Finance and Credit

Abstracting and Indexing

РИНЦ
Referativny Zhurnal VINITI RAS
Worldcat
LCCN Permalink
Google Scholar

Online available

Eastview
eLIBRARY.RU
Biblioclub

Home

Journals

Finance and Credit

16(544) - 2013 April

On possibilities of reducing the risk of loan portfolio

Vol. 19, Iss. 16, APRIL 2013

Available online: 24 April 2013

Subject Heading: Risk management

JEL Classification:

Muraveckij A.N. PhD in Economics, Associate Professor, Department "Finance and Credit", the Belgorod State University - the National Research University
muravetskiy@bsu.edu.ru

Kuntasev P.A. PhD of Physical and Mathematical Sciences, Associate Professor, Department "Finance and Credit", the Belgorod State University - the National Research University
pavelbelg@mail.ru

In the article the need of creation of the organization uniting risk shares of credit portfolios of commercial banks is revealed. The mathematical proof is provided that the increase in number of the loans united in one portfolio, unambiguously promotes decrease in their overall risk. It is claimed that the guarantor of decrease in risk of crediting of unreliable borrowers is not increase of an interest rate, and increase in their number in one portfolio.

Keywords: risk management, compensation, risk, credit risk, credit rating, credit portfolio

View all articles of issue

ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

Journal current issue

Vol. 30, Iss. 4

April 2024