Pernarivs'kyj O. Modelling of risk in the credit policy of the commercial bank

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0499U001402

Thesis Registration Form

0499U001402.pdf

Applicant for

Specialization

  • 08.03.02 - Економіко-математичне моделювання

28-05-1999

Specialized Academic Board

Д.26.006.01

Essay

The credit policy of the commercial bank.To work out rational strategy of credit risk's management.Methods of exploration: logic-probabilistic method, discrimination analysis, analysis in hierarchy method. The concept of credit risk's management is developed. The credit risk factors and logic-probabilistic modelling are analyzed. The system of quantitative estimation's indicators of credit risk is proposed. The complex methodology ofhghcredit risk's credit risk's estimation is worked out. Economics and mathematical model for credit's interest rate determination, taking into account the risk, is proposed. The applied sphere: banking.

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