Стратийчук Ю.Г

In this article the modern approaches to a definition research "credit risk" are described. Classification of the external and internal factors of a business environment exerting impact on the indicator of credit risk is given. The overdue debt statistics on the credits at the level of the country caused by the economic crisis starting in 2014 is analyzed. In addition to the traditional methods of regulation of the indicator of credit risk at the level of credit institutions the instruments of correlation analysis allowing evaluate the connection’s narrowness between the credit risk and factorial signs exerting the impact on it are offered. The authors undertook a test of hypothesis of correlation of credit risk of the credit institutions and the level of unemployment, general coefficient of population shift and a consumer price index at the level of the Russian Federation. The exponential model of a trend for the forecast of credit risk of a portfolio of physical persons at the level of the country is made, and the forecast of economic indicator on its basis is performed.