title: Ð¡ÑÑÐ°ÑÐµÐ³Ð¸Ñ ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ ÐºÑÐµÐ´Ð¸ÑÐ½ÑÐ¼Ð¸ ÑÐ¸ÑÐºÐ°Ð¼Ð¸ Ð±Ð°Ð½ÐºÐ°
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¼Ð°Ð³Ð¸ÑÑÑÐ°
titleType: Subtitle
title: Banking credit risk management strategy
Creators: name: Ð§ÑÐ³ÑÐµÐ²Ð°, ÐÑÐ¸Ð½Ð°
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2020
Subjects: ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ðµ ÐºÑÐµÐ´Ð¸ÑÐ½ÑÐ¼Ð¸ ÑÐ¸ÑÐºÐ°Ð¼Ð¸
ÐºÑÐµÐ´Ð¸ÑÐ½ÑÐ¹ Ð¿Ð¾ÑÑÑÐµÐ»Ñ
Ð¾ÑÐµÐ½ÐºÐ° ÑÐ¸ÑÐºÐ°
Ð°ÐºÑÐ¸Ð²Ñ Ð±Ð°Ð½ÐºÐ°
ÑÐµÐºÑÑÑÐ¸ÑÐ¸Ð·Ð°ÑÐ¸Ñ
credit risk management
loan portfolio
risk assessment
risk management techniques bank assets
securitization

description: ÐÑÐµÐ´Ð¼ÐµÑ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ - ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ðµ ÐºÑÐµÐ´Ð¸ÑÐ½ÑÐ¼ ÑÐ¸ÑÐºÐ¾Ð¼ Ð² Ð±Ð°Ð½ÐºÐµ. ÐÐ±ÑÐµÐºÑ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ â ÐºÑÐµÐ´Ð¸ÑÐ½ÑÐ¹ Ð¿Ð¾ÑÑÑÐµÐ»Ñ ÐÐ°Ð½ÐºÐ° ÐÐ¢Ð (ÐÐÐ). Ð¦ÐµÐ»Ñ ÑÐ°Ð±Ð¾ÑÑ - Ð¿ÑÐ¾Ð°Ð½Ð°Ð»Ð¸Ð·Ð¸ÑÐ¾Ð²Ð°ÑÑ ÐºÑÐµÐ´Ð¸ÑÐ½ÑÐ¹ Ð¿Ð¾ÑÑÑÐµÐ»Ñ ÐÐ°Ð½ÐºÐ° ÐÐ¢Ð (ÐÐÐ) Ð½Ð° Ð¿ÑÐµÐ´Ð¼ÐµÑ ÐºÑÐµÐ´Ð¸ÑÐ½Ð¾Ð³Ð¾ ÑÐ¸ÑÐºÐ° Ð¸ Ð´Ð°ÑÑ ÑÐµÐºÐ¾Ð¼ÐµÐ½Ð´Ð°ÑÐ¸Ð¸ Ð¿Ð¾ ÑÐ¾Ð²ÐµÑÑÐµÐ½ÑÑÐ²Ð¾Ð²Ð°Ð½Ð¸Ñ ÑÑÑÐ°ÑÐµÐ³Ð¸Ð¸ ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ ÐºÑÐµÐ´Ð¸ÑÐ½ÑÐ¼ ÑÐ¸ÑÐºÐ¾Ð¼. ÐÐ°Ð´Ð°ÑÐ¸ ÐÐÐ : ï­ Ð Ð°ÑÐºÑÑÑÑ ÑÐµÐ¾ÑÐµÑÐ¸ÑÐµÑÐºÐ¸Ðµ Ð¾ÑÐ½Ð¾Ð²Ñ ÐºÑÐµÐ´Ð¸ÑÐ½Ð¾Ð³Ð¾ ÑÐ¸ÑÐºÐ°: Ð¼ÐµÑÑÐ¾ ÐºÑÐµÐ´Ð¸ÑÐ½Ð¾Ð³Ð¾ ÑÐ¸ÑÐºÐ° Ð² ÑÐ¸ÑÑÐµÐ¼Ðµ Ð±Ð°Ð½ÐºÐ¾Ð²ÑÐºÐ¸Ñ ÑÐ¸ÑÐºÐ¾Ð², ÐµÐ³Ð¾ ÑÐ°ÐºÑÐ¾ÑÑ, ÑÑÑÑÐºÑÑÑÐ° Ð¸ ÐºÐ»Ð°ÑÑÐ¸ÑÐ¸ÐºÐ°ÑÐ¸Ñ, Ð²Ð·Ð°Ð¸Ð¼Ð¾ÑÐ²ÑÐ·Ñ ÐºÑÐµÐ´Ð¸ÑÐ½Ð¾Ð³Ð¾ ÑÐ¸ÑÐºÐ° Ð¸ ÐºÑÐµÐ´Ð¸ÑÐ½Ð¾Ð³Ð¾ Ð¿Ð¾ÑÑÑÐµÐ»Ñ, Ð° ÑÐ°ÐºÐ¶Ðµ ÑÑÑÐ°ÑÐµÐ³Ð¸Ñ ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ ÐºÑÐµÐ´Ð¸ÑÐ½ÑÐ¼ ÑÐ¸ÑÐºÐ¾Ð¼; ï­ ÐÐ·ÑÑÐ¸ÑÑ Ð¼ÐµÑÐ¾Ð´Ñ ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ, Ð¾ÑÐµÐ½ÐºÑ, Ð¼Ð¾Ð½Ð¸ÑÐ¾ÑÐ¸Ð½Ð³ Ð¸ ÐºÐ¾Ð½ÑÑÐ¾Ð»Ñ ÐºÑÐµÐ´Ð¸ÑÐ½Ð¾Ð³Ð¾ ÑÐ¸ÑÐºÐ°; ï­ ÐÐ·ÑÑÐ¸ÑÑ Ð´Ð¸Ð½Ð°Ð¼Ð¸ÐºÑ Ð¸ ÑÑÑÑÐºÑÑÑÑ ÐºÑÐµÐ´Ð¸ÑÐ½Ð¾Ð³Ð¾ Ð¿Ð¾ÑÑÑÐµÐ»Ñ ÐÐ°Ð½ÐºÐ° ÐÐ¢Ð ÐÐÐ, Ð¿ÑÐ¾Ð²ÐµÑÑÐ¸ Ð¾ÑÐµÐ½ÐºÑ ÐºÑÐµÐ´Ð¸ÑÐ½Ð¾Ð³Ð¾ ÑÐ¸ÑÐºÐ° ÐºÑÐµÐ´Ð¸ÑÐ½Ð¾Ð³Ð¾ Ð¿Ð¾ÑÑÑÐµÐ»Ñ, Ð° ÑÐ°ÐºÐ¶Ðµ Ð²Ð½ÐµÑÑÐ¸ Ð¿ÑÐµÐ´Ð»Ð¾Ð¶ÐµÐ½Ð¸Ðµ Ð¿Ð¾ Ð¸ÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ð¸Ñ ÑÐµÐºÑÑÑÐ¸ÑÐ¸Ð·Ð°ÑÐ¸Ð¸, ÐºÐ°Ðº Ð¸Ð½ÑÑÑÑÐ¼ÐµÐ½ÑÐ° Ð´Ð»Ñ Ð¿Ð¾Ð²ÑÑÐµÐ½Ð¸Ñ ÐºÐ°ÑÐµÑÑÐ²Ð° ÐºÑÐµÐ´Ð¸ÑÐ½Ð¾Ð³Ð¾ Ð¿Ð¾ÑÑÑÐµÐ»Ñ. ÐÐµÑÐ¾Ð´Ð¾Ð»Ð¾Ð³Ð¸ÑÐµÑÐºÐ¾Ð¹ Ð¾ÑÐ½Ð¾Ð²Ð¾Ð¹ Ð´Ð°Ð½Ð½Ð¾Ð¹ ÑÐ°Ð±Ð¾ÑÑ Ð¿Ð¾ÑÐ»ÑÐ¶Ð¸Ð»Ð¸ ÑÐ»ÐµÐ´ÑÑÑÐ¸Ðµ Ð¼ÐµÑÐ¾Ð´Ñ: ÑÐºÐ¾Ð½Ð¾Ð¼Ð¸ÑÐµÑÐºÐ¸Ð¹ Ð°Ð½Ð°Ð»Ð¸Ð·, ÑÐºÐ¾Ð½Ð¾Ð¼Ð¸ÐºÐ¾-Ð¼Ð°ÑÐµÐ¼Ð°ÑÐ¸ÑÐµÑÐºÐ¾Ðµ ÑÐµÐ³ÑÐ»Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ, ÑÐ°Ð±Ð»Ð¸ÑÐ½Ð¾Ðµ Ð¾ÑÑÐ°Ð¶ÐµÐ½Ð¸Ðµ Ð´Ð°Ð½Ð½ÑÑ, ÑÐ¸ÑÑÐµÐ¼Ð½ÑÐ¹ Ð¿Ð¾Ð´ÑÐ¾Ð´, Ð»Ð¾Ð³Ð¸ÑÐµÑÐºÐ¸Ð¹ Ð°Ð½Ð°Ð»Ð¸Ð·. Ð ÑÐµÐ·ÑÐ»ÑÑÐ°ÑÐµ Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½Ð¸Ñ Ð¾ÑÐµÐ½ÐºÐ¸ ÐºÑÐµÐ´Ð¸ÑÐ½Ð¾Ð³Ð¾ Ð¿Ð¾ÑÑÑÐµÐ»Ñ Ð±ÑÐ»Ð¾ Ð¿ÑÐµÐ´Ð»Ð¾Ð¶ÐµÐ½Ð¾ Ð¸ÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ð¸Ðµ ÑÐµÐºÑÑÑÐ¸ÑÐ¸Ð·Ð°ÑÐ¸Ð¸ Ð² ÐºÐ°ÑÐµÑÑÐ²Ðµ Ð¸Ð½ÑÑÑÑÐ¼ÐµÐ½ÑÐ° Ð¿Ð¾ ÑÐ»ÑÑÑÐµÐ½Ð¸Ñ ÐºÐ°ÑÐµÑÑÐ²Ð° ÐºÑÐµÐ´Ð¸ÑÐ½Ð¾Ð³Ð¾ Ð¿Ð¾ÑÑÑÐµÐ»Ñ.
description: Subject of study is credit risk management at VTB Bank (PJSC) Objects of study is loan portfolio of VTB Bank (PJSC). The purpose of this study is to analyze the loan portfolio of VTB Bank (PJSC) for credit risk and give recommendations on how to improve the credit risk management strategy. Research objectives are: ï­ To reveal the theoretical foundations of credit risk: the place of credit risk in the system of banking risks, its factors, structure and classification, the connection between credit risk and the loan portfolio, credit risk management strategy; ï­ Study methods of management, assessment, monitoring and control of credit risk; ï­ Study the dynamics and structure of the loan portfolio of VTB PJSC Bank, assess the credit risk of the loan portfolio, and make a proposal to use securitization as a tool to improve the quality of the loan portfolio. The methodological basis of this work was the following methods: economic analysis, economic and mathematical regulation, tabular reflection of data, systems approach, logical analysis. As a result of the assessment of the loan portfolio, it was proposed to use securitization as a tool to improve the quality of the loan portfolio.