Abstract

A timely understanding of the collateral security level of the loan portfolio can warn against the risks of the capital adequacy loss of a credit institution. The specifics of managing the value of a collateral portfolio from the position of updating the value of its elements (collateral items) are studied. The possibility of applying mass valuation methods in relation to the collateral portfolio of a commercial bank is analyzed. An approach to the mass assessment of the value of the collateral portfolio is proposed and an algorithm for its implementation in the value management system of the collateral portfolio of a commercial bank is presented.

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