OPTIMIZATION OF THE CREDIT RISK MANAGEMENT BASED ON ITS EVALUATION USING THE METHODS OF NONPARAMETRIC STATISTICS

Authors

  • Tetiana Oleksandrivna Romas Kharkov Institute of Banking University of Banking of the National Bank of Ukraine Pobedy 55, Kharkov 61174, Ukraine
  • Ljubov Vasylivna Serdyuk Kharkov Institute of Banking University of Banking of the National Bank of Ukraine Pobedy 55, Kharkov 61174, Ukraine

DOI:

https://doi.org/10.15587/1729-4061.2012.4508

Keywords:

credit risk, momentum indicator, monetary policy, banking supervision.

Abstract

The research on the functioning of the system of risk assessment becomes especially important and requires the development and implementation of practice strategies for effective banking supervision and risk management. In this article an assessment of the credit risk of banks of Ukraine is provided, the main causes of deterioration in the quality of the loan portfolio are analyzed and the proposals of improving the credit policy of banks are presented. As a result of this work the authors concluded the practical feasibility of using the proposed model of dynamic indicator for assessing credit risk and optimization the management of banking risks.

Author Biographies

Tetiana Oleksandrivna Romas, Kharkov Institute of Banking University of Banking of the National Bank of Ukraine Pobedy 55, Kharkov 61174

Student of the VI course

Department of Banking, Masters program "Banking Supervision"


Ljubov Vasylivna Serdyuk, Kharkov Institute of Banking University of Banking of the National Bank of Ukraine Pobedy 55, Kharkov 61174

Docent

Department of Banking


References

  1. Примостка, Л. Сукупний ризик банку: методика оцінки на основі нормативно-індексної моделі [Текст] /Л.Примостка, О.Лисенюк//Вісник НБУ. – 2008. - №5. – С.34-38.
  2. Управління банківськими ризиками: навч.посібник [Текст] /Л.О, Примостка, П.М.Чуб, Г.Т. Карчева та ін.., за заг.редакцією д-ра екон.наук, проф.Л.О. Примостки. – К.:КНЕУ, 2007. – 600 с.
  3. Основні показники діяльності банків України [Електронний ресурс]. - Режим доступу: http://www.bank.gov.ua/control/uk/publish/article?art_id=36807&cat_id=36798.

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Published

2012-10-09

How to Cite

Romas, T. O., & Serdyuk, L. V. (2012). OPTIMIZATION OF THE CREDIT RISK MANAGEMENT BASED ON ITS EVALUATION USING THE METHODS OF NONPARAMETRIC STATISTICS. Eastern-European Journal of Enterprise Technologies, 5(3(59), 32–34. https://doi.org/10.15587/1729-4061.2012.4508

Issue

Vol. 5 No. 3(59) (2012): Control systems

Section

Control systems

License

Copyright (c) 2014 Tetiana Oleksandrivna Romas, Ljubov Vasylivna Serdyuk

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