Management of potentially problematic assets as a factor of commercial bank value growth

The article deals with the problems of a commercial bank associated with the quality of the loan portfolio. Using Sberbank as an example, the author explores the relationship between the quality indicators of the loan portfolio of corporate borrowers and the value of the bank, the possibility of improving the process of managing potentially problem debt, based on an inventory of the loan portfolio and assessing the economic efficiency of methods of working with high-risk assets. It is proposed to quantitatively assess the level of risk of the selected model of working with problem assets by using the Monte-Carlo method.