Bilai O. Management of problematic loans in Ukrainian banks

The aim of research is deepening the theoretical and methodical principles and developing the practical recommendations of the problematic loans management (corporation loans) in Ukrainian commercial banks. The object of research is the problematic loans management (corporation loans) in Ukrainian commercial banks. Methods of research: deduction, induction, dialectics, questioning, segmentation, econometris analis, economic modeling. Were developed and improved the main definitions and classifications related to problematic exposures; analyzed the experience of European countries in management of non-performing loans; examined correlation of the level of non-performing loans in the banking system with the macroeconomic indicators and activation of the post crisis new lending by the banks; were proposed the scientifically-based approach to the choice of a method of a problematic loan management and has developed the neuro-fuzzy model for evaluation of the qualitative characteristics' impact on the risk status of the loan. The model based on neuro-fuzzy approach allows creating the decision support subsystem for managing problematic credits to reduce the volume of bad debts in the banks' loan portfolios. The sub-system will be supported by the fuzzy model as well as complex of mathematic models used on the portfolio level to forecast the volumes of non-performing portfolio and information & analytical system of the decision support class. Were proposed improvements to take place in the legal system and regulatory area in order to activate resolution of the problem loans by the banks, refresh the banking system balance sheet and finally to increase new lending and speed up the economical recovery in Ukraine. The results are used by Ukrainian commercial banks; industres: credit system of Ukraine.