Features of Managing the Credit Portfolio of Banking Institutions During Wartime

Анотація

The article analyzes the features of managing the credit portfolios of Ukrainian banking institutions during wartime, focusing on the impact of macroeconomic instability and rising credit risks on banks' lending activities. The study reviews key theoretical approaches to credit risk management, such as the KMV model and liquidity theory, as well as practical aspects of portfolio diversification and cluster analysis of credit portfolios. A coefficient analysis of the Ukrainian banking sector from 2015 to 2023 is conducted to assess the effectiveness of credit portfolio management during the war. The aim of the study is to analyze the specific features of managing the credit portfolios of Ukrainian banking institutions during wartime, evaluate the effectiveness of managerial decisions aimed at minimizing credit risks, and identify the main factors affecting banks' lending activity during the period of martial law. Methodology. The research employs general scientific methods, including analysis and synthesis for assessing macroeconomic risks, coefficient analysis to examine the state of bank lending, and comparative methods to evaluate the effectiveness of various risk management approaches. Results. The study reveals that the war significantly affects the quality of bank assets and borrowers' creditworthiness, leading to an increase in non-performing loans. Asset diversification and credit policy optimization are proposed as tools to minimize risks in crisis conditions.

Класифікація

Ідентифікатори

Схожі роботи