Collateral security repayment of loans: innovative approach


Kandrashina E.A., Repina E.G., Belov A.A.

Abstract. The relevance of the study of the collateral system of repayment of loans is because banking organizations need a productive mechanism to counteract the occurrence of all kinds of risks, including the risk of default of the borrower and the risk of increasing overdue debt. The elements of strategic risk management are professionally structured credit procedures and, in general, credit policy, high-quality management of the loan portfolio and effective credit control. The article examines the collateral policy of the leader of the banking sector of the Russian Federation - Sberbank PJSC. The factors that determine the level of еру credit risk and the degree of creditworthiness of the borrower are characterized, the main stages of working with collateral are considered. The calculated estimate of the correlation coefficient between the level of collateral and the amount of overdue debt was condusted. Innovative mechanisms for managing the bank`s collateral portfolio allow maximizing the security of credit funds, and as a result, reducing financial losses. The technological transformation of Sberbank`s risk management based on an artificial intelligence algorithm has significantly increased the volume of the loan portfolio while minimizing the level of overdue debt and a high level of collateral for the loan portfolio with property. This practice demonstrates the effectiveness of innovations when working with collateral assets. Keywords: credit, collateral, risk management strategy, technological innovations Highlights: ♦ banking organizations need a productive mechanism to counter the occurrence of all kinds of risks, including the risk of default of the borrower and the risk of an increase in overdue debt; ♦ the factors determining the level of credit risk and the degree of creditworthiness of the borrower should be taken into account in the process of working with collateral; ♦ innovative mechanisms for managing the bank`s collateral portfolio allow maximizing the security of credit funds, and as a result, reducing financial losses.

Elena A. Kandrashina, Evgeniya G. Repina, Artem A. Belov - Samara State University of Economics, Samara, Russia


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