UDC 336.77:005.334
 
SHULGA Natalya,
Doctor of Economics, Professor, Head of Banking Department, KNUTE
 
CHORNYY Anton,
Ph.D. in Economics, Associate Professor, Statistics and Econometric Department, KNUTE
 
HUSACH Andrew,
Specialist at the Commercial Department of "Green Trade"
 
THE GLOBAL MISBALANCE INFLUENCE ON BANK’S CREDIT RISK
 
General views on factors of global misbalances appearance were analyzed. Hypotheses of interdependence between the level of credit risk and indicators which characterize global misbalances were formulated, and their test by building statistical models was made. The proposals for management decision making by modeling results were created.

Keywords: credit risk, global misbalances, internal debt, gold reserves, internal savings, gross investments, Gross Domestic Product, non-performing loan (NPLs), currant account’s balance.

 THE GLOBAL MISBALANCE INFLUENCE ON BANK’S CREDIT RISK