Kredito rizika ir jos valdymas komerciniuose bankuose /

The issue of credit risk is relevant topic nowadays because commercial banks are currently one of the major credit providers. As loans make up the bulk of a commercial bank’s total assets, the credit risk associated with loans is one of the most important and significant. Credit risk can have a negative impact on commercial bank and its customers, which is why the topic of credit risk in commercial banks is obvious. However, not many scientific articles have been written about the credit risk of Lithuanian commercial banks, and there is not enough attention paid to this prob- lem. Scientific articles authors mainly discuss the types of credit risk and credit risk management, but very few analyze the credit risks of specific Lithuanian commercial banks. To eliminate this shortcoming, this study was conducted to assess the credit risk and management of commercial banks. Main objectives of this research: To analyze the scientific literature on credit risk and its management; to compile research methodology; determine how credit risk are assessed and man- aged in commercial banks; summarize the results of the study, provide conclusions and recom- mendations. An empirical study was selected for this research, there was performed comparative analysis, structural and dynamic analysis of statistical data also the New Credit Prudential Model was applied, and the non-performing loan ratio was calculated. Scientific articles related to the topic were analyzed in this research. Following the above-mentioned tasks, the most important conclusions have been drawn: • Credit risk is one of the most important in the activities of commercial banks; • Different methods and calculations are applied to manage and determine this risk in order to increase the efficiency of commercial banks; • During economic instability, such as the COVID-19 pandemic, credit risk increases sig- nificantly, forcing commercial banks to pay even more attention;.

Grantor dc:publisher

Institutional Repository of Vilnius University

Year dc:date

2021

Author dc:creator

• Borkovska, Evelina,

Statement dc:rights

• info:eu-repo/semantics/openAccess

Language dc:language

lit

Repository record dc:identifier

https://repository.vu.lt/VU:ELABAETD193228427&prefLang=en_US

OAI identifier oai:identifier

oai:vu.lt:elaba:193228427