FACILITATING MECHANISM OF THE CREDIT PORTFOLIO QUALITY AND CREDIT RISK MANAGEMENT OF THE BANK IN THE PERIOD OF CRISIS DEVELOPMENTS IN ECONOMIC SPHERE

Authors

  • Oleksandr Dzyublyuk TNEU

Keywords:

Credit financing, credit portfolio, provisions, bank, financial crisis, credit risk, credit policy.

Abstract

The improvement trends of the facilitating mechanism of the credit portfolio quality and credit risks management through the definition of the evaluation criterion of the credit quality, creating the credit portfolio of the bank are proved. The creation of the credit portfolio structure in accordance with the group size, classified by the degree of the credit quality, the monitoring of the credit risk, the creation of provisions and adjustment in credit portfolio structure is defined. Special attention is paid to the optimization of the methodology of provisions calculation in order of loan loss provision.

 

 

References

Положення про порядок формування та використання резерву для відшкодування можливих втрат за кредитними операціями банків // Затверджено Постановою Правління Національного банку України № 279 від 06.07.2000 р.

Банківські операції: Підручник / За ред. проф. А. М. Мороза. – К.: КНЕУ, 2002. – 476 с.

Банковский менеджмент: Учеб. пособие / Под ред. А. А. Кириченко. – К.: Випол, 1998. – 697 с.

Примостка Л. О. Фінансовий менеджмент банку: Навчальний посібник. – К.: КНЕУ, 1999. – 280 с.

Банківські ризики: теорія і практика управління: монографія / Л. О. Примостка, О. В. Лисенок, О. О. Чуб та ін. – К.: КНЕУ, 2008. – 456 с.

Downloads

Published

22.08.2017

How to Cite

Dzyublyuk, Oleksandr. “FACILITATING MECHANISM OF THE CREDIT PORTFOLIO QUALITY AND CREDIT RISK MANAGEMENT OF THE BANK IN THE PERIOD OF CRISIS DEVELOPMENTS IN ECONOMIC SPHERE”. Journal of European Economy, vol. 9, no. 1, Aug. 2017, pp. 105-20, https://jeej.wunu.edu.ua/index.php/enjee/article/view/345.

Issue

Vol. 9 No. 1 (2010): JOURNAL OF EUROPEAN ECONOMY

Section

FINANCIAL AND BANKING SERVICES MARKET

License

Authors who publish with this journal agree to the following terms:

 
  1. Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.
  2. Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
  3. Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).