert evaluation meth- od. This approach is the way of disclosure the main discount’s component as the fundamental basis of collateral value management.
The article deals with corporate loans: securities lending, mortgage and pledge of movables. Analyzes the constructive questions of corporate loans.