CREDIT RISK MANAGEMENT IN THE COMMERCIAL BANK AND WAYS TO REDUCE
The state of credit risk management «ROSBANK». In order to eliminate the identified shortcomings of the fol-lowing recommendations. A new method estimates of the creditworthiness of borrowers, which indicators are divided into four groups: expert estimates of the liquidity, profitability, capital structure. Also proposed a meth-od of analysis of a cluster using the SPSS software package to classify borrowers a number of features for the subsequent development of measures to reduce credit risk. As evaluation criteria were chosen: the loan amount, term, interest on the loan, to ensure factor, category of the borrower, the credit history. Set of borrowers was subdivided into six groups, according to this classification provides recommendations on differentiation ap-proaches to conduct monitoring activities of different categories borrowers.