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Analіz bankіvskoї dіyalnostі - Gerasimov AM

5.5. Analіz diversifіkatsії Credit vkladen

W metoyu znizhennya riziku vtrat potrіben bіlsh gliboky analіz s loan portfolio Look diversifіkatsії Credit vkladen.

Diversifіkatsіya pozik yak zasіb Zahist od riziku buvaє credit portfolio, geografіchnoyu that galuzevoyu.

Portfolio diversifіkatsіya yavlyaє him rozpodіl pozikovih penny koshtіv mіzh rіznimi sub'єktami (Yurydychna that fіzichnimi individuals). Chim bіlshіy kіlkostі pozichalnikіv bude nada for timchasovogo vikoristannya pozikovy kapіtal particular bank, for іnshih rіvnih minds, team less then bude stupіn riziku nepovernennya Borg oskіlki ymovіrnіst bankrutstva bagatoh pozichalnikіv uniquely nizhcha ymovіrnostі bankrutstva one chi kіlkoh pozichalnikіv.

Analіz portfelnoї diversifіkatsії Credit vkladen zdіysnyuєtsya on osnovі normative maximum rozmіru riziku credit per counterparty (H7), the norm of the great Credit rizikіv (H8), pitomoї crowbars great kreditіv in zagalnіy sumі zaborgovanostі, kіlkostі great kreditіv that їh serednogo rozmіru.

Natsіonalny Bank of Ukraine proponuє rozrahovuvati standard riziku maximum credit per counterparty for with such a formula:

Meaning tsogo pokaznika not guilty perevischuvati 25%. Yakscho scrip to a single counterparty perevischuє 10% Vlasnyi koshtіv bank, the loan Taqiy vvazhaєtsya "great". Zagalny zalishok zaborgovanostі for vsіma great credit, the bank s Vidanov urahuvannyam pozabalansovih zobov'yazan not guilty perevischuvati eightfold rozmіru Vlasnyi koshtіv bank. Tse spіvvіdnoshennya kontrolyuєtsya for Relief to the norm of the great Credit rizikіv (H8) for with such a formula:

Yakscho scrip vsіh great kreditіv perevischuє eightfold rozmіr Vlasnyi koshtіv not bіlshe nіzh by 50%, then to vimogi platospromozhnostі podvoyuyutsya (16%), and Yakscho stink perevischuyut Tsey rozmіr bіlsh nіzh by 50%, then vimogi potroyuyutsya (24%).

Analіz daє zmogu zrobiti takі visnovki about rіven diversifіkatsії Credit vkladen. Polіpshennya diversifіkatsії harakterizuєtsya zbіlshennyam kіlkostі great kreditіv for znizhennya їh pitomoї crowbars in zagalnіy sumі Credit vkladen i zmenshennyam serednogo rozmіru great credit. Znizhennya kіlkostі great kreditіv for nezmіnnoї abo zrostayuchoї pitomoї crowbars їh faktichnoї values ​​and takozh serednogo rozmіru talk about nedostatnyu robot schodo diversifіkatsії bank Credit vkladen, zbіlshuє rizik nepovernennya poziki i mozhlivostі viniknennya defіtsitu lіkvіdnih zasobіv. W metoyu pіdvischennya lіkvіdnostі slіd dotrimuvatis vіdmіnnogo od normal rіvnya granichnoї sumi great kreditіv. When tsomu treba vihoditi s of scho zaborgovanіst great credit for not guilty perevischuvati 50% Credit vkladen factuality.

Rozglyanemo rіven diversifіkatsії Credit vkladen on prikladі (tab. 5.9).

table 5.9

ANALІZ RІVNYA DIVERSIFІKATSІЇ Credit VKLADEN, yew. UAH

Rozrahunki svіdchat scho analіzovany Bank dotrimuєtsya normative values ​​for maximum riziku vsіh counterparties (the їh rіven not perevischuє 25% od sumi kapіtalu).

When tsomu Bank Got dostatnyu Quantity kreditіv great. Vikoristovuyuchi danі Table. 5.6 can zrobiti visnovok scho Pete Wagga great kreditіv zmenshilas 2 protsentnі points (to 12.5% ​​versus 14.5% in poperednomu perіodі).

Vzagalі pokazniki diversifіkatsії Credit vkladen polіpshilisya. About Tse svіdchit zbіlshennya kіlkostі great kreditіv (of 8 to 11) i zmenshennya serednogo rozmіru great credit for 405 tis. UAH.

Dinamіka rozglyanutih pokaznikіv svіdchit about polіpshennya upravlіnnya loan portfolio at napryamі znizhennya credit riziku. Prote zanadto great diversifіkatsіya Credit vkladen Got svoї wadi uskladnyuє upravlіnnya banks' loan portfolios.

The very sobі portfolio diversifіkatsіya kreditіv for okremimi contractors are not given to znizhennya riziku. Here vazhlivo Suvorov dotrimuvatis galuzevoї diversifіkatsії not nadavati credit kіlkom pіdpriєmstvam odnієї the Branch, oskіlki pogіrshennya encampments in tsіlomu on the Branch tіlki posilyuє ymovіrnіst bankrutstva; not nadavati credit pіdpriєmstvam rіznih Galuzo, ale pov'yazanih odne s one tehnologіchnim Process (napriklad, virobnitstvo tsukrovogo Buriak, creek s pereroblennya tsukrovogo Buriak, Konditerska promislovіst, realіzatsіya produktsії); pіddavati detailed analіzu tehnіko-ekonomіchne obґruntuvannya loan (rozrahunok okupnostі Credit vkladen). For znizhennya credit riziku takozh neobhіdno vrahovuvati vpliv geografіchnoї diversifіkatsії, yak yavlyaє him rozpodіlennya kreditіv in rіznih geografіchnih areas. Control over dotrimannyam Tsikh printsipіv znizhennya credit riziku zdіysnyuєtsya for Relief away analіzu structure of the credit portfolio.