REGISTRATION CERTIFICATE

KV #19905-9705 PR dated 02.04.2013.

 FOUNDERS

RESEARCH CENTRE FOR INDUSTRIAL DEVELOPMENT PROBLEMS of NAS (KHARKIV, UKRAINE)

According to the decision No. 802 of the National Council of Television and Radio Broadcasting of Ukraine dated 14.03.2024, is registered as a subject in the field of print media.
ID R30-03156

 PUBLISHER

Liburkina L. M.

 SITE SECTIONS

Main page

Editorial staff

Editorial policy

Annotated catalogue (2011)

Annotated catalogue (2012)

Annotated catalogue (2013)

Annotated catalogue (2014)

Annotated catalogue (2015)

Annotated catalogue (2016)

Annotated catalogue (2017)

Annotated catalogue (2018)

Annotated catalogue (2019)

Annotated catalogue (2020)

Annotated catalogue (2021)

Annotated catalogue (2022)

Annotated catalogue (2023)

Annotated catalogue (2024)

Thematic sections of the journal

Proceedings of scientific conferences

Essence, Causes and Classification of the Bank’s Credit Risk
Moroz N. V., Seletska T. O.

Moroz, Nataliia V., and Seletska, Tetyana O. (2019) “Essence, Causes and Classification of the Bank’s Credit Risk.” Business Inform 7:272–278.
https://doi.org/10.32983/2222-4459-2019-7-272-278

Section: Finance, Money Circulation and Credit

UDC 336.77.067

Abstract:
The interpretation of the concept of «credit risk» in the regulations and in the scientific works of economists is researched, the authors’ own definition of this category is provided. Credit risk is defined as the objectively existing possibility of financial losses because of the client’s failure to fulfill his obligations to the bank (risk of credit losses). The factors of external and internal environment of bank, which influence credit risks, are analyzed. Approaches to the classification of credit risk by individual scholars are explored. The types of credit risk are provided, depending on the source of its origin, in particular: external risks arising at the macro-level (economic, political, regulatory, unpredictable) and meso-level (financial, risk of liability, security risks) as well as the internal risks that arise at the micro-level (management risks). It is proposed to allocate certain subtypes of credit risk, such as concentration risk and remaining (residual) risk.

Keywords: bank, banking system, credit risk, bank credit, problem credit.

Tabl.: 3. Bibl.: 24.

Moroz Nataliia V. – Candidate of Sciences (Economics), Associate Professor, Associate Professor, Department of Finance, Lviv Polytechnic National University (12 Stepana Bandery Str., Lvіv, 79013, Ukraine)
Email: [email protected]
Seletska Tetyana O. – Student, Lviv Polytechnic National University (12 Stepana Bandery Str., Lvіv, 79013, Ukraine)

List of references in article

“Natsionalnyi bank Ukrainy“ [National Bank of Ukraine]. Ofitsiine Internet-predstavnytstvo. https://bank.gov.ua/control/uk/publish/article?art_id=34661442
[Legal Act of Ukraine] (2016). https://zakon.rada.gov.ua/laws/show/v0351500-16
[Legal Act of Ukraine] (2001). http://zakon4.rada.gov.ua/laws/show/z1050-01
[Legal Act of Ukraine] (2004). http://zakon4.rada.gov.ua/laws/show/v0104500-04
Kryklii, O. A., and Maslak, N. H. Upravlinnia kredytnym ryzykom banku [Bank Credit Risk Management]. Sumy: DVNZ «UABS NBU», 2008.
Lobanov, A. A., and Chuhunov, A. V. Entsyklopediia finansovoho ryzyk-menedzhmentu [Encyclopedia of Financial Risk Management]. Kyiv: Znannia, 2003.
Saunders, A., and Allen, L. Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms. New York: John Wiley&Sons, Inc., 2002.
“Principles for the Management of Credit Risk: Consultative paper issued by the Basel Committee on Banking Supervision“. Issued for comment by 30 November 1999. Basel, July 1999. https://www.bis.org/publ/bcbs54.pdf
Dziubliuk, O. V., and Pryidun, L. M. Kredytnyi ryzyk i efektyvnist diialnosti banku [Credit risk and performance of the bank]. Ternopil: FOP Palianytsia V. A., 2015.
Priadko, O., and Tsehelyk, H. “Do pytannia optymizatsii kredytnykh ryzykiv bankiv Ukrainy“ [On the issue of credit risk optimization of Ukrainian banks]. Finansy Ukrainy, no. 13 (2005): 45-53.
Kosova, T., and Tsyhanov, O. Bankivski operatsii [Banking operations]. Kyiv: TsUL, 2008.
Suprunovych, Ye. B. “Upravlinnia kredytnym ryzykom“ [Credit risk management]. Bankivskyi menedzhment, no. 10 (2006): 33-43.
Prokopenko, I. F. Osnovy bankivskoi spravy [Fundamentals of Banking]. Kyiv: TsUL, 2005.
Bondarchuk, M. K., Alieksieiev, I. V., and Klyoba, L. H. Bankivska systema [Banking system]. Lviv: Liha-Pres, 2017.
Sinki, Dzh. F. Upravleniye finansami v kommercheskikh bankakh [Financial management in commercial banks]. Moscow: Catallaxy, 1994.
Bankivskyi menedzhment [Banking management]. Kyiv: Znannia, 2005.
Blahodyr, Ya. Ya. “Upravlinnia kredytnymy ryzykamy na osnovi udoskonalennia yikh otsinky“ [Credit risk management based on improvement in their assessment]: avtoref. dys. ... kand. ekon. nauk : 08.04.01, 2006.
Serebriakova, Ye. A. “Upravleniye kreditnymi riskami kommercheskogo banka“ [Credit risk management of a commercial bank]. Vestnik SevKav GTU, no. 3 (2003): 110-114.
Prytomanova, O. M. “Modeliuvannia kredytnoho ryzyku komertsiinoho banku na osnovi neironechitkykh tekhnolohii“ [Commercial Bank Credit Risk Modeling Based on Neurofine Technologies]: avtoref. dys. … kand. ekon. nauk : 08.03.02, 2004.
Bondarenko, L. A. “Ryzyk-menedzhment kredytnoi diialnosti komertsiinoho banku“ [Risk management of credit activity of a commercial bank]: avtoref. dys. … kand. ekon. nauk: 08.00.08, 2007.
Diakonov, K. M. “Dzherela vynyknennia kredytnoho ryzyku banku“ [Sources of occurrence of bank credit risk]. Vedecky industry evropskeho kontinentu. Praha: Publishing House “Educationand Science”, 2008. 27-30.
Zolotaryova, O. V., and Fedchenko, I. A. “Unifikatsiia pidkhodiv do vyznachennia zmistu portfelnoho kredytnoho ryzyku banku“ [Unification of approaches to determining the content of a bank's credit portfolio risk]. Investytsii: praktyka ta dosvid, no. 24 (2014): 79-84.
Hariaha, L. O. “Udoskonalennia klasyfikatsii bankivskoho kredytnoho ryzyku“ [Improving the classification of bank credit risk]. Visnyk Universytetu bankivskoi spravy, no. 1 (2015): 76-81.
Moroz, N. V., and Seletska, T. A. “Classification of credit risk“. Universum View 13. Economics and management. Vinnytsia: TOV «Nilan-LTD», 2019. 145-146.

 FOR AUTHORS

License Contract

Conditions of Publication

Article Requirements

Regulations on Peer-Reviewing

Publication Contract

Current Issue

Frequently asked questions

 INFORMATION

The Plan of Scientific Conferences

 OUR PARTNERS

Journal «The Problems of Economy»