Мінімізація кредитного ризику та підвищення якості кредитного портфеля банку

Abstract

The article considers the main factors that form credit risk and determines the role of credit risk in the process of formation of the credit portfolio of a commercial bank. It is determined that bank lending involves the functioning of a complex mechanism that includes certain actions aimed at attracting cheap funds and their use in accordance with the terms of the established lending policy, taking into account the minimum risk and maximum profit. As you know, the main source of income of banks is the profit from lending. In this regard, the main problem facing the bank’s management today is the effective management of the bank’s loan portfolio. Against the background of the negative impact of the global financial crisis, the formation of an optimal loan portfolio of the bank is of particular importance in order to increase the efficiency of its activities through the appropriate credit policy. Improving the quality of lending and optimizing the structure of banks’ loan portfolios are traditionally relevant in research, as lending has always been and will remain the main economic function of banks. The article describes each stage of credit activity, which consists of sequential actions. The definition of "credit portfolio quality" as a complex concept that characterizes the efficiency of credit portfolio formation in order to determine its profitability and the degree of credit risk is considered. The development of measures to optimize credit risk is one of the ways to improve the credit process and the entire system of managing the financial flows of the bank as a whole, not just banking risks. The factors influencing the formation of credit risk are analyzed. The main approaches to credit portfolio management in a commercial bank are characterized. It is proved that most of the constructed and implemented models for optimizing the loan portfolio are based on the criterion of risk-return (rather than profitability-risk) and have certain limitations and difficulties in practical application. The quality of the loan portfolio determines the bank’s capabilities in its functioning in the market of credit products, which affects the level of its lending activity and the possibility of restoring positions in the credit market. The process associated with lending is determined by the quality of credit work in banks. Statistics on the functioning of commercial domestic and foreign banks indicates that a well-organized credit process, a well-formed loan portfolio and credit policy will ensure the bank’s prosperity in the future