Relevant bibliographies by topics / Loan portfolio management

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers

Academic literature on the topic 'Loan portfolio management'

Author: Grafiati
Published: 30 May 2022
Last updated: 31 May 2022

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Journal articles on the topic "Loan portfolio management"

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Ostrovska, N. "Modeling of credit portfolio management efficiency." Galic'kij ekonomičnij visnik 70, no. 3 (2021): 89–101. http://dx.doi.org/10.33108/galicianvisnyk_tntu2021.03.089.

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Credit operations, among the great variety of services provided by the bank, are one of the most important activities. In the assets of commercial banks, loans occupy a strong position of the most extensional and profitable items. The reliability and financial stability of commercial banks depends on the composition and structure of the bank's loan portfolio and the process of its management. Under current conditions, the development and improvement of the bank's loan portfolio management system intended to minimize the credit risks and ensure the sustainable operation of commercial banks have become particularly important. Crisis phenomena in economy have proved that the activities of any economic entity is associated with uncertainty in market development. Adverse developments in the world markets directly affected the solvency of borrowers of many banks. The increase in defaults of most borrowers resulted in the increase in defaults on loans, causing the increase in overdue debt, lower profitability and liquidity problems in banks. Thus, the recent crisis in the world economy, including Ukrainian economy, has demonstrated the failure of the methods used to assess and manage credit risk in banking, as well as the imperfection of the methods used to manage the loan portfolios of commercial banks. The results of the previous carried out investigation indicate that in order to form the correct management decisions and take practical actions concerning the formation of loan portfolio for commercial bank, it is necessary to assess its status. In this regard, the method of econometric modeling (determination of the relationship between gross domestic product and overdue debt of the banking system in Ukraine, the relationship between the volume of loans issued by banks and the discount rate; the relationship between the volume of loans issued to individuals and the volume of the loan portfolio in general) is differentiated in this paper from other estimation methods. This method made it possible to determine the effectiveness of loan portfolio management of commercial banks. The results of the calculations provide reasons to confirm that there is insignificant relationship between the level of loans to individuals and the loan portfolio.
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Malla, Buddhi Kumar. "Credit Portfolio Management in Nepalese Commercial Banks." Journal of Nepalese Business Studies 10, no. 1 (February 5, 2018): 101–9. http://dx.doi.org/10.3126/jnbs.v10i1.19138.

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Credit portfolio management is a key function for banks (and other financial institutions, including insurers and institutional investors) with large, multifaceted portfolios of credit, often including illiquid loans (Nario, Pfister, Poppensieker & Stegemann, 2016). After global financial crisis of 2007-2008, the credit portfolio management function has become most crucial functions of the bank and financial institutions. The Basel III, third installment of Basel accord was developed after crisis to strengthen bank capital requirements by increasing bank liquidity and decreasing bank leverage that encourages banks to measure credit risk of bank's portfolios. The Basel committee also raises an issue concerning the application of the risk weights used in the capital adequacy framework to determine exposure to risk assets for the purpose of determining large credit exposure (Morris, 2001).The portfolio management of the Nepalese banking sector has been improved remarkably during last 10 years due to the strict regulation of Nepal Rastra Bank. This journal will try to describe the present credit portfolio management practice of Nepalese commercial banks by using qualitative and quantitative methods. In this study, concentration of banks for credit portfolio management has been studied by analyzing security wise loan, product wise loan and sector wise concentration of loan where the researcher has found assorted outcomes. This research also aims to provide some suggestions to overcome with problems associated with credit portfolio.The Journal of Nepalese Business Studies Vol. X No. 1 December 2017, Page: 101-109
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Vosloo, Pieter G., and Paul Styger. "The process approach to the management of loan portfolios." Journal of Economic and Financial Sciences 3, no. 2 (October 31, 2009): 171–88. http://dx.doi.org/10.4102/jef.v3i2.341.

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Many factors impacted the credit risk environment in the past decade, the most significant of which were the Basel II Capital Accord requirements. Foremost in the financial industry’s focus was, and still is, the implementation of these requirements and their associated outcomes. In the aftermath of the Basel II implementation, credit risk managers’ focus will return to understanding the portfolio philosophy in managing their credit portfolios. They will be required to adapt an integrated risk management framework, taking into account the interdependence of various building blocks, data fields and model outcomes. This paper develops and proposes a portfolio approach to the management of loan portfolios within an integrated risk management framework. The significance of this approach for the credit portfolio risk management environment and its role in maximising shareholder value are highlighted.
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SOLOVEI, Nadiia, and Ihor SKRYPNYCHENKO. "Problems of qualitative evaluation of commercial bank loan." Economics. Finances. Law, no. 1/2 (January 31, 2020): 15–19. http://dx.doi.org/10.37634/efp.2020.1(2).3.

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The article defines the nature of the loan portfolio, as well as the problems in the assessment and analysis of the commercial bank loan portfolio. In order to improve the existing credit portfolio of the bank, the dynamics, categories of the borrower ratio and the quality of the loan portfolio are analyzed, based on the obtained data, significant factors influencing the formation and management of the analyzed bank's loan portfolio are determined. Generation of a loan portfolio is usually subject to issuance of loans with maximum yield on the same terms. The profitability of a loan transaction is determined by the amount of the interest rate on the specific loan, the duration of the loan and the accepted system of calculation of interest payments. Practice shows that the success of managing the efficiency of banking investments and the formation of an effective structure of the bank's credit portfolio depend to a large extent on the skills of managing the banking institutions that carry out optimal formation, management of the credit portfolio and good management to ensure the efficiency of activities with the least possible risk and maximize results. The quality of the loan portfolio is analyzed using the coefficient method based on the calculation and analysis of trends in the development of relevant quantitative indicators. In the economic literature, the indicators that we can use to assess the quality of a bank's loan portfolio are divided into two groups: the credit portfolio risk index and the profitability of the credit business. The results of the analysis allow us to draw conclusions about the level of risk and profitability of the bank's loan portfolio and to develop measures to improve the effectiveness of the bank's credit policy. Based on the analysis of the structure and quality of the loan portfolio, the Bank's management is given an opinion to consider in order to determine the priority instructions for the placement of credit resources, limit the concentration and diversification of the loan portfolio and set limits on the execution of individual loans. It is concluded that prudent credit policy with an increase in rates, constant monitoring of the components of the credit portfolio, urgent management measures of banking institutions in the field of risk management should lead to an increase in lending and improve the quality of the portfolio management system. It is noted that the implementation of mainly quality measures to improve the structure of the loan portfolio will inevitably affect the financial stability of the bank and business efficiency, as well as increase its competitiveness and operational security.
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BELIKOVA, Tetiana, and Marharyta PUSHKINA. "Methods for analyzing the quality of a banks loan portfolio." Economics. Finances. Law, no. 4/1 (April 30, 2020): 35–40. http://dx.doi.org/10.37634/efp.2020.4(1).8.

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Lending is one of the major banking institutions. But lending has some risks of varying degrees. The main purpose of banks is to repay loans and to maximize profits. To do this, banks need to implement an efficient, flexible and modern credit portfolio quality management system. An important element of this system is the analysis of the quality of the loan portfolio. That is why the consideration of the methods by which banks can carry out this analysis is a very actual topic. The purpose of this paper is to review methods of analyzing the quality of a bank's loan portfolio, as well as to outline the disadvantages and benefits of each method. The paper examines the most common and modern approaches to defining the concept of «bank loan portfolio». The types of loan portfolio are considered. The definition of the quality of the bank loan portfolio is given. The definition of bank credit portfolio management is given and the basic elements of credit portfolio management are given. The main methods to be used in assessing the quality of a bank's loan portfolio are identified. They are divided into three groups: methods of expert judgment, statistical and analytical methods. A more detailed description of the methods in the three groups listed above is given. The rating method, the «Decision Tree» method, coefficient analysis, Monte Carlo method, scoring, correlation-regression analysis, taxonomic analysis and stress testing are characterized. The advantages and disadvantages of each method are also given. Indicators to assess the quality of the bank's loan portfolio are considered: the credit portfolio risk indicators and the profitability of credit operations. After the study, it was concluded that the above methods of analysis of the quality of the loan portfolio should be applied comprehensively. It is determined that currently the banks of Ukraine do not use the whole analytical set of methods, but choose for themselves several and constantly use them in the analysis of the quality of the loan portfolio. In order to ensure effective management of the bank's credit portfolio, it is necessary to constantly monitor the quality of the bank's credit portfolio for early detection of credit risk and its prevention, as well as for detection of deterioration of profitability indicators.
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Adzobu, Lydia Dzidzor, Elipkimi Komla Agbloyor, and Anthony Aboagye. "The effect of loan portfolio diversification on banks’ risks and return." Managerial Finance 43, no. 11 (November 13, 2017): 1274–91. http://dx.doi.org/10.1108/mf-10-2016-0292.

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Purpose The purpose of this paper is to test whether diversification of credit portfolios across economic sectors leads to improved profitability and reduced credit risks for Ghanaian banks that have been characterized by high non-performing loans in recent times (IMF, 2011). Design/methodology/approach Static and dynamic estimations, namely Prais-Winsten, fixed and random effect estimators, feasible generalized least squares as well as the system generalized methods of moments are employed on the annual data of 30 Ghanaian banks that operated between 2007 and 2014 to determine the effect of loan portfolio diversification on bank performance. Findings The study shows that loan portfolio diversification does not improve banks’ profitability nor does it reduce banks’ credit risks. Research limitations/implications The study focuses on a single banking system in Africa largely as a result of data limitation. Practical implications The study emphasizes the need for banks to perform a careful assessment of the effects of their lending policies geared toward increased sectoral diversification on their monitoring efficiency and effectiveness. A further investment in loan screening and monitoring is necessary to minimize credit risks. Originality/value This study is the first to present empirical evidence on the effects of loan portfolio diversification on bank performance in an emerging banking market in Africa.
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Nwosi, Anele Andrew, and Akani Elfreda Nwakaego. "Credit Risk Management and Sub-Standard Loans of Commercial Banks in Nigeria: A Panel Data Analysis." International Journal of Finance Research 2, no. 3 (October 23, 2021): 169–90. http://dx.doi.org/10.47747/ijfr.v2i3.325.

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This study examined the effect of credit risk management on sub-standard loan portfolio of quoted commercial banks in Nigeria. Cross sectional data was sourced from financial statement of commercial banks and Central Bank of Nigeria Statistical bulletin from 2009-2018. Sub-standard portfolio was used as dependent variable while bank risk diversification, Basel risk compliance, risk transfer were used as independent variables. Panel data methodology was employed while the fixed effects model was used as estimation technique at 5% level of significance. Fixed effects, random effects and pooled estimates were tested while the Hausman test was used to determine the best fit. Panel unit roots and panel cointegration analysis were conducted on the study. The empirical results proved that 41.7 per cent variations in the sub-sub-standard loans’ portfolio was explained by credit risk management. From the random effect results, bank risk transfer and Basel compliance have positive relationship with sub-standard loan portfolio while risk bank risk diversification have negative relationship with sub-stand ad loan portfolio of the commercial banks. We recommend that management of the commercial banks should be pro-active and devise effective measures of managing credit risk to reduce the incidence of sub-standard loans. The monetary authority should monitor the Basel compliance rate and policies of the commercial banks to credit risk management
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Knapp, Morris, and Alan Gart. "Post-merger changes in bank credit risk: 1991-2006." Managerial Finance 40, no. 1 (January 7, 2014): 51–71. http://dx.doi.org/10.1108/mf-03-2013-0052.

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Purpose – This paper aims to examine the post-merger changes in the credit risk profile of merging bank holding companies and tests whether there is an increase in credit risk after a merger due to changes in the mix of loans in the portfolio. Design/methodology/approach – The authors use the expected variability of the credit risk of a loan portfolio based on the mix of loan types in the portfolio and the variability of the industry credit losses of each type following the standard Markowitz procedure for finding the standard deviation of an investment portfolio. The authors then test to see whether there has been a significant change in the expected variability (the credit risk profile) after a merger. Findings – The authors find that there are significant differences in both the level and variability of loan charge-offs and non-performing loans (NPL) among the various loan categories. The authors also find significant changes in the mix of loan categories in the loan portfolio after a merger. In addition, the authors find that the expected variability in both the charge-off rate and the NPL rate rises significantly after a merger. Research limitations/implications – This is the first of two papers looking at post-merger changes in credit risk based simply on the changes in the mix of loan types; it does not consider the actual post-merger credit performance of the specific mergers. That will be addressed in a subsequent paper. Practical implications – Financial analysts evaluating banking merger announcements may wish to include the impact of the likely shifts in loan mix and credit risk shown in this paper as they project the likely impact of the merger. Originality/value – This paper addresses an aspect of bank mergers that has not been addressed in the literature, the impact of mergers on credit risk. The results are likely to be useful to investors, financial analysts and regulators.
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Siarka, Pawel. "Global Portfolio Credit Risk Management: The US Banks Post-Crisis Challenge." Mathematics 9, no. 5 (March 6, 2021): 562. http://dx.doi.org/10.3390/math9050562.

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This paper addresses the problem of modeling credit risk for multi-product and global loan portfolios. The authors presented an improved version of the Basel Committee’s one-factor model for capital requirements calculation. They examined whether latent market factors corresponding to distinct portfolios are always highly correlated within the global portfolio and how this correlation impacts total losses distribution function. Historical losses of top-tier banks (JPMorgan Chace, Bank of America, Citigroup, Wells Fargo, US Bancorp) were analyzed. Furthermore, the estimation of the correlations between latent market factors was conducted, and its impact on the total loss distribution function was assessed. The research was performed based on consolidated financial statements for holding companies - FR Y-9C reports provided by the Federal Reserve Bank of Chicago. To verify the improved model, the authors analyzed two distinct loan portfolios for each bank, i.e., credit cards and commercial and industrial loans. They showed that the correlation between latent market factors could be significantly lower than one and disregarding this conclusion may lead to overestimating total unexpected losses. Hence, capital requirements calculated according to the IRB (Internal Ratings Based Approach) formula as a sum of individual VaR999 estimates may be biased. According to this finding, the enhanced one-factor model seems to be more accurate while calculating unexpected total loss for global portfolios. The authors proved that the active credit risk management process aiming to lower market factors’ correlation results in less volatile total losses. Therefore, financial institutions could be more resistant to macroeconomic downturns.
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Atahau, Apriani Dorkas Rambu, and Tom Cronje. "Does size affect loan portfolio structure and performance of domestic-owned banks in Indonesia?" Corporate Ownership and Control 13, no. 1 (2015): 389–400. http://dx.doi.org/10.22495/cocv13i1c3p7.

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Domestic-owned banks (DBs) represent almost 40% of the overall number of banks in Indonesia. The objective of this study is to determine whether small and large Indonesian DBs differ in terms of their loan portfolio structures and performance. No previous studies addressed this issue. The study is based on 9 year loan portfolio structure and performance data of 69 large and 346 small Indonesian DBs. Descriptive statistics, univariate statistics and panel data regression are applied. The findings from univariate statistics show that the loan portfolio structures and returns of small and large DBs differ significantly. However, panel data regression shows that only the loan portfolio return-risk relationship of small and large DBs differs significantly.
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Dissertations / Theses on the topic "Loan portfolio management"

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Mwembe, Yolam [Verfasser]. "Credit management and loan portfolio performance in Pride Microfinance Ltd / Yolam Mwembe." München : GRIN Verlag, 2019. http://d-nb.info/118803037X/34.

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Brushammar, Tobias, and Erik Windelhed. "An Optimization-Based Approach to the Funding of a Loan Portfolio." Thesis, Linköping University, Department of Mathematics, 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2664.

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This thesis grew out of a problem encountered by a subsidiary of a Swedish multinational industrial corporation. This subsidiary is responsible for the corporation’s customer financing activities. In the thesis, we refer to these entities as the Division and the Corporation. The Division needed to find a new approach to finance its customer loan portfolio. Risk control and return maximization were important aspects of this need. The objective of this thesis is to devise and implement a method that allows the Division to make optimal funding decisions, given a certain risk limit.

We propose a funding approach based on stochastic programming. Our approach allows the Division’s portfolio manager to minimize the funding costs while hedging against market risk. We employ principal component analysis and Monte Carlo simulation to develop a multicurrency scenario generation model for interest and exchange rates. Market rate scenarios are used as input to three different optimization models. Each of the optimization models presents the optimal funding decision as positions in a unique set of financial instruments. By choosing between the optimization models, the portfolio manager can decide which financial instruments he wants to use to fund the loan portfolio.

To validate our models, we perform empirical tests on historical market data. Our results show that our optimization models have the potential to deliver sound and profitable funding decisions. In particular, we conclude that the utilization of one of our optimization models would have resulted in an increase in the Division’s net income over the past 3.5 years.

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Sule, Friday Eneojo. "Effects of credit risk and portfolio loan management on profitability of microfinance banks in Lagos, Nigeria." Thesis, Stellenbosch : Stellenbosch University, 2012. http://hdl.handle.net/10019.1/97163.

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Thesis (MDF)--Stellenbosch University, 2012.
The study was carried out to find out the effect of credit risk and portfolio loan management on profitability of microfinance Banks (MFBs) in Lagos, Nigeria. To achieve the objective of the study, an econometric model was developed. A sample size of 14 microfinance banks was randomly selected, comprising four national, five state and five unit microfinance banks respectively. Five year annual financial statements of these 14 selected microfinance banks were obtained for this analysis using panel data that produce 70 observations for the period 2006 to 2010 The result reveals that the current value of all independent variables follow an expected relationship with the profitability of microfinance banks. That is, the net interest margin, asset mix proxied by ratio of loan to total asset, and ratio of equity to total assets have a positive relationship with the profitability of microfinance banks (MFBs) in Lagos state, Nigeria. Asset quality (ratio of non-performing loan to total loan) and the interest earnings to total assets ratio have a negative relationship with profitability of microfinance banks. However, the result reveals that of the five immediate past value of these independent variables, only net interest margin and interest earnings to total assets ratio maintained expected relationship with the performance (profitability) of microfinance banks. From the hypothesis test, it was found that credit risk management has a significant effect on the profitability of microfinance banks in Lagos state, Nigeria The study is set against the background and realisation that many MFBs in Lagos seem to continue to seek growth and profit without much attention to addressing credit risk issues – a necessity for their survival on a sustainable basis. The results indicated that the credit evaluation process was positively and significantly related to the quality of the loan portfolio in MFBs. The study also found out that internal rather than external to the MFB’s are more likely to provide the main explanation for MFBs’ profitability. To enhance their profitability, loan products which seem to have various defects which make loans even more risky need to be reviewed. The defects include: long loan processing procedures, absence of training to clients on proper utilisation of loans, lack of mechanisms to assess the suitability and viability of the business proposal for which loans were applied, inappropriate mechanism for assessing character for loan applicants, absence of moratorium periods between taking of a loan and repayment of a first instalment as clients were requested to repay their first instalment within the first month. The study recommended that MFBs should have a broad outlook in its credit risk and portfolio management strategy and this calls for radical reforms within the MFB’s operations and policies as well as more aggressive approaches most especially before availing credit and in its loan recovery as it had a direct impact on profitability.
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Гербич, Л. А. "Інфраструктура управління портфелем іпотечних кредитів банку." Thesis, Українська академія банківської справи Національного банку України, 2012. http://essuir.sumdu.edu.ua/handle/123456789/63913.

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Lindgren, Jonathan. "Modeling credit risk for an SME loan portfolio: An Error Correction Model approach." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-136176.

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Sedan den globala finanskrisen 2008 har flera stora regelverk införts för att säkerställa att banker hanterar risker på sunt sätt. Bland dessa regelverk är Basel II som infört kapitalkrav för kreditrisk som baseras på Sannolikhet för Fallissemang och Förlust Givet Fallissemang. Basel II Advanced Internal-Based Approach ger banker möjligheten att skatta dessa riskmått för enskilda portföljer och göra interna kreditriskvärderingar. I överensstämmelse med Advanced Internal-Based-rating undersöker denna uppsats användningen av en Error Correction Model för modellering av Sannolikhet för Fallissemang. En modell som visat sin styrka inom stresstestning. Vidare implementeras en funktion för Förlust Givet Fallissemang som binder samman Sannolikhet för Fallissemang och Förlust Givet Fallissemang med systematisk risk. Error Correction Modellen modellerar Sannolikhet för Fallissemang av en SME-portfölj från en av de "fyra stora" bankerna i Sverige. Modellen utvärderas och stresstestas med Europeiska Bankmyndighetens  stresstestscenario 2016  och analyseras, med lovande resultat.
Since the global financial crisis of 2008, several big regulations have been implemented to assure that banks follow sound risk management. Among these are the Basel II Accords that implement capital requirements for credit risk. The core measures of credit risk evaluation are the Probability of Default and Loss Given Default. The Basel II Advanced Internal-Based-Rating Approach allows banks to model these measures for individual portfolios and make their own evaluations. This thesis, in compliance with the Advanced Internal-Based-rating approach, evaluates the use of an Error Correction Model when modeling the Probability of Default. A model proven to be strong in stress testing. Furthermore, a Loss Given Default function is implemented that ties Probability of Default and Loss Given Default to systematic risk. The Error Correction Model is implemented on an SME portfolio from one of the "big four" banks in Sweden. The model is evaluated and stress tested with the European Banking Authority's 2016 stress test scenario and analyzed, with promising results.
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Селезень, А. М. "Управління кредитним портфелем банківських установ в Україні." Thesis, Чернігів, 2021. http://ir.stu.cn.ua/123456789/25034.

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Селезень, А. М. Управління кредитним портфелем банківських установ в Україні : випускна кваліфікаційна робота : 072 "Фінанси, банківська справа та страхування" / А. М. Селезень ; керівник роботи О. В. Шишкіна ; НУ "Чернігівська політехніка", кафедра фінансів, банківської справи та страхування. – Чернігів, 2021. – 106 с.
Зміст роботи: У першому розділі кваліфікаційної роботи розглянуто основи управління кредитним портфелем комерційного банку, класифікація кредитного портфелю, механізм і критерії формулювання кредитного портфелю, методи та прийоми якісної і кількісної оцінки кредитного портеля. У другому розділі здійснено дослідження якості кредитного портфеля та оцінка його впливу на фінансову стійкість двух банків - АТ «Альфа-Банк» та АТ «ПриватБанк», також розглянуто вплив якості кредитного портфеля на стабільність банків та виявленно основні недолікі і проблеми в механізмі управління кредитним портфелем. У третьому розділі було розглянуто шляхи вдосконалення якості кредитного портфелю, ризики впливу на кредитний портфель, та були запропоновані заходи, що дозволять мінімізувати ризики. Дослідження має прикладне значення, оскільки його результати можуть бути використані в діяльності АТ «Альфа – Банк» та АТ «ПриватБанк».
Content of work: The first section of the qualification work discusses the basics of loan portfolio management of a commercial bank, loan portfolio classification, mechanism and criteria for loan portfolio formation, methods and techniques of qualitative and quantitative assessment of the loan portfolio. The second section examines the quality of the loan portfolio and assesses its impact on the financial stability of two banks - JSC "Alfa-Bank" and JSC JSC "PrivatBank", also considers the impact of loan portfolio quality on the stability of banks and identified major weaknesses and problems in governance loan portfolio. The third section discusses ways to improve the quality of the loan portfolio, the risks of impact on the loan portfolio, and proposed measures to minimize risks. The study is of practical importance, as its results can be used in the activities of JSC "Alfa - Bank" and JSC "PrivatBank".
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Соколова, В. О. "Розвиток науково-методичних підходів до оцінки ефективності управління кредитним портфелем банку." Master's thesis, Українська академія банківської справи Національного банку України, 2013. http://essuir.sumdu.edu.ua/handle/123456789/49658.

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Мета дипломної роботи полягає у дослідженні науково-методичних підходів до оцінки ефективності управління кредитним портфелем банку Умовного банку.
The aim of the work is to clarify the essence and types of credit portfolios of the banking institutions, identifying and систематизуванні methodological approaches to evaluation of the effectiveness of the Bank's credit portfolio management, research, organizational, and informational management instrumentation Bank's loan portfolio, a study of Bank's credit portfolio management, effectiveness, and management mechanism.
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Серова, Т. В. "Управління кредитною діяльністю в банках України." Thesis, Одеський національний економічний університет, 2020. http://dspace.oneu.edu.ua/jspui/handle/123456789/12612.

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У роботі розглядаються теоретичні аспекти управління кредитною діяльністю в банківських установах України. Надана оцінка, щодо управління кредитуванням в банківських установах України. Запропоновано шляхи оптимізації управління кредитуванням у банківської діяльності.
The subject of the study is the theoretical and methodological foundations of credit management of Ukrainian banks. The paper considers theoretical aspects of credit management in banking institutions of Ukraine. An assessment is provided on credit management in banking institutions of Ukraine. Ways to optimize credit management in banking are proposed.
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Карпова, О. П., and O. P. Karpova. "Совершенствование методического инструментария для оценки эффективности кредитного менеджмента банка (на примере ПАО «СКБ-Банк») : магистерская диссертация." Master's thesis, б. и, 2020. http://hdl.handle.net/10995/86577.

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Master's thesis is devoted to evaluation and analysis of the effectiveness of credit management of a commercial bank. The purpose of research is to develop an instrumental and methodological approach that allows analyzing the quality of bank's credit management based on the indicators of asset valuation, profitability and competitiveness. The scientific novelty of research is a point-and-weight method that allows to formulate an expert opinion on the performance of bank's credit division and stability of its market position, which is an improved alternative to traditional approaches to evaluating the effectiveness of credit management in a commercial bank. The paper also presents recommendations for improving the credit policy aimed at improving the efficiency of banks and ensuring their financial stability in modern conditions.
Магистерская диссертация посвящена вопросам оценки и анализа эффективности кредитного менеджмента коммерческого банка. Целью исследования является разработка инструментально-методического подхода, позволяющего производить анализ качества кредитного менеджмента банка на основе показателей оценки активов, доходности и конкурентоспособности. Научной новизной исследования является балльно-весовая методика, позволяющая сформулировать экспертное заключение по результативности работы кредитного подразделения банка и устойчивости его рыночной позиции, что является усовершенствованной альтернативой традиционным подходам оценки эффективности управления кредитованием в коммерческом банке. Также в работе представлены рекомендации по совершенствованию кредитной политики, направленные на повышение эффективности деятельности банков и обеспечение их финансовой устойчивости в современных условиях.
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Соловей, І. В. "Управління індивідуальним кредитним ризиком в сучасних умовах." Master's thesis, Сумський державний університет, 2021. https://essuir.sumdu.edu.ua/handle/123456789/87026.

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В роботі досліджено сутність, види та класифікацію індивідуального кредитного ризику банку; визначено фактори, які впливають на рівень кредитного ризику банку; сформовано систему управління кредитним ризиком банку; проаналізовано управління індивідуальним кредитним ризиком банку на прикладі АТ «Мегабанк» та розроблено пропозиції щодо вдосконалення процесу управління кредитним ризиком банку.
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Books on the topic "Loan portfolio management"

1

Commercial loan portfolio management. Philadelphia, Pa: R. Morris Associates, 1993.

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Weiland, Janice M. Focusing on loan portfolio concentrations. Philadelphia, Pa: Robert Morris Associates, 1993.

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DeYoung, Robert. Risk overhang and loan portfolio decisions. [Chicago, Ill.]: Federal Reserve Bank of Chicago, 2005.

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Acharya, Viral V. Should banks be diversified?: Evidence from individual bank loan portfolios. Basel, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 2002.

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Y. M. W. B. Weerasekera. Commercial bank management of loan and deposit portfolio: Implications on the interest rate structure. Kuala Lumpur, Malaysia: South East Asian Central Banks, Research and Training Centre, 1996.

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Smithson, Charles. Credit Portfolio Management. New York: John Wiley & Sons, Ltd., 2003.

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Calbom, Linda M. Rural Utilities Service: Risk assessment for the electric loan portfolio : statement of Linda M. Calbom, Director, Resources, Community, and Economic Development Accounting and Financial Management, Accounting and Information Management Division, before the Subcommittee on Government Management, Information and Technology, Committee on Government Reform and Oversight, House of Representatives. Washington, D.C: The Office, 1998.

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Sovereign rescheduling: Risk and portfolio management. London: Unwin Hyman, 1988.

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Araten, Michel, and Joseph L. Breeden. Perspectives on credit risk, portfolio management, and capital: Readings from the RMA Journal. Edited by Risk Management Association. [Philadelphia, Pennsylvania]: RMA, 2014.

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(Association), RMA. The customer value imperative: Creating shareholder value through consumer credit portfolio management : an industry best practices report. Philadelphia, PA: RMA, 1999.

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Book chapters on the topic "Loan portfolio management"

1

Hünseler, Michael. "Loan Credit Derivatives, Subparticipations and Credit Indices." In Credit Portfolio Management, 207–23. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9780230391505_8.

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Abor, Joshua Yindenaba, Agyapomaa Gyeke-Dako, Vera Ogeh Fiador, Elikplimi Komla Agbloyor, Mohammed Amidu, and Lord Mensah. "Loan Portfolio and Credit Management." In Money and Banking in Africa, 161–86. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-319-77458-9_8.

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Zhu, Steven H. "Region and Sector Effects in Stress Testing of Commercial Loan Portfolio." In Commercial Banking Risk Management, 201–29. New York: Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-59442-6_10.

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Guo, Zhanqin, and Zongfang Zhou. "A Multi-objective Decision-Making Method for Commercial Banks Loan Portfolio." In Data Mining and Knowledge Management, 221–28. Berlin, Heidelberg: Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/978-3-540-30537-8_24.

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Nagpal, Gaurav, Ankita Dhamija, and Divyansh Gupta. "Recent Financial Reforms: A Case Study on Developing and Deploying an Income Prediction Model for a Personal Loan Portfolio." In Financial Intelligence in Human Resources Management, 309–22. Boca Raton: Apple Academic Press, 2021. http://dx.doi.org/10.1201/9781003083870-16.

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Biryukov, Alexander, Gulnaz Murzagalina, Alina Kagarmanova, and Svetlana Kochetkova. "Concepts of Improving Fuzzy and Neural Network Methods for Simulating Bankruptcy in Risk Management by the Bank’s Loan Portfolio." In Lecture Notes in Networks and Systems, 513–24. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-93677-8_45.

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Scardovi, Claudio. "The WHAM of a Troubled Leasing Equipment Portfolio." In Holistic Active Management of Non-Performing Loans, 137–44. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-25363-3_10.

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Scardovi, Claudio. "The WHAM of a Troubled Corporate Loans Portfolio." In Holistic Active Management of Non-Performing Loans, 109–22. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-25363-3_8.

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Scardovi, Claudio. "The WHAM of a Real Estate Loans Portfolio." In Holistic Active Management of Non-Performing Loans, 123–36. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-25363-3_9.

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Scardovi, Claudio. "Managing Competitively NPL Portfolios and Third Party Servicers." In Holistic Active Management of Non-Performing Loans, 89–108. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-25363-3_7.

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Conference papers on the topic "Loan portfolio management"

1

Timofeeva, G., Ya Bozhalkina, and N. Timofeev. "Loan portfolio payment flows management considering macroeconomic parameters forecast." In APPLICATION OF MATHEMATICS IN TECHNICAL AND NATURAL SCIENCES: 10th International Conference for Promoting the Application of Mathematics in Technical and Natural Sciences - AMiTaNS’18. Author(s), 2018. http://dx.doi.org/10.1063/1.5064899.

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Kapustina, L. V. "Loan Portfolio Management Technology As A Factor For Company's Financial Safety." In Global Challenges and Prospects of The Modern Economic Development. European Publisher, 2021. http://dx.doi.org/10.15405/epsbs.2021.04.02.1.

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Ionela Străchinaru, Adina. "Impact of macroeconomic shocks on banking sector loan portfolio. An European approach." In 2nd International Conference on Advanced Research in Business, Management and Economics. GLOBALKS, 2019. http://dx.doi.org/10.33422/2nd.icabme.2019.12.890.

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Zhang, Y., S. Zhou, and B. S. Shi. "The relationship between loan portfolio size and risk diversification for commercial bank." In 2015 International Conference on Social Science, Education Management and Sports Education. Paris, France: Atlantis Press, 2015. http://dx.doi.org/10.2991/ssemse-15.2015.389.

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Bozhalkina, Yana, and Galina Timofeeva. "Markov model of the loan portfolio dynamics considering influence of management and external economic factors." In APPLICATIONS OF MATHEMATICS IN ENGINEERING AND ECONOMICS (AMEE’16): Proceedings of the 42nd International Conference on Applications of Mathematics in Engineering and Economics. Author(s), 2016. http://dx.doi.org/10.1063/1.4968444.

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Faber, Michael Havbro, Marc A. Maes, and Kazuyoshi Nishijima. "Optimal Design and Portfolio Risk Management for Groups of Structures." In ASME 2004 23rd International Conference on Offshore Mechanics and Arctic Engineering. ASMEDC, 2004. http://dx.doi.org/10.1115/omae2004-51430.

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The present paper addresses the problem of optimal design of portfolios of fixed offshore structures. A new framework for design is developed where the effect of dependency in the performance of structures subject to common extreme load events is taken into account in the design by inclusion of the follow-up consequences resulting from the simultaneous failure of several structures in the portfolio. First the special aspects of optimal design subject to follow-up consequences are addressed from the perspective of structures portfolio risk management. Thereafter the problem of optimal design of groups of structures is defined with special considerations to the assessment of the relation between the design, the probability density function of the life cycle benefits and the number of structures considered (in a group). Using this model basis the optimum design of fixed steel offshore platforms where the capacity of the structures against extreme wave loads can be expressed as function of the Reserve Strength Ratio (RSR) is considered. Thereafter parametric studies are conducted to illustrate the significance of the number of structures considered in a group, the correlation between the extreme loads acting on the different structures and the significance of including the follow-up consequences into the design optimization problem.
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Saksonova, Svetlana. "Notice of Retraction Managing banks' asset and loan portfolios." In 2011 2nd IEEE International Conference on Emergency Management and Management Sciences (ICEMMS). IEEE, 2011. http://dx.doi.org/10.1109/icemms.2011.6015797.

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Peinado-Guerrero, Miguel A., Nicolas A. Campbell, Jesus R. Villalobos, and Patrick E. Phelan. "A Framework for Demand-Side Management With Demand Response Input." In ASME 2020 Power Conference collocated with the 2020 International Conference on Nuclear Engineering. American Society of Mechanical Engineers, 2020. http://dx.doi.org/10.1115/power2020-16635.

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Abstract A framework is proposed for demand-side load management (DSLM) of manufacturers participating in demand response (DR) programs. Utilities are increasingly focused on enticing their portfolios of energy end-users to adjust their energy use patterns in a mutually beneficial manner such as with DR programs. DR programs allow the utility to receive bulk peak load reduction and the participating end-user to receive credit towards their electricity bills. Once an end-user is enrolled in a DR program, they receive periodic requests for some amount of load reduction, typically the day before. Failing to respond to a DR signal will usually cost the end-user handsomely. The end-user is often left to their own discretion on how to attain the level of load reduction requested by the utility. For a manufacturer, this means if the request in load reduction is high enough, they will need to figure out how to curtail production. On the other hand, if the load reduction requested is small enough to need no disruption to production, the utility may be missing out on untapped DR capabilities that could be offered from the ability of the manufacturer to reschedule their production. In either case, the availability of an optimal plan for the manufacturer to best schedule its production in response to a DR event can maximize the benefits for both parties. Most of the research found in literature addresses production scheduling with minimal energy use or cost with respect to a time-of-use price tariff. A system that communicates the desires of the utility to the end-user for a DR event and provides the end-user with support in the decision-making process remains to be developed. The framework proposed addresses these shortcomings, considering the introduction of IoT capabilities and the physical constraints of the manufacturer.
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