Diagnostics of the bank`s loan portfolio and the ways of its optimization in a volatile economic environment

Abstract

The theoretical and methodological principles of diagnostics are investigated in the work, the definition of the credit portfolio of a commercial bank is given. The analysis of crediting and credit portfolio of Ukraine and diagnostics of credit portfolio of JSC CB «Privatbank» in particular is carried out. A regression model of the influence of socio-economic factors on the volume of the loan portfolio was developed and the strength of their influence and the closeness of the relationship were studied. Directions for optimizing the structure of the bank's loan portfolio in a changing economic environment have been developed.