BUSINESS INFORM №10-2017

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Section: Economic and Mathematical Modeling
UDC 336.018:336.717.061.1
Sementsov R. V.
The Diagnostics of the Bank Financial Status: Credit Risk Management (p. 173 - 177)
This article analyzes the methodology for determining the credit risk of active operations of bank, as laid down in the Regulation on determining by banks of Ukraine the credit risk size on active banking transactions; a simplified algorithm for using it in practice has been provided. A study of the methodology, proposed by the National Bank of Ukraine, has revealed outstanding issues, such as adjusting the probability factor of borrower’s default, taking into consideration the retrospective. In view of this situation, it has been suggested that any generally acceptable methodology should be used. It is emphasized that the quality of the bank’s credit risk management can be determined by evaluating its credit portfolios for compliance with the regulatory acts and by comparing the difference between the bank’s actual risk and the actual amount of reserve funds, established by the bank. At present, the process of determining credit risk is excessively complex and cannot be fully automatized, and therefore needs to be substantially further elaborated.
Keywords: credit risk, reservation, financial status, diagnostics, credit portfolio.
Tabl.: 1. Formulae: 8. Bibl.: 11.

Sementsov Ruslan V. – Postgraduate Student, Department of Banking, Kharkiv Educational and Scientific Institute of SHEI «Banking University» (55 Peremohy Ave., Kharkіv, 61174, Ukraine)
Email: [email protected]

Article is written in Ukrainian
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Reference to this article:
Sementsov, Ruslan V. (2017) “The Diagnostics of the Bank Financial Status: Credit Risk Management.” Business Inform 10:173–177.

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