Zakharchenkov S. Credit risk: estimation and management at innovative financing projects

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0404U003560

Applicant for

Specialization

  • 08.04.01 - Фінанси, грошовий обіг і кредит

17-09-2001

Specialized Academic Board

Д 64.051.01

V.N. Karazin Kharkiv National University

Essay

Object of research: credit activity of the bank organizations in conditions of transforming economy. Purpose of research: a theoretical justification and development of methodical approaches and recommendations by an effective estimation and management of credit risk during financing innovative transformations. Methods of research: system and statistic analysis, theoretical consolidation and comparison, economic-mathematical simulation. Theoretical and practical results: theoretical positions, methodical and practical recommendations. Novelty: classifying risk forming factors, classifying of innovations on a risk level, procedure of quantitative evalution of risk of crediting of innovations, model consorcium design crediting, a technique of an estimation of innovations at a stage of preliminary selection is advanced. The concept " a strategic zone of crediting " (SZK) is entered and the technique of an estimation of appeal SZK is developed. The model which describes a credit portfolio of bank as system with the loaded reserve is offered. A degree of introduction: results are entered into "AVT" Ltd, NTU "KhPI". Sphere of usage: banking establishments, educational process.

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