Economic and mathematical modeling of loan risks for credit unions
Дата
2019
DOI
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Назва журналу
Номер ISSN
Назва тому
Видавець
Allied Business Academies
Анотація
The article forms the economic and mathematical models for assessing and determining the level of accumulated loan risk in the loan union. Modeling is conducted to optimize the structure of the loan portfolio of the loan union and to manage loan risk inputs. A methodological toolkit for measuring the level of loan risk concentration based on the use of homogeneous variables is developed. A loan risk management model was developed based on the analysis of the contribution of systematic factors to the total amount of loan portfolio risks. © 2019 Allied Business Academies.
Опис
Ключові слова
degree of risk, economic-mathematical modeling, loan union, task of optimization
Бібліографічний опис
Economic and mathematical modeling of loan risks for credit unions / M. Garbowski, O. Lubenchenko, N. Perederii, N. Moskalenko, I. Rumyk // Journal of Management Information and Decision Sciences. - 2019. - Volume 22, Issue 4. - P. 495-500