SYNCHRONIZATION OF CREDIT RISKS OF COMMERCIAL BANKS
Дата
2020-06
Автори
Нездойминога, Олена Євгеніївна
Zaslavska, O.
Potyshniak, O.
Poliakova, Y.
Prokhorchuk, S.
Назва журналу
Номер ISSN
Назва тому
Видавець
Анотація
Опис
The need to express and minimize the credit risk for the bank has been discussed in
the article. An economic-mathematical model of the search for the semi-squared deviation as
the degree of credit risk for new and current credit agreements of the bank has been formed.
The use of the indicator of the degree of riskiness of the bank’s credit portfolio is proposed,
which allows comparing various credit portfolios and formulating measures to reduce the
level of internal credit risk.
Ключові слова
Economic and Mathematical Model, Riskiness of a Bank's Credit Portfolio, Semi-squared Deviations, Internal Credit Risk