Author(s): Marek Garbowski, Olga Lubenchenko, Nadiia Perederii, Nataliia Moskalenko, Ihor Rumyk
The article forms the economic and mathematical models for assessing and determining the level of accumulated loan risk in the loan union. Modeling is conducted to optimize the structure of the loan portfolio of the loan union and to manage loan risk inputs. A methodological toolkit for measuring the level of loan risk concentration based on the use of homogeneous variables is developed. A loan risk management model was developed based on the analysis of the contribution of systematic factors to the total amount of loan portfolio risks.