Decision support system to formation of a credit portfolio of commercial bank

Authors

  • V. V. Moskalenko
  • A. A. Zamozdra

Abstract

The problem of formation of an optimum credit portfolio is considered. An algorithm of formation of a portfolio for the first interval under consideration and projects of portfolios for the subsequent intervals of the planning period is offered. Description of the Decision Support System for formation of a credit portfolio and delivery of credits to physical and legal persons is resulted.

Author Biographies

V. V. Moskalenko

V.V. Moskalenko

A. A. Zamozdra

A.A. Zamozdra

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Issue

No. 4 (2006)

Section

Decision making and control in economic, technical, ecological and social systems

License

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