The paper describes the methodology proposed by the authors optimize branch structure of the bank's loan portfolio based on branch figures the risks of bankruptcy by the Monte-Carlo, the projected value of arrears of simulated portfolio. Testing conducted at the Sberbank's loan portfolio. Application of the method will improve the quality of its loan portfolio and reduce the amount of arrears, which has a positive effect on liquidity, earnings and profitability of banks.
Translated title of the contributionOptimization of branch structure of a credit portfolio of bank of indicators of risks of bankruptcy
Original languageRussian
Pages (from-to)156-159
JournalАудит и финансовый анализ
Issue number4
Publication statusPublished - 2012

    Level of Research Output

  • VAK List

    GRNTI

  • 06.00.00 ECONOMY AND ECONOMIC SCIENCES

ID: 9142742