| Issue: | 2021 №4 (76) |
| Section: | Finances |
| UDK: | 336.71:336.276.2:519.863 |
| DOI: | https://doi.org/10.33271/ebdut/76.145 |
| Article language: | English |
| Pages: | 145-156 |
| Title: | Bank's credit and investment portfolio structure optimization |
| Author: | Shtefan N. M., Dnipro University of Technology |
| Annotation: | Methods. The theoretical and methodological basis of the study includes the following methods: analysis and synthesis, theoretical generalization to study the process of managing the loan and investment portfolio of the bank; comparative analysis – to establish more efficient uses of the bank's financial resources; formalization (for setting the task of mathematical modeling); generalization and synthesis to substantiate the scientific approach in determining the optimal structure of the creditinvestment portfolio of the bank. Results. It was found that with the significant increase in bank deposits, lending to the economy continues to decline. This is facilitated by the current economic situation, which is characterized by further decline. Recovery of positive dynamics is impossible without structural changes. In the banking sector, changes are related to the development of global stock markets and investment activities of banks. A significant potential of commercial banks in intensifying investment activities is the ability to act simultaneously in two important areas – in the securities market and in the credit market, which are responsible for converting savings into investments. Novelty. A strategy for managing the bank's loan and investment portfolio is proposed in order to maximize profits under different conditions of supply and demand of free banking resources ratio. An economic and mathematical model for optimizing the structure of the bank's loan and investment portfolio has been developed. Practical value. The usage of economic-mathematical model to optimize the structure of the bank's loan and investment portfolio in order to maximize profits under different conditions of free banking resources supply and demand allows the bank to choose what to focus on –the securities market or credit market. |
| Keywords: | Credit and investment portfolio management, Economic-mathematical model, Target function, Optimal structure, NBU standards |
| File of the article: | EV20214_145-156.pdf |
| Literature: | - 1. Postanova Pravlinnia Natsionalnoho Banku Ukrainy Pro zatverdzhennia Instruktsii pro poriadok reg- uliyvannia diialnosti bankiv v Ukraini: vid 28.08.2001, №368. Retrieved from http:// za- kon2.rada.gov.ua/laws/show/z0841-01
- 2. Vasiurenko, O.V. (2001). Bankivskiy menedzhment. Kyiv: Akademiia.
- 3. Vladychyn, U.V. (2008). Bankivske kredytuvannia. Kyiv: Ataka.
- 4. Vovk, V.Ya., & Khmelenko, O.V. (2008). Kredytuvannia i kontrol. Kyiv: Znannia.
- 5. Vovchak, O. (2008). Kredyt i bankivska sprava. Kyiv: Znannia.
- 6. Grushko,V., & Ivanenko, T. (2014). Optymizatsiia struktury kredytnoho portfeliu komertsiynoho banku. Visnyk NBU, (2), 28-32.
- 7. Lavrushyna, O.I. (2011). Bankivskiy menedzhment. (2nd ed., rev.). Moskva: KNORUS.
- 8. Liubar, O.O. (2010). Kredytna polityka bankiv: vydy ta modeli. Visnyk universytetu bankivskoi spravy NBU, 3(9), 183-185.
- 9. Osnovni pokaznyky diialnosti bankiv / Statystyka bankiv Ukrainy. Retrieved from https://in- dex.minfin.com.ua/ua/banks/stat/.
- 10. Richnyy zvit OTP banku za 2018 rik. Retrieved from https: //www.otpbank.com.ua/upload/mediali-brary/816/report-2018.pdf
- 11. Richnyy zvit OTP banku za 2019 rik. Retrieved from https://www.otpbank.com.ua/upload/mediali-brary/ede/2019.pdf
- 12. Richnyy zvit OTP banku za 2020 rik. Retrieved from https://www.otpbank.com.ua/pdf/annual_re-ports/2020/2020report.pdf
|
Archive