Abstract
The purpose of the research work is to reveal the essence of the credit risk system, study the causes of its occurrence, and conduct a detailed analysis of the loan portfolio and credit risk management methods on the example of the commercial bank "Halyk Bank of the Republic of Kazakhstan" JSC. The authors analyze the loan portfolio of the bank using CAMELS, Z - score methods and build a regression analysis using R-studio, identify the main problems in credit risk management in a commercial bank and propose some solutions. In this article such problems in credit risk management as incomplete credit risk assessment, weak credit risk monitoring, insufficient collateral assessment, improper risk diversification, insufficient credit risk management policy are identified, and several solutions and methods for their improvement are proposed. The informational approach to solving the set goals is formed based on existing scientific research, published periodicals, scientific articles and financial statements of the bank, and its statistical data is used as material for writing a research paper.
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