Lietuvos bankų sistemos paskolų portfelio pokytis ekonomikos nuosmukio sąlygomis

LTStraipsnyje analizuojamas Lietuvos bankų sistemai priklausančių bankų (komerciniai bankai, užsienio bankų atstovybės, užsienio bankų filialai, ES bankai, veikiantys Lietuvoje neįsteigus filialo) paskolų portfelis ekonomikos nuosmukio laikotarpiu. Straipsnyje pateikiami esminiai paskolų portfelio sampratos, portfelio formavimo ir valdymo principai. Pateikiami atlikto tyrimo, kurio metu buvo analizuojamas Lietuvos bankų paskolų portfelis vertinant portfelio kiekybinius ir kokybinius pokyčius Lietuvos ekonomikai perėjus į nuosmukio fazę, rezultatai. Taip pat identifikuojami pagrindiniai ekonominiai rodikliai, sąlygoję portfelio pasikeitimą. [Iš leidinio]Reikšminiai žodžiai: Bankų sistema; Ekonomikos nuosmukis; Paskolų portfelio kokybė; Paskolų portfelis; Banking system; Economical recession; Loan portfolio; Loan portfolio quality; Quality of the loan portfolio.

ENLoan portfolio of a bank is defined as total of all loans issued by a bank classified by certain criteria (type of lending, interest, purpose, etc.), structure of the loan portfolio is determined by amount of the bank‘s capital, size of the bank, target market segment of the bank (business, private households, corporative banking) and other factors. Expected revenue is one of the key factors determining the structure of the bank’s loan portfolio. In the process of formation of the loan portfolio each bank pursues three key objectives: to maximise profit, to maintain the least possible risk level and to increase number of customers. In order to achieve the above key objectives, it’s important to focus not only on formation of the loan portfolio itself, but its effective management as well. Loan portfolio management comprises of all available procedures related with the bank‘s loan portfolio, i.e. planning and formation of the portfolio, regulatory measures applied to credit policy and procedures also continuous control of issued loans and financial status of debtors. One of the most important and complex stage of the loan portfolio management is continuous assessment of issued loans in order to determine the real value of a particular loan or the total portfolio. Correct and appropriately prepared procedures of the loan portfolio management enable the bank to have a „sound“ loan portfolio. All these factors become particularly relevant in view of increased likelihood of economic recession. Cyclical economic changes result in qualitative and quantitative changes in the loan portfolio.Financial crisis that began in the USA in 2007 also had an effect on the economy of Lithuania: the country’s economy has started contracting in the second half of 2008 and Lithuania entered into the economic recession period, which determined changes in the loan portfolio of the Lithuanian bank system. In 2006-2011 a share of loan portfolio in assets of the banks of the Lithuanian banking system accounted for in average 73.70 % per quarter. A share of loan portfolio in assets of the banks has started decreasing since the first quarter of 2009 (drop by 10.22 pp.). As the results of analysis show, the biggest drop in the economic recession period was recorded in the sector of loans issued by financial institutions (37.77 %), and the least – in loans granted to private persons (14.00 %); while a share of loans granted to governmental authorities and state-owned or municipal enterprises increased by 103.15 %. Quality analysis of the loan portfolio of the banks operating in Lithuania over the period of the years 2007-2011 showed that a share of nonperforming loans in the loan portfolio had started increasing since the 4th quarter of 2007 (increase by 0.10 pp.), and comparative weight of non-performing loans in assets increased by 16.90 pp. in the 3rd quarter of 2011, as compared with the 1st quarter of the same year. In 2007-2011, special provisions increased by 6.31 pp.In 2007 value of the loan portfolio decreased by 416.39 mln. Lt, and in 2011 m. – by 4173.15 mln. Lt. Results of the performed multiple regressive analysis show that changes in the government debt, housing prices and average leveraged loan portfolio in 2006-2011 had the major impact on changes in the above mentioned loan portfolios. [Text from author]

• Vadyba / Management
• Ekonomika / Economics