Choosing the optimal approach to the formation of the Russian Bank’s loan portfolio

Golovanov V. S.

for a modern Bank, the formation of a credit portfolio is a fundamental activity: the credit portfolio is both the largest source of income and the main source of risk. Therefore, effective management of a commercial Bank's loan portfolio is based on choosing the optimal approach to forming such a portfolio. Until recently few Russian banks have used the modern concepts of credit portfolio management. The problems associated with the formation of an optimal loan portfolio are still relevant today. Incorrect formation of the loan portfolio can lead to serious legal or financial problems. The author of the article considers the optimal approach to the formation of a credit portfolio based on credit risk management both from the point of view of managing individual segments of the credit portfolio and the entire portfolio as a whole. The developed approach will allow expanding traditional risk management methods by using more tools for analyzing and controlling the risk of the loan portfolio, as well as reducing the Bank's losses associated with lending.

Keywords:credit portfolio, credit portfolio risks, credit portfolio management, credit policy, commercial banks, risk profile, credit portfolio segmentation, credit portfolio formation.