Development of Methodological Approaches to Assessing Client Risks of a Commercial Bank

Relevance. Money laundering has strong consequences throughout the world, which distort and seriously distort economic processes, since it can completely destroy the political and financial systems of a country. Credit organizations, as intermediaries in financial transactions, are the main participants in the process of legalization of income and anti-money laundering activities. Therefore, risk management becomes a decisive element for identifying actions that may indicate suspiciousness of a transaction, and associate its participants with money laundering, and requires banks to form special methodological tools.

The purpose. In this article, it is planned to consider issues related to the study of methodological approaches to assessing client risks used in world practice, when assessing banks in anti-money laundering activities and the possibility of their adaptation in the activities of Russian credit institutions.

Objectives. Within the framework of the scientific article, scientific tasks were set and solved to develop a methodological approach to assessing client risks (including a new client and a client with a long service period) of involvement in legalization of income.

Methodology. The proposed methodological approach is implemented using linear regression and gradient boosting methodology based on a decision tree.

Results. The research carried out allows us to form two models that offer solutions for identifying new and old clients whose activities involve money laundering.

Conclusions. Considering that the supervisory authorities are increasingly focusing on developing the ability of banks to prevent suspicious transactions in advance, this requires a credit institution to develop a set of various tools that allow a high level of probability to identify suspicious transactions by a client and prevent them from being carried out in the bank.

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