Визначення індивідуального кредитного ризику за P2P кредитами в умовах фінансової кризи
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Date
2022
Journal Title
Journal ISSN
Volume Title
Publisher
Наукове видавництво ТОВ "ДКС Центр"
Abstract
UKR: В сучасних економічних умовах відбувається поява та розвиток нових способів організації банкінгу і відповідних фінансових продуктів. Одним із головних фінансових продуктів, який дає змогу отримувати кредити в обхід традиційних банків, є Р2Р кредитування. Найбільшу популярність цей продукт має на ринку споживчих кредитів (кредити, що надаються фізичним особам). Основною проблемою Р2Р кредитування є ефективне визначення індивідуального кредитного ризику позичальника-фізичної особи у процесі надання Р2Р кредиту. Особливо складно оцінювати індивідуальний кредитний ризик в умовах фінансової кризи, коли ризики зовнішнього середовища змінюються швидко та непрогнозовано. Викладений у роботі підхід спрямований на зменшенні ризику інвестора та стабільний розвиток Р2Р кредитування у період економічної нестабільності (кризи).
ENG: The financial sphere is closely connected with information and ways of processing, so the development of information technologies makes a significant impact on traditional finance. One of the spheres, which know the greatest contribution, is banking activity. In this case, not only the features of the work of traditional institutions change, but also the emergence of new methods of organizing banking and other participants in the market. The greatest potential for creative destruction can directly be P2P lending. It doesn’t just create additional opportunities for prospective clients, but it also creates creditors, but it can also become a source of additional risks for the financial system. P2P lending is most popular in the market of consumer loans (loans granted to individuals). The main problem of consumer P2P lending is the effective determination of the individual credit risk of the individual borrower in the process of providing P2P credit. It is especially difficult to assess individual credit risk in the conditions of a financial crisis, when the risks of the external environment change quickly and unpredictably. The approach outlined in the work is aimed at reducing the investor's risk and the stable development of P2P lending in a period of economic instability (crisis). In general, interdependencies between the volume of loans, interest rates, terms of loans, income of borrowers are similar to those that arise in the traditional banking system. This may be evidence of the significant potential of peer-to-peer lending in replacing banks on the financial market. That is why the risks that can be generated by this need further research. The article is devoted to definition content, disadvantages, advantages and features of P2P (person to person) lending in times of crisis. The main problem of P2P lending in the period of significant changes in environmental factors is a high risk of non-repayment of credit. In actual credit history defined performance using qualitative and quantitative indicators to determine the level of solvency of borrowers individual. Interrelation researched the credit risk of the borrower-class individual, the interest rate (price) and maximum size P2P loan. Recommended consider the impact of environmental factors in the decision to grant consumer loans to individuals P2P.
ENG: The financial sphere is closely connected with information and ways of processing, so the development of information technologies makes a significant impact on traditional finance. One of the spheres, which know the greatest contribution, is banking activity. In this case, not only the features of the work of traditional institutions change, but also the emergence of new methods of organizing banking and other participants in the market. The greatest potential for creative destruction can directly be P2P lending. It doesn’t just create additional opportunities for prospective clients, but it also creates creditors, but it can also become a source of additional risks for the financial system. P2P lending is most popular in the market of consumer loans (loans granted to individuals). The main problem of consumer P2P lending is the effective determination of the individual credit risk of the individual borrower in the process of providing P2P credit. It is especially difficult to assess individual credit risk in the conditions of a financial crisis, when the risks of the external environment change quickly and unpredictably. The approach outlined in the work is aimed at reducing the investor's risk and the stable development of P2P lending in a period of economic instability (crisis). In general, interdependencies between the volume of loans, interest rates, terms of loans, income of borrowers are similar to those that arise in the traditional banking system. This may be evidence of the significant potential of peer-to-peer lending in replacing banks on the financial market. That is why the risks that can be generated by this need further research. The article is devoted to definition content, disadvantages, advantages and features of P2P (person to person) lending in times of crisis. The main problem of P2P lending in the period of significant changes in environmental factors is a high risk of non-repayment of credit. In actual credit history defined performance using qualitative and quantitative indicators to determine the level of solvency of borrowers individual. Interrelation researched the credit risk of the borrower-class individual, the interest rate (price) and maximum size P2P loan. Recommended consider the impact of environmental factors in the decision to grant consumer loans to individuals P2P.
Description
В. Бобиль: ORCID ID: 0000-0002-7306-3905; Л. Марценюк ORCID ID: 0000-0003-4121-8826; І. Аберніхіна: ORCID ID: 0000-0003-0692-1276; О. Топоркова: ORCID ID: 0000-0003-0956-3638
Keywords
банки, індивідуальний кредитний ризик, Р2Р кредитування, ймовірність дефолту, оцінка, скоринг, фінансова криза, assessment, banks, individual credit risk, P2P lending, financial crisis, probability of default, scoring, КОІО, КЕМ (ДІІТ), КФОП (ДІІТ), КУФОАМБ
Citation
Бобиль В. В., Марценюк Л. В., Аберніхіна І. Г., Топоркова О. А. Визначення індивідуального кредитного ризику за P2P кредитами в умовах фінансової кризи. Ефективна економіка. 2022. № 9. DOI: https://doi.org/10.32702/2307-2105.2022.9.10.