Affiliation:
1. Doctor of Economics, Professor, Vasyl Stefanyk Precarpathian National University
Abstract
The article presents a model for achieving the allocative efficiency of credit resources in Ukraine’s banking system. The research involves establishing a set of criteria for assessing a borrower’s creditworthiness and analyzing them by means of the discriminant analysis, Helwig’s methods, cluster analysis, the dendrite method, and principal component analysis; the methods are, then, contrasted. This is followed by designing an optimal credit portfolio of the banking system and comparing it with actual credit portfolios with the help of similarity metrics.
Keywords: banking system, borrower’s creditworthiness, credit portfolio, statistical methods, similarity metrics. JEL Classification: G22, E51, C14, C18, C61
Publisher
LLC CPC Business Perspectives
Subject
Finance,Management of Technology and Innovation,Marketing,Organizational Behavior and Human Resource Management,Law
Cited by
1 articles.
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