Chub P. Approaches to managing credit portfolio of a commercial bank.

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0404U000596

Applicant for

Specialization

  • 08.04.01 - Фінанси, грошовий обіг і кредит

29-01-2004

Specialized Academic Board

Д 26.006.02

Kyiv National Economics University named after Vadym Hetman

Essay

Bank credit activity in Ukraine. Working out and scientific substantian of metodological bases and applied techniques concerning approaches to managing credit portfolio of a commercial bank. Theoretical (formalized and non formalized philosofical, special scientific) and empirical (supervision and expiriment). The economic concepts "credit" and "credit portfolio of bank" were defined more exactly; the theory of credit portfolio management in a bank and its efficiency was advanced; the conception generalizing methods of a credit portfolio management in a bank and raising their efficiency was created; for the first time traditional and nonconventional approaches to credit portfolio management in a bank were formalized; the traditional approach to credit portfolio management analysis of parameters in a bank was modified; the theoretical expediency of H. Markowitz and U. Sharpa's models application for a credit portfolio management in a bank was proved; the nonconventional approach to the credit portfoliomanagement in a commercial bank was introduced. Commercial banks and educational process.

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