Удосконалення управління кредитними ризиками банку на основі регулювання їх галузевої концентрації
The article presents a scientific and methodical approach to the regulation of the industry concentration of credit risk of banks, based on the analysis and prediction of the dynamics of development of branches with different dominant products and technologies for their production. It is based on th...
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| Дата: | 2014 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
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Institute of Industrial Economics of NAS of Ukraine
2014
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| Онлайн доступ: | https://ojs.econindustry.org/index.php/ep/article/view/113 |
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| Назва журналу: | Economy of Industry |
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Economy of Industry| id |
oai:ojs.ojs.econindustry.org:article-113 |
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oai:ojs.ojs.econindustry.org:article-1132018-12-16T10:45:11Z Improving the bank credit risk management by means of regulation of its branch concentration Совершенствование управления кредитными рисками банка на основе регулирования их отраслевой концентрации Удосконалення управління кредитними ризиками банку на основі регулювання їх галузевої концентрації Matyushin, Oleksiy V. Shkaeva, Tamara I. credit risk; the bank; branch concentration; industry; loans; the dynamics of development кредитный риск; банк; отраслевая концентрация; отрасль, кредиты; динамика развития кредитний ризик; банк; галузева концентрація; галузь; кредити; динаміка розвитку The article presents a scientific and methodical approach to the regulation of the industry concentration of credit risk of banks, based on the analysis and prediction of the dynamics of development of branches with different dominant products and technologies for their production. It is based on the idea that the loans to branches that are at the stage of growth and show a steady positive dynamics of output and profitability of operations are considered to be the least risky. Existing approaches and models of credit risk assessment are the market ones. Their use is fully justified in the case of acceptance of the hypothesis about the effectiveness of the stock market as an indicator of sustainability of enterprises. In modern conditions, when the stock market has lost its economic function of determining the value of companies to raise their funds, in terms of institutional and technological backwardness of the stock market the possibility of using these models are very limited. The objective of this article is to ground the scientific and methodical approach to credit risk management of the bank on the basis of regulating their branch concentration and developing on this basis practical recommendations to diversify its loan portfolio, taking into account branch factors. the developed procedure of the loan portfolio formation is the basis for the implementation of the proposed approach to the regulation of the branch concentration of bank credit risk. It includes analyzing of the existing loan portfolio and choosing of branches to form a new portfolio, building and analyzing time series of branch revenues and profitability, calculating of risk indicators for each branch based on the limits of sales revenues and profitability in the forecast period, loan portfolio optimization by minimizing the risk, taking into account branches loan limits with achieving the expected return. The economic and mathematic model of credit portfolio formation taking into consideration a branch factor is worked out. Recommendations on bank credit risks branch concentration regulation improving is offered. Представлен научно-методический подход к регулированию отраслевой концентрации кредитных рисков банков, основанный на анализе динамики и прогнозировании развития отраслей экономики, которые отличаются доминирующими продуктами и технологиями их производства. Его основу составляет идея, согласно которой наименее рисковыми признаются кредиты предприятиям отраслей, находящихся в стадии роста. Подано науково-методичний підхід до регулювання галузевої концентрації кредитних ризиків банків, що ґрунтується на аналізі динаміки та прогнозуванні розвитку галузей економіки, які відрізняються домінуючими продуктами та технологіями їх виробництва. Його основу становить ідея, згідно з якою найменш ризиковими визнаються кредити підприємствам галузей, що перебувають у стадії зростання. Institute of Industrial Economics of NAS of Ukraine 2014-03-01 Article Article application/pdf https://ojs.econindustry.org/index.php/ep/article/view/113 Экономика промышленности; No 1(65) (2014); 98-106 Economy of Industry; No 1(65) (2014); 98-106 Економіка промисловості; No 1(65) (2014); 98-106 2306-532X 1562-109X 10.15407/econindustry2014.01 en https://ojs.econindustry.org/index.php/ep/article/view/113/140 Copyright (c) 2017 Economy of Industry |
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Economy of Industry |
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2018-12-16T10:45:11Z |
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| language |
English |
| topic |
кредитний ризик банк галузева концентрація галузь кредити динаміка розвитку |
| spellingShingle |
кредитний ризик банк галузева концентрація галузь кредити динаміка розвитку Matyushin, Oleksiy V. Shkaeva, Tamara I. Удосконалення управління кредитними ризиками банку на основі регулювання їх галузевої концентрації |
| topic_facet |
credit risk the bank branch concentration industry loans the dynamics of development кредитный риск; банк; отраслевая концентрация; отрасль кредиты; динамика развития кредитний ризик банк галузева концентрація галузь кредити динаміка розвитку |
| format |
Article |
| author |
Matyushin, Oleksiy V. Shkaeva, Tamara I. |
| author_facet |
Matyushin, Oleksiy V. Shkaeva, Tamara I. |
| author_sort |
Matyushin, Oleksiy V. |
| title |
Удосконалення управління кредитними ризиками банку на основі регулювання їх галузевої концентрації |
| title_short |
Удосконалення управління кредитними ризиками банку на основі регулювання їх галузевої концентрації |
| title_full |
Удосконалення управління кредитними ризиками банку на основі регулювання їх галузевої концентрації |
| title_fullStr |
Удосконалення управління кредитними ризиками банку на основі регулювання їх галузевої концентрації |
| title_full_unstemmed |
Удосконалення управління кредитними ризиками банку на основі регулювання їх галузевої концентрації |
| title_sort |
удосконалення управління кредитними ризиками банку на основі регулювання їх галузевої концентрації |
| title_alt |
Improving the bank credit risk management by means of regulation of its branch concentration Совершенствование управления кредитными рисками банка на основе регулирования их отраслевой концентрации |
| description |
The article presents a scientific and methodical approach to the regulation of the industry concentration of credit risk of banks, based on the analysis and prediction of the dynamics of development of branches with different dominant products and technologies for their production. It is based on the idea that the loans to branches that are at the stage of growth and show a steady positive dynamics of output and profitability of operations are considered to be the least risky. Existing approaches and models of credit risk assessment are the market ones. Their use is fully justified in the case of acceptance of the hypothesis about the effectiveness of the stock market as an indicator of sustainability of enterprises. In modern conditions, when the stock market has lost its economic function of determining the value of companies to raise their funds, in terms of institutional and technological backwardness of the stock market the possibility of using these models are very limited. The objective of this article is to ground the scientific and methodical approach to credit risk management of the bank on the basis of regulating their branch concentration and developing on this basis practical recommendations to diversify its loan portfolio, taking into account branch factors. the developed procedure of the loan portfolio formation is the basis for the implementation of the proposed approach to the regulation of the branch concentration of bank credit risk. It includes analyzing of the existing loan portfolio and choosing of branches to form a new portfolio, building and analyzing time series of branch revenues and profitability, calculating of risk indicators for each branch based on the limits of sales revenues and profitability in the forecast period, loan portfolio optimization by minimizing the risk, taking into account branches loan limits with achieving the expected return. The economic and mathematic model of credit portfolio formation taking into consideration a branch factor is worked out. Recommendations on bank credit risks branch concentration regulation improving is offered. |
| publisher |
Institute of Industrial Economics of NAS of Ukraine |
| publishDate |
2014 |
| url |
https://ojs.econindustry.org/index.php/ep/article/view/113 |
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