Subject. The set of theoretical and practical approaches that emerge in the process of credit risk assessment and management in a commercial bank. Objectives. To assess the credit risks of a commercial bank and to develop new approaches to managing them. Methods. The study employed general scientific methods, including analogy and data systematization, as well as statistical and comparative analysis, idea generation techniques, and generalization methods. Results. A credit risk assessment was carried out at Sber, which led to the conclusion that the current risk management system ensures accurate customer classification and enables the formation of adequate provisions. However, growing absolute volumes of overdue debt and pressure on liquidity ratios indicate the need to improve credit risk assessment and management. Measures for implementing digital assessment and management methods have been proposed. It has been shown that the new initiatives, thanks to their transparency and personalized approach, are aimed at reducing the probability of default and enhancing customer trust. Conclusions and Relevance. The proposed approach enables a transition to a continuous digital credit risk management loop. It integrates heterogeneous sources of operational data, which improves the accuracy of scoring, makes the credit process transparent for both the customer and the regulator, and reduces the response time to emerging risks. The findings can be useful in the banking sector when developing measures to reduce credit risks, as well as for further research.
Keywords: commercial bank, credit risk, loan debt, overdue debt
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