SYNCHRONIZATION OF CREDIT RISKS OF COMMERCIAL BANKS

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dc.contributor.authorНездойминога, Олена Євгеніївна
dc.contributor.authorZaslavska, O.
dc.contributor.authorPotyshniak, O.
dc.contributor.authorPoliakova, Y.
dc.contributor.authorProkhorchuk, S.
dc.date.accessioned2020-09-04T13:54:40Z
dc.date.available2020-09-04T13:54:40Z
dc.date.issued2020-06
dc.descriptionThe need to express and minimize the credit risk for the bank has been discussed in the article. An economic-mathematical model of the search for the semi-squared deviation as the degree of credit risk for new and current credit agreements of the bank has been formed. The use of the indicator of the degree of riskiness of the bank’s credit portfolio is proposed, which allows comparing various credit portfolios and formulating measures to reduce the level of internal credit risk.uk_UA
dc.identifier.issn1524-7252
dc.identifier.urihttps://dspace.pdau.edu.ua/handle/123456789/8244
dc.subjectEconomic and Mathematical Modeluk_UA
dc.subjectRiskiness of a Bank's Credit Portfoliouk_UA
dc.subjectSemi-squared Deviationsuk_UA
dc.subjectInternal Credit Riskuk_UA
dc.titleSYNCHRONIZATION OF CREDIT RISKS OF COMMERCIAL BANKSuk_UA
dc.typeArticleuk_UA
local.department5.1 Кафедра бухгалтерського обліку та економічного контролюuk_UA
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Zaslavska, O., Potyshniak, O., Poliakova, Y., Prokhorchuk, S., & Nezdoimynoha, O. Y. (2020). Synchronization of credit risks of commercial banks. Journal of Management Information and Decision Sciences, 23(2), 35-40.
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