Optimization in establishing of a credit portfolio formation based on conformity of urgent active-passive structure of the commercial bank

Optimization in establishing a credit portfolio is described. It is based on coordination of urgent active-passive structure of the commercial bank. The comparative analysis of the existing methods to solve such a problem has been performed. There are proposed six strategies, which allow to transform a temporary structure of actives and passives to coordinated format at the point of formation of credit portfolio. The new models for the formation of credit portfolio of any commercial bank are proposed.