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

: магистерская диссертация

摘要

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.

奖励日期	2017
源语言	Russian
奖励机构	Ural Federal University
导师	Елена Геннадьевна Шершнева (Supervisor)