MODELING RISK MANAGEMENT SYSTEM IN RETAIL EXPRESSLOANING ON THE KEY RISK INDICATORS

The banking sector is one of the most important structures of the market economy. In the field of loaning in the context of the digital economy requires the introduction of a new transition principle from rapid response to the risk management integration and strategic planning processes and performance management of the Bank. There has been a tendency to increase the volume of Express loaning. This leads to an increase in the need for the development of formal modeling means and the Express loaning processes analysis. The study purpose is to create and computer implementation of risk management system mathematical model in retail Express loaning. To achieve this goal, the methodology of intelligent modeling is proposed. Fuzzy logic is chosen as a modeling tool, which is successfully used to simulate the management processes of various economic systems in conditions of uncertainty, different from stochastic. The management system model is based on a system of key risk indicators in the banking sector. Computer implementation of the mathematical model was carried out in the MatLab computing environment. The introduction of the system proposed by the authors will allow for detailed monitoring of the Bank's Express loaning processes and the changes taking place in them and to move from strategic behavior to meaningful and consistent strategic management.

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