RISK MATRIX OF BANK CREDIT MANAGEMENT
UDC 336.71:005.334
SHULGA Natalia,
Kyiv National University of Trade and Economics,
Doctor of Sciences (Economics), Professor, Head of the Department of Banking
GORDIENKO Tatiana,
Kyiv National University of Trade and Economics,
Doctor of Sciences (Economics), Professor Associate of Banking
RISK MATRIX OF BANK CREDIT MANAGEMENT
The author's interpretation of risk factors for each type of credit risk of a bank and his views are analyzed ant proposed; the essence of credit risk matrix and different methodological approaches to its construction are disclosed; and also the proposals to decision making management on the analysis of the matrix are worked out.
Keywords: credit risk, risk factors, risk map, quantitative and qualitative risk assessment, combined approach to risk assessment.
RISK MATRIX OF BANK CREDIT MANAGEMENT
SHULGA Natalia,
Kyiv National University of Trade and Economics,
Doctor of Sciences (Economics), Professor, Head of the Department of Banking
GORDIENKO Tatiana,
Kyiv National University of Trade and Economics,
Doctor of Sciences (Economics), Professor Associate of Banking
RISK MATRIX OF BANK CREDIT MANAGEMENT
The author's interpretation of risk factors for each type of credit risk of a bank and his views are analyzed ant proposed; the essence of credit risk matrix and different methodological approaches to its construction are disclosed; and also the proposals to decision making management on the analysis of the matrix are worked out.
Keywords: credit risk, risk factors, risk map, quantitative and qualitative risk assessment, combined approach to risk assessment.
RISK MATRIX OF BANK CREDIT MANAGEMENT