Abstract:

The article presents the results of the study related to the development and implementation of the bank's credit risk management mechanism, which ensures the growth of using financial resources efficiency based on the regulation of the risk-return relationship. The model for the formation of homogeneous groups of borrowers based on cluster and factor analysis methods is developed. It is distinguished by the principles of class formation and allows to form management decisions to reduce the likelihood of risk events and increase manageability of credit risks. A model for determining the optimal structure if clients is proposed, which allows to minimize the total damage to the emergence of credit risks and allows to form management decisions to achieve the optimal structure.