Synchronization of credit risks of commercial banks

O Zaslavska, O Potyshniak, Y Poliakova… - Journal of …, 2020 - search.proquest.com
The 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.

SYNCHRONIZATION OF CREDIT RISKS OF COMMERCIAL BANKS

ОІ Заславська - 2020 - dspace.uzhnu.edu.ua
The 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.
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