Methodical aspects of management of risk of the credit portfolio of bank.

Abstract

The purpose of article is research of questions of improvement of quality of a credit portfolio of banks of Ukraine. Author's interpretation of concept of a credit portfolio of bank is offered. The critical analysis of some points of view on a problem of management of risk of a credit portfolio of bank is carried out. The key principles of management of a credit portfolio of bank are proved. Proanalizovan a credit portfolio of commercial bank therefore the visoky level of risk-taking of a credit portfolio is revealed. The main problems of a banking system of Ukraine at the present stage of development are defined. In particular, outflow of the raised funds, first of all the population deposits; the corresponding reduction of assets, namely the granted loans; deterioration of a credit portfolio; increase in volumes of costs of formation the strakhovikh of reserves, first of all under. credit operations; unprofitability of a large number of banks and banking sector in general; decrease in level of capitalization of a banking system; uileny dependences of banking institutions on fluctuations of exchange rates; preservation of disproportions in structure of assets, the raised funds, the capital of a large number of banks. Stages of management of risk of a credit portfolio of bank are characterized. The offered control system of risk of a credit portfolio of bank gained further development.