Kuzminov E. Modelling Processes of Diversification of Bank Credit Portfolio

The concept of branch distribution of bank credit portfolio has degree been elaborated in this thesis taking into consideration the degree of reflexive influence of a branch. It is on the basis of forming the complex of correlative economic - mathematical models. It allows to take into consideration the level of reflexive influence and also gives possibility to increase efficiency of bank credit activity. The complex of models has been elaborated and it includes: the economic - mathematical model of branch diversification of credit portfolio of a commercial bank, and this model is on the basis of the methods of different optimization, and unlike existent models this model takes into consideration a branch belonging of any enterprise of risk control of credit portfolio of a commercial bank; the model of determination of credit characteristics of a bank, it is on the basis of using statistics and experts appreciation when branch policy of a bank is determination by administration. It gives possibility to determine influence of a branch in the bank credit portfolio