კომერციული ბანკის საკრედიტო რისკი და მისი მართვის მეთოდები ბიზნესის ადმინისტრირება

Topic which is going to be approached next is built on the idea credit risk and the methods of its management, where we tackle the analysis of the management of credit portfolio risk on the example of VTB Bank, numbers of which are presented in the graphic, to make all data easier to access. The main attention of the work is on the portfolio theory of Harry Markowitz and it’s usage in creating an optimal bank portfolio. In work it’s reviewed the mathematical method of creating the optimal portfolio, the aim of which is to combine investment activities taking into account profitability and risks. Besides abovementioned, work tackles strategies of risk management – what are the ways to decrease portfolio risks.