ФОРМИРОВАНИE КРЕДИТНОГО ПОРТФЕЛЯ КОММЕРЧЕСКОГО БАНКА

Abstract

In modern economic conditions, the formation of an optimal and high-quality loan port folio is the primary goal of a commercial bank, since the loan portfolio, on the one hand, generates the income of a commercial bank, and on the other, causes risks. This study substantiates the need to assess the formation of the loan portfolio, defines the methodological aspects of its implementation and analyzes the structure and dynamics of the loan portfolio of a regional commercial bank. The paper considers the method of sectoral diversification of corporate loans as a tool for reducing portfolio credit risk, since diversification involves the distribution of loans across various sectors of the economy. Based on this method, the calculation of the industry risk load of the credit portfolio of a commercial bank was carried out, which showed that to a greater extent the credit portfolio of the bank under study consists of industries with high credit risk. These circumstances are due to the fierce competition from the larger players in the banking market, so in the struggle for market share, regional banks are pursuing a risky credit policy, issuing loans to economically vulnerable borrowers. Their loan portfolios are diversified, but they are characterized by a high concentration of investments in such high-risk segments as trade and services, which is a risk-aggressive credit strategy. Based on the analysis of the profitability and risk of the loan portfolio, we conclude that there is a direct relationship between them. The yield of the loan portfolio has a negative trend, the level of risk of the loan portfolio is characterized by the percentage of the reserve for possible losses on loans, the value of which also decreased during the analyzed period.