АДАПТАЦІЙНА МОДЕЛЬ УПРАВЛІННЯ КРЕДИТНИМ РИЗИКОМ ВІДНОСНО ЦІНИ КРЕДИТНИХ РЕСУРСІВ

Abstract

The purpose of the article is to substantiate the need to use the adaptation function of the relationship between the volume and interest on loans as the basis for credit risk management and building an appropriate model for assessing these processes. The theoretical basis of the study is the scientific works of domestic scientists on the problem under study, the method of analysis and synthesis in the study and generalization of domestic experience in generalizing the price of credit resources as the basis of credit risk management; parametric measurement methods, abstract – logical – in substantiating theoretical generalizations and conclusions. The article conducts studies of credit risk management in relation to the price of credit resources, namely, the application of the function of the relationship between the volume and interest on loans granted, which determines the functional relationship between the analyzed values, which may look different for a certain type of loan granted, may reflect the variation of the share of problem loans weighted by the volume of loans granted, or the rate of their growth during the study period, etc. Such credit risk management in relation to the price of credit resources can be considered as adaptive. The generalization of the price of credit resources as the basis for credit risk management and the construction of an appropriate model for assessing these processes is substantiated, which will allow to objectively analyze different situations in terms of the relationship between the analyzed parameters: the volume of loans granted, the loan rate and the value of credit risk, as well as the absolute volume of problem loans. The adequacy of the built model is possible when using and analyzing the necessary statistical data and the ability to objectively analyze different situations in terms of the relationship of the analyzed parameters. General proposals for credit risk management are considered, the essence of which is to disclose the principles of generalization of the price of credit resources as the basis for credit risk management and the construction of an appropriate model for assessing these processes to improve the efficiency of the bank's credit activities.