Аңдатпа
The purpose of the article is to explain the essence of the credit risks of a commercial bank, to consider the problems of managing commercial banks and credit risk in the Republic of Kazakhstan and measures on ways to solve it. Risk management and risk transformation is one of the main management functions of a commercial bank. It was determined that the more accurate the choice of a decision on the management, assessment of risk (primarily credit risk) and ways to reduce it in various directions, the more likely it is to implement it, the more effective the management of a credit institution and the lower the risk of its insolvency. In modern conditions of banking development, the quality of the loan portfolio was considered the conditions for the bank to function and be successful as a commercial organization. According to the practice of the World Bank, it is known that if the share of bad assets exceeds 7 percent, then the bank will go bankrupt. Therefore, the activities of banks are primarily aimed at improving the quality of the loan portfolio, managing credit risks, creating and implementing organizational and technological measures aimed at using them in favor of the bank's credit policy. Also, ways were identified to eliminate deficiencies in the loan portfolio and reduce emerging credit risks. The presence of a large number of credit risks in the portfolios of domestic banks is not only a reflection of problems in the economic sphere of society, but also requires further improvement of the bank's credit policy, in the selection and hiring of qualified personnel, as well as the bank's credit policy. In the framework of credit risk-oriented supervision, ways of monitoring the process of regular validation of models and measures to improve the quality of the data used and to digitize credit risk management were studied. At the same time, on the basis of initial data on the quality of the bank's loan portfolio, the results of the calculation of the structure of the loan portfolio, the description of credit risk control and management, the ratio of provisions to the loan portfolio during the stress scenario, the monetary structure of the loan portfolio, a structural-functional scheme of the risk management mechanism of the banking system was created.