FORMATION OF A CREDIT RISK MANAGEMENT SYSTEM IN A BANK UNDER MARTIAL LAW
Abstract
The article examines the formation of an effective credit risk management system in banking institutions of Ukraine under martial law, which is extremely relevant due to significant changes in the financial environment caused by the war. Attention is focused on the main sources of credit risk, which are significantly increased in the context of instability caused by macroeconomic fluctuations, reduced customer solvency and increased probability of loan default. The dynamics of the loan portfolio of the banking system of Ukraine, as well as trends in the share of non-performing loans in the largest banks of Ukraine, are analysed, which allows to assess the overall impact of crisis events on the financial condition of banks. Special attention is paid to the assessment of compliance of Ukrainian banks with credit risk standards, which reflects their ability to comply with regulatory requirements in the crisis period. The article considers main theoretical and methodological aspects of improvement of credit risk management. It emphasises the importance of introducing innovative approaches to risk management, such as diversification of loan portfolios, changing credit risk limits and providing additional guarantees, which help to reduce the overall vulnerability of the banking system. The article also examines the functions of the risk management system of banks and highlights the practical aspects of credit risk management in times of war. Among the risk management tools, the article highlights the automation of monitoring and analysis processes, which allows for prompt identification and assessment of potential risks, as well as quick decision-making to prevent problem situations. The article proposes a comprehensive approach to credit risk management that takes into account current challenges, including macroeconomic and political factors that significantly affect the financial stability of banks. Effective implementation of these measures is critical for maintaining the stability of the banking system and ensuring financial security in Ukraine, especially in the context of a prolonged crisis.
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