Authors: Olga B. Veretennikova, Dr. Sc. (Ec.), Prof., Head of Financial Management Dprt., Urals State University of Economics

Yevgeny E. Panov, Postgraduate of Financial Management Dprt., Urals State University of Economics

Abstract: The authors briefly describe their methodology for assessing the probability that a borrower belongs to a holding (a grouping of related borrowers). They also determine the nature and the significance of the influence of the grouping, to which the borrower belongs, on the value of credit risk for loan granted to the borrower by a bank.

Keywords: Holding, grouping of related borrowers, credit risk evaluation, loan classification