Prognostication of bank credit portfolios in the Central and Eastern European countries under the conditions of instability of the global financial system

The article carries out a prognostication of the bank credit portfolios in the Central and Eastern European countries with application of the loglinear autocorrelation model, which allows to assess credit capability of the bank systems of the countries under investigation and to develop recommendations for bank credit portfolios management under the conditions of instability of the global financial system.