乌克兰银行优质信贷组合的形成:不同经济部门的私人银行JSC信贷组合的状态和结构

O. Zharikova, Iryna Verbovenko
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引用次数: 0

摘要

本文的目的是考虑JSC CB“私人银行”在各个经济部门的信贷组合的状态和结构。通过对财务指标的分析,已经证明,在保持贷款组合的高质量的同时发展贷款是该银行活动的优先方向之一。该银行的战略目标是建立一个高质量的零售和中小企业贷款信贷组合。根据研究结果,对信贷组合管理的主要分析指标进行了分析,确定了2019-2021年信贷组合结构和银行投资组合信贷质量结构。对JSC CB“私人银行”的实际活动进行了研究,确定了向大企业发放大额贷款对银行及其数百万存款人来说意味着巨大的风险。但是,在坚持这种平衡信贷政策的同时,世行仍然设法增加了自己的信贷活动,分析计算证明了这一点。为了实现这一目标,本研究采用了一般的科学研究方法:观察(对银行进行系统研究,以所分析期间的财务报告指标的形式获取主要信息)、比较(将所分析的参数、系数、资产负债表项目相互比较或与基本指标、规范性值进行比较)、抽象(在类别定义中脱离非必要属性并选择几个基本特征)、分组方法(在考虑贷款分类时);各种统计方法,特别是比较-在比较有关期间的实际数据时;采用观察法对JSC CB“PrivatBank”的财务状况进行了研究和评价,分析与综合、归纳与演绎的方法。据分析和证明,全面战争开始后,企业活动的减少导致了企业贷款需求的减少。同时,宏观经济预期的恶化显著降低了银行的风险偏好。因此,金融机构收紧了对企业的贷款标准。因此,贷款组合的增长几乎停止:外币贷款数量减少,而格里夫纳贷款的增长速度比去年慢了好几倍,格里夫纳净企业贷款组合自全面战争开始以来增长了8%。如何解决改善和提高银行信贷活动质量的问题,仍有待进一步研究
本文章由计算机程序翻译,如有差异,请以英文原文为准。
FORMATION OF A QUALITY CREDIT PORTFOLIO OF UKRAINIAN BANKS: STATE AND STRUCTURE OF THE CREDIT PORTFOLIO OF PRIVATBANK JSC BY DIFFERENT SECTORS OF THE ECONOMY
The purpose of the article is to consider the state and structure of the credit portfolio of JSC CB "PrivatBank" in various sectors of the economy. Analyzing the financial indicators, it has been proven that one of the priority directions in the activities of this Bank is the development of lending while maintaining the high quality of the loan portfolio. The Bank's strategic goal is to build a high-quality credit portfolio of retail and SME loans.As a result of the research, an analysis of the main analytical indicators of credit portfolio management was carried out, the structure of the credit portfolio and the structure of the credit quality of the bank's portfolio were determined during 2019–2021. The practical activities of JSC CB "PrivatBank" were studied and it was established that large loans granted to large enterprises mean big risks for the bank and its millions of depositors. But adhering to this balanced credit policy, the Bank still manages to increase its own credit activity, as evidenced by analytical calculations.To achieve the goal, the research used general scientific research methods: observation (systematic study of the bank, obtaining primary information in the form of financial reporting indicators for the analyzed period), comparison (comparison of the analyzed parameters, coefficients, balance sheet items with each other or with a basic indicator, normative value), abstraction (departure in the definition of categories from non-essential properties and selection of several essential characteristics), grouping method (when considering the classification of loans); various methods of statistical methods, in particular comparison - when comparing actual data for the relevant periods; observations were used to study and assess the financial condition of JSC CB "PrivatBank", methods of analysis and synthesis, induction and deduction.It has been analyzed and proven that the decline in business activity since the beginning of the full-scale war has led to a drop in business demand for loans. At the same time, the deterioration of macroeconomic expectations significantly reduced the risk appetite of banks. Accordingly, financial institutions have tightened lending standards for businesses. Therefore, the growth of the loan portfolio almost stopped: the amount of foreign currency loans decreased, while hryvnia loans increased several times slower than last year, and the hryvnia net corporate loan portfolio increased by 8% since the beginning of the full-scale war.Ways to solve the problems of improving and improving the quality of the bank's credit activity remain prospects for further research
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