Kredito rizikos valdymas kredito unijose

LTStraipsnyje apibūdinamos Lietuvos kredito unijų veiklos rizikingumo vertinimo galimybės taikant daugiamatės analizės metodus (diskriminantinės analizės), atliekamas taikomo modelio lyginimas, pagrindžiamas patikimumas ir tikslingunmas vertinant gautus rezultatus, taip patikrinamas modelių stabilumas laiko požiūriu, įvertinamas gautų rezultatų patikimumas ir pagrindžiamas šio modelio tinkamumas tiriant Lietuvos kredito unijų bankroto galimybes. [Iš leidinio]Reikšminiai žodžiai: Bankroto galimybė; Diskriminantinė analizė; Kredito unija; Kredito unijų rizika; Credit union; Credit union risk; Discriminant analysis; Discriminatory analysis; Possibility of bankruptcy.

ENThe object of investigation in the paper is credit risk management in credit unions. The paper aims to analyse credit unions and the risks involved in their operation, describes the management of credit risks in credit unions, looks into the bankruptcy prediction models and the risks involved in the operation of credit unions, and also presents the opportunities of the improvement of credit risk management for the credit unions operating in Lithuania. The first part of the paper analyses and systematises scientific research related to various elements of credit risk management in credit institutions. Their importance is identified before and after the lending. The means of reduction of credit risk and the options of dealing with it are presented, and the methodology of research in the criteria that predetermine the level of the credit risk is introduced. The second part presents bankruptcy models in credit unions. The models allow to evaluate those credit unions that tend to accept high risk and sooner or later may become insolvent or bankrupt. In order to evaluate the credit risk management, the discriminant analysis model was selected. In accordance to riskiness, credit unions are classified into two groups, based on the Lithuanian Central Credit Union financial index. The discriminant analysis equation proves that credit risk is increased by capital adequacy and annual operational costs of assets at risk. Credit union opportunities to improve risk management provide a way to achieve more effective operation. [From the publication]