МОДЕЛЬ СТРУКТУРИ КРЕДИТНОГО ПОРТФЕЛЯ ТА ЇЇ ВПЛИВ НА ЕФЕКТИВНІСТЬ ДІЯЛЬНОСТІ БАНКУ

Abstract

The article examines the theoretical issues of credit policy and efficiency of banking. The concepts of "credit", "loan portfolio", "efficiency", "credit risks" are defined. The dynamics and structure of the bank's loan portfolio in different areas are analyzed: lending entities, types of loans, industries and the degree of risk. The quality of the loan portfolio was assessed, the directions of its increase were outlined and the factors influencing it were indicated. The share of loans to borrowers - legal entities is significant and during the reporting period increased by one third. Loans to individuals occupy an insignificant place in the structure of the loan portfolio and are decreasing. The analysis of the loan portfolio by type of loans showed that the largest share had loans in current activities, which increased during the study period. Mortgages, financial leasing and factoring loans had a small share in the loan portfolio because their long maturity increases credit risks. A fifth of the structure of the loan portfolio is occupied by loans for investment activities. An analysis of the sectoral structure of the loan portfolio revealed that the largest share belonged to loans to fast-growing and highly profitable industries, such as wholesale and retail trade, service industries, fuel and energy complex. During the study period, we see an increase in the share of loans in construction, health care, industry. At the same time, lending to the agricultural and forestry sectors, which have high risks of non-repayment of credit funds in the area of risky agriculture, decreased. The sphere of tourism is almost not credited. The analysis of the bank's loan portfolio showed that the changes and shifts that have taken place in recent years have led to an increase in credit risks. Given this, the need to optimize the structure of the loan portfolio in order to minimize the risks of lending and increase the bank's income is justified. The mathematical model of a credit portfolio structure optimization is offered and its influence on indicators of financial institution activity efficiency defined. It is proposed to form the largest share at the expense of «Business loan». «WEALTH Consumer Credit» and «Benefit New Credit» also account for a significant share. Loans to legal entities for the purchase of vehicles and loans to agricultural producers also have significant shares in the structure of the loan portfolio. It is proved that due to the introduction of the proposed structure of the loan portfolio such indicators of the bank's efficiency as interest margin, net interest margin, profitability of assets and equity will improve.