Динамическая вариантная модель кредитного портфеля коммерческого банка

Abstract

The main process that determines the reliability of the bank, associated with its activities in the formation of the loan portfolio. The individual approach to the client, as the main principle of interaction between the bank and the client at the present stage, suggests that the client should be at the center of the credit policy of any bank. The article presents an approach to the formation of the loan portfolio, which takes into account the interests of the borrower.