SYNCHRONIZATION OF CREDIT RISKS OF COMMERCIAL BANKS

Please use this identifier to cite or link to this item: https://dspace.uzhnu.edu.ua/jspui/handle/lib/55040

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DC Field	Value	Language
dc.contributor.author	Заславська, Ольга Ігорівна	-
dc.date.accessioned	2023-11-09T08:15:41Z	-
dc.date.available	2023-11-09T08:15:41Z	-
dc.date.issued	2020	-
dc.identifier.citation	Zaslavska O. Synchronization of credit risks of commercial banks / O. Zaslavska, O. Potyshniak, Ye. Poliakova, S. Prokhorchuk, O. Nezdoimynoha // Journal of Management Information and Decision Science. – 2020. – Vol. 23, Iss. 2. – P. 35-41.	uk
dc.identifier.issn	1524-7252 Print	-
dc.identifier.issn	1532-5806 Online	-
dc.identifier.uri	https://dspace.uzhnu.edu.ua/jspui/handle/lib/55040	-
dc.description.abstract	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.	uk
dc.language.iso	en	uk
dc.subject	Economic and Mathematical Model, Riskiness of a Bank's Credit Portfolio, Semi-squared Deviations, Internal Credit Risk	uk
dc.title	SYNCHRONIZATION OF CREDIT RISKS OF COMMERCIAL BANKS	uk
dc.type	Text	uk
dc.pubType	Стаття	uk
Appears in Collections:	Наукові публікації кафедри фінансів і банківської справи

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