Lvovskiy L. Modeling of commercial bank credit risk management

Object of research: processes of prevention of origin of credit risk in a commercial bank. Purpose of research: development of complex of models and management methods by the credit risk of commercial bank, that provides stability of bank and his effective functioning at considerable changes in the conditions of external environment. Methods of research: economical and mathematical modeling, imitation modeling, statistical analysis, neuron networks, analysis of processes of crediting and insurance. Results: determination of features of credit operations of commercial banks of Ukraine in modern terms; determination of specific methods of estimation of credit risk and making decision in relation to delivery of credit; conception of design of management is worked out by the credit risk of commercial bank; the combined model of estimation of solvency of borrower is worked out; the simulation model of authentication of origin of credit risk is worked out; the simulation model of change of the financial state of borrower is worked out in crisis terms; the model of acceptance of optimal decision is worked out in relation to the choice of parameters of insurance of credit risks; the model of conduct of credit process and work is worked out with a problem debt. Novelty: it is First worked out : conception of design of management by the credit risk of commercial bank; simulation model of authentication of origin of credit risk; a simulation model of change of the financial state of borrower is in crisis terms. Improved: the combined model of estimation of solvency of borrower. Got further development: model of acceptance of optimal decision in relation to the choice of parameters of insurance of credit risks. Field of the use: of particular a branch.