№ 2/2016

Fìnansi Ukr. 2016 (2): 83–98

MARKET OF FINANCIAL SERVICES

KOVALENKO Viktoriia ¹, ZVERIAKOV Oleksandr , HAIDUKOVYCH Dmytro

¹Odesa National Economic University
OrcID ID : https://orcid.org/0000-0003-2783-186X

Diagnostics of a credit risk and its influence on the credit activeness of Ukrainian banks

The article is dedicated to development of scientific and methodical approaches and formulation of applied recommendations regarding the diagnostics of a credit risks and estimation of its influence on the credit activeness of Ukrainian banks. Having generalized results of scientific researches regarding the sense of a concept “diagnostics”, the authors have suggested a model of diagnostic supervision of a credit risk, which, ultimately, can be implemented through a system of risk management. The credit risk diagnostics is defined as the analysis and estimation of banking credit portfolio quality and, indication of positive and negative factors, which stipulate changes of a real level of the credit risk with consideration of its normative values. For the purpose of minimization of the credit risk influence on profitability of credit operations, the authors suggest to create a model of risk management on the basis of operative, tactical, and strategical levels of management. Potential risks of losses of credit activeness, which assume a system nature under conditions of expansion of the financial crisis, are inherent to the Ukrainian banks. Thus, the article substantiates that effectiveness of the system of diagnostics of the credit risk is first of all stipulated by approaches, which are used for estimation of a real level of the credit risk and a level of resource provision of banks.

Keywords:diagnostics, credit risk, credit activeness, management levels, banks.

JEL: E50, E51, E52

KOVALENKO V. . Diagnostics of a credit risk and its influence on the credit activeness of Ukrainian banks / V. . KOVALENKO , O. ZVERIAKOV, D. HAIDUKOVYCH // Фінанси України. - 2016. - № 2. - C. 83-98.

Article original in Ukrainian (pp. 83 - 98)

Download

Downloads :227

1. Kovalenko, V. V. (2010). Strategic management of financial stability of the banking system: methodology and practice. Sumy: Ukrayins’ka akademiya bankivs’koyi spravy Nacional’noho banku Ukrayiny [in Ukrainian].
2. Naumenkova, S. V., & Mishhenko, S. V. (2013). The development of credit in post-crisis conditions. Banking, 1, 3-19 [in Ukrainian].
3. Naumenkova, S., & Mishhenko, S. (2008). Stress-testing as a diagnostic tool of financial stability of banks. Herald of the National Bank of Ukraine, 5, 18-23 [in Ukrainian].
4. Ryakhovskaya, A. N., & Krukova, O. G. (Eds.). (2012). Modern approaches to the management of business sustainability. Moscow: Finansovyj universitet [in Russian].
5. Buhel’, Yu. (2010). Areas of improvement of modern bank credit portfolio management. Galician Economic Bulletin, 2 (27), 157-163 [in Ukrainian].
6. Hajdarzhyjs’ka, O. M., & Chernikova, O. H. (2014). Areas of improvement of credit risk management. Problems of infrastructure efficiency, 38, 47-50 [in Ukrainian].
7. Greuning, H., & Sonja, B. B. (2007). Analyzing and Managing Banking Risk: A Framework for Assessing Corporate Governance and Financial Risk. Moscow: Ves’ mir [in Russian].
8. Kovalev, P. P. (2005). Conceptual issues of credit risk management. Financial risk management, 4, 12-21 [in Russian].
9. Kostyuchenko, N. S. (2010). An analysis of credit risks. Saint Petersburg: Skifiya [in Russian].
10. Mishhenko, V. I., & Naumenkova, S. V. (2011). Banking supervision. Kyiv: Centr naukovych doslidzhen’ Nacional’noho banku Ukrayiny, Universytet bankivs’koyi spravy [in Ukrainian].
11. Shlapak, O. V., & Iefymenko, T. I. (Eds.). (2014). Modernization of the financial system of Ukraine in European integration (Vols. 1-2). Kyiv: Akademiya finansovoho upravlinnya [in Ukrainian].
12. Iefymenko, T. I. (Ed.). (2013). Finance. Budget. Taxes: national and international terminology (Vol. 2, 2nd ed.). Kyiv: Akademiya finansovoho upravlinnya [in Ukrainian].
13. The National Bank of Ukraine. (2004). Guidelines on the organization and functioning of the risk management in banks of Ukraine (Decree No. 361, August 2). Retrieved from www.bank.gov.ua/doccatalog/document?id=36985 [in Ukrainian].
14. Lobanov, A. A., & Chugunov, A. V. (Eds.). (2003). Encyclopedia of financial risk management. Moscow: Al’pina Pablisher [in Russian].
15. Kovalenko, V. V. (2014). Credit management is in system organization of effective credit activity of banks. Economic Forum, 4, 214-222 [in Ukrainian].
16. The National Bank of Ukraine. (2001). Instructions on regulation of banks in Ukraine (Decree No. 368, August 28). Retrieved from zakon.nau.ua/doc/?code=z0841-01 [in Ukrainian].