The first chapter presents the theoretical aspects of risk as well as the classification of risks. An analysis of existing methods for determining the level of credit risk is also considered.
The choice of credit risk as the subject of research is due to the obvious importance of this particular type of risk for the bank, since the bank usually receives the bulk of the profit from its loan operations.

The above analysis of existing methods for assessing credit risk allows us to conclude that the use of intelligent methods in risk management is a promising area that gives accurate results.
In order to develop and study alternative approaches and methods of risk management, as well as tools based on them, for analyzing the credit risk of a commercial bank in consumer lending markets, the following main tasks are formulated in the monograph:
- analyze existing methods for determining the level of credit risk;
- substantiate the importance of a qualitative assessment of credit risk;
- determine the most important criteria for determining the credit rating of the borrower;
- develop an architectural model for assessing credit risk;
- develop a model for assessing credit risk based on the Matlab program.