Economic Bulletin of the National Mining University

 

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Article

Issue:2017 №3 (59)
Section:
UDK:336.717
Article language:Ukrainian
Pages:78-86
Title:Optimization of the bank credit portfolio structure in the context of improving the efficiency of its activity
Authors:Sokyrynska I. H.,
Valeniuk N. V.,
Subotina H. O.
Annotation:The influence of bank lending operations on the level of received profit is defined. Based on the analysis of the bank credit portfolio, its structure is assessed and the necessity of optimizing the credit portfolio structure is proved in order to reduce the credit risk and simultaneously maximize the bank's profit from credit operations. It is substantiated that this will positively affect the bank performance indicators. The mathematical optimization model of the bank's loan portfolio structure is offered. This model takes into account the redistribution of credit operations by type and volume. 
Keywords:The bank credit portfolio, Loan amount, Types of credit, Mathematical optimization model of the credit portfolio structure, Target function
File of the article:EV20173_078-086.pdf
Literature:
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  • 2. Бондаренко Л. А. Оцінка портфеля проблемних кредитів комерційних банків України в контексті забезпечення стабільності банківської системи / Л. А. Бондаренко, Т. В. Стародубцева // Вісник Університету банківської справи Національного банку України. - 2014. - № 2 (20). - С. 169-172.
  • 3. Бугель Ю. В. Удосконалення методики оцінки ефективності кредитного процесу банку / Ю. В. Бугель. // Миколаївський національний університет імені В. О. Сухомлинського. - 2015. - №3. - С. 681 - 686.
  • 4. Бурлаєнко Т. І. Особливості управління кредитним портфелем банку / Т. І. Бурлаєнко. // Миколаївський національний університет імені В. О. Сухомлинського. - 2016. - №14. - С. 744-748.
  • 5. Грушко В. Оптимізація структури кредитного портфелю комерційного банку / В. Грушко, Т. Іваненко // Вісник НБУ. - 2014. - №2. - С. 28-32.
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  • 7. ПриватБанк: фінансова звітність [Електронний ресурс]. - 2017. - Режим доступу до ресурсу: https://privatbank.ua/ru/about/finansovaja- otchetnost/.
  • 8. Програми кредитування фізичним особам, корпоративному бізнесу, малому та середньому бізнесу. Офіційний сайт ПАТ КБ «ПРИВАТБАНК». - [Електронний ресурс]. - Режим доступу: https://privatbank.ua/ru.
  • 9. Сирота А. І. Поняття «банківська операція» та «кредитна операція» / А. І. Сирота // Науковий вісник Херсонського державного університету. Серія: Юридичні науки. - 2014. - Випуск 4. - Том 2. - С. 127-130.
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