A model for achieving the allocative efficiency of credit resources in Ukraine’s banking system
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 a...
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LLC "CPC "Business Perspectives"
2017-03-01
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| Series: | Banks and Bank Systems |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/7838/BBS_en_2016_03_Dmytryshyn.pdf |
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doaj-8d70ce51be0d43b4b9996a83a198fdd62020-11-25T01:34:31ZengLLC "CPC "Business Perspectives"Banks and Bank Systems1816-74031991-70742017-03-0111381610.21511/bbs.11(3).2016.017838A model for achieving the allocative efficiency of credit resources in Ukraine’s banking system Lesia Dmytryshyn0Ivan Blahun1Doctor of Economics, Professor, Vasyl Stefanyk Precarpathian National UniversityDoctor of Economics, Professor, Vasyl Stefanyk Precarpathian National UniversityThe 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, C61https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/7838/BBS_en_2016_03_Dmytryshyn.pdf |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Lesia Dmytryshyn Ivan Blahun |
| spellingShingle |
Lesia Dmytryshyn Ivan Blahun A model for achieving the allocative efficiency of credit resources in Ukraine’s banking system Banks and Bank Systems |
| author_facet |
Lesia Dmytryshyn Ivan Blahun |
| author_sort |
Lesia Dmytryshyn |
| title |
A model for achieving the allocative efficiency of credit resources in Ukraine’s banking system |
| title_short |
A model for achieving the allocative efficiency of credit resources in Ukraine’s banking system |
| title_full |
A model for achieving the allocative efficiency of credit resources in Ukraine’s banking system |
| title_fullStr |
A model for achieving the allocative efficiency of credit resources in Ukraine’s banking system |
| title_full_unstemmed |
A model for achieving the allocative efficiency of credit resources in Ukraine’s banking system |
| title_sort |
model for achieving the allocative efficiency of credit resources in ukraine’s banking system |
| publisher |
LLC "CPC "Business Perspectives" |
| series |
Banks and Bank Systems |
| issn |
1816-7403 1991-7074 |
| publishDate |
2017-03-01 |
| description |
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 |
| url |
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/7838/BBS_en_2016_03_Dmytryshyn.pdf |
| work_keys_str_mv |
AT lesiadmytryshyn amodelforachievingtheallocativeefficiencyofcreditresourcesinukrainesbankingsystem AT ivanblahun amodelforachievingtheallocativeefficiencyofcreditresourcesinukrainesbankingsystem AT lesiadmytryshyn modelforachievingtheallocativeefficiencyofcreditresourcesinukrainesbankingsystem AT ivanblahun modelforachievingtheallocativeefficiencyofcreditresourcesinukrainesbankingsystem |
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