АНАЛІЗ ТА ПРОБЛЕМИ ОЦІНКИ КРЕДИТНОГО РИЗИКУ БАНКІВ УКРАЇНИ
ANALYSIS AND ASSESSMENT OF CREDIT RISK OF BANKS OF UKRAINE
Сторінки 233-240. Номер №1, 2020 (261)
Автори:
ЛАРІОНОВА К. Л., ДОНЧЕНКО Т. В.
Хмельницький національний університет
LARIONOVA K., DONCHENKO T.
Khmelnytskyi National University
DOI: https://www.doi.org/10.31891/2307-5740-2020-282-1-42
Надійшла / Paper received: 22.01.2020
Надрукована / Paper Printed: 12.03.2020
Анотація мовою оригіналу.
Авторами проаналізовано різні підходи до визначення сутності кредитних ризиків, визначено причини їхвин икнення та шляхи усунення. За результатами аналізу великого масиву статистичного матеріалу визначено тенденцію до зростання останніми роками в Україні кількості проблемних позик у кредитних портфелях більшості банків, що підвищує ризик скорочення їх ресурсного потенціалу та погіршення якості кредитного портфеля. На підставі проведеного дослідження можна стверджувати, що рівень кредитного ризику вітчизняного банківського сектору є надзвичайно високим та негативно впливає на стабільність функціонування усієї банківської системи та економіки країни в цілому.
Розширена анотація англійською мовою.
The negative consequences of the financial crisis, political instability, which significantly weakened the banking system of Ukraine, revealed the unwillingness of most banking institutions to promptly and adequately adjust credit policy to find the optimal balance between customer needs for credit resources, lending risks, liquidity requirements, collateral requirements credit funds of business entities with real assets, etc. The processes of internationalization and globalization in the financial market exacerbate the need to reassess the role and place of credit risk management of banking institutions in the overall system of ensuring their financial stability. At the same time, banks currently incur significant losses in the absence of effective risk management systems that would identify, quantify risk, continuously monitor and control risk using modern tools based on early warning systems. Despite the measures taken by banks to reduce credit risk in their activities, the problem of improving the quality of loan portfolios of domestic banks remains unresolved, which hinders lending to the economy and negatively affects the efficiency and stability of banking in the context of profitability, liquidity, reliability (risk minimization) and development on an innovative basis. This necessitates a reassessment of theoretical and methodological approaches to credit risk management to implement the strategic and tactical goals of ensuring the financial stability of both the individual banking institution and the banking system as a whole.
The authors analyze different approaches to determining the nature of credit risks. the reasons of their occurrence and ways of elimination are defined. According to the results of the analysis of a large array of statistical material, the number of problem loans in the loan portfolios of most banks in Ukraine has been increasing in recent years, which increases the risk of reducing their resource potential and deteriorating loan portfolios. Based on the study, it can be argued that the level of credit risk of the domestic banking sector is extremely high and negatively affects the stability of the entire banking system and the economy as a whole. The reasons for this situation in the domestic banking system are various, including economic crises, low solvency, high real interest rates on loans that not every borrower can handle, high credit risk, which requires banks to form additional reserves for such loans. and this in turn reduces the equity of banks. Thus, banks should be more active in resolving problem loans, using debt restructuring and write-off mechanisms and other methods of credit risk optimization. The article emphasizes that for the effective functioning of the bank, credit risk should be perceived not only as the probability of a negative event and as a danger, but as an activity aimed at generating income. This vision of credit risk will ensure quality management at the initial stage of the bank’s relationship with the client.
Ключові слова: кредитний ризик, банківська установа, кредит, кредитний портфель.
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