Please use this identifier to cite or link to this item:
https://dspace.uzhnu.edu.ua/jspui/handle/lib/55040| Title: | SYNCHRONIZATION OF CREDIT RISKS OF COMMERCIAL BANKS |
| Authors: | Заславська, Ольга Ігорівна |
| Keywords: | Economic and Mathematical Model, Riskiness of a Bank's Credit Portfolio, Semi-squared Deviations, Internal Credit Risk |
| Issue Date: | 2020 |
| 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. |
| 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. |
| Type: | Text |
| Publication type: | Стаття |
| URI: | https://dspace.uzhnu.edu.ua/jspui/handle/lib/55040 |
| ISSN: | 1524-7252 Print 1532-5806 Online |
| Appears in Collections: | Наукові публікації кафедри фінансів і банківської справи |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SYNCHRONIZATION OF CREDIT RISKS OF COMMERCIAL BANKS-1532-5806-23-2-178.pdf | 389.6 kB | Adobe PDF | View/Open |
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