Управление портфельным кредитным риском коммерческого банка (на примере ПАО КБ «УБРиР» и ПАО «СКБ-Банк»): магистерская диссертация

Translated title of the contribution: Management of portfolio credit risk of commercial bank (on the example of PJSC CB "UBRD" and JSC "SKB-Bank"): Master's thesis

Research output: ThesisMaster's Thesis

Abstract

Master thesis is devoted to the management of portfolio credit risk of commercial banks in conditions of uncertainty and information asymmetry. The aim of the study is the development and economic justification of methodological instruments to assess and manage portfolio credit risk of corporate loans. It is concluded that industrial diversification of loans is a instrument that allows to reduce concentration of credit risk of the corporate loan portfolios.
Translated title of the contributionManagement of portfolio credit risk of commercial bank (on the example of PJSC CB "UBRD" and JSC "SKB-Bank"): Master's thesis
Original languageRussian
QualificationMaster of Science
Supervisors/Advisors
  • Шершнева, Елена Геннадьевна, Supervisor
Publication statusPublished - 2017

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