Optimization imperatives for credit policy in PJSC Sberbank of Russia

DOI

10.2991/cssdre-19.2019.45How to use a DOI?

Keywords

credit risk, monitoring, gap analysis, duration, model, interest rate risk

Abstract

This paper discusses the imperatives of optimizing credit policy of a commercial bank in the dynamically changing conditions of the Russian economy. Currently, there is a growing likelihood of credit risk due to the predominance of long-term lending, while the increase in reserves to cover losses is too expensive. Therefore, the issues of finding ways to optimize credit policy of a commercial bank are urgent. One of such methods in the face of uncertainty is credit risk monitoring and use of remote services. Despite numerous studies by domestic and foreign researchers on the problem of optimizing credit policy, the usage of monitoring in risk management process and remote services are not explored sufficiently. The main objective of this study is to examine the role of monitoring in credit risk management of modern banks activities and improvement of credit policy efficiency through remote banking services. The methods used for research of socio-economic phenomena - abstract and logical, statistical, expert assessments, method of graphical interpretation, methods of absolute, relative and average values, graphical and tabular analysis, allowed the authors to ensure the validity of their estimates and conclusions.

Copyright

© 2019, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Tatiana Gvarliani
AU  - Madina Ksanaeva
AU  - Madina Alikaeva
AU  - Lyudmila Prigoda
AU  - Zahid Farrukh Mamedov
PY  - 2019/06
DA  - 2019/06
TI  - Optimization imperatives for credit policy in PJSC Sberbank of Russia
BT  - Proceedings of the Volgograd State University International Scientific Conference "Competitive, Sustainable and Safe Development of the Regional Economy" (CSSDRE 2019)
PB  - Atlantis Press
SP  - 224
EP  - 229
SN  - 2352-5428
UR  - https://doi.org/10.2991/cssdre-19.2019.45
DO  - 10.2991/cssdre-19.2019.45
ID  - Gvarliani2019/06
ER  -