CASPIAN JOURNAL
MANAGEMENT AND HIGH TECHNOLOGIES
The system analysis of factors and processes of decision-making at control over commercial bank projects portfolio in the environment of information and telecommunication technologies development
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Read | Usmanova Z.A., Khanova A.A. The system analysis of factors and processes of decision-making at control over commercial bank projects portfolio in the environment of information and telecommunication technologies development // Caspian journal : management and high technologies. — 2017. — №2. — pp. 58-71. |
Usmanova Z.A. - post-graduate student, Astrakhan State Technical University, 16 Tatishchev St., Astrakhan, 414056, Russian Federation, zlata.usmanova@yandex.ru
Khanova A.A. - Doct. Sc. (Engineering), Associate Professor, Astrakhan State Technical University, 16 Tatishchev St., Astrakhan, 414056, Russian Federation, akhanova@mail.ru
This article is devoted to the effective management problem of formation process for commercial bank projects portfolios (CBPP), under the conditions of comprehensive development of information and telecommunication technologies. Decomposition problem of CBPP formation in the form of the consecutive actions algorithm, reflecting the choice from a set of alternatives for projects content and structure, is presented. The authors define the structure and system interrelations between components of CBPP and their characteristics. The subject domain is presented in the form of set-theoretic model of projects portfolio used in the commercial bank. Strategies of development for leading commercial banks of Russia are investigated. The strategic goals characteristic of typical banks are defined. It is shown that formalization of strategic objectives involves finding of system interrelations between elements of the goals. The detailed description of CBPP formalization, strategic objectives, passports, indicators types, bank projects types is given. The project indicators are systematized, and the order of their assessment, which can be carried out by the expert or the analytical way, is considered. The article also considers criteria for CBPP evaluation (balance, risk, synergy). The initial condition of CBPP, consisting of a set of possible projects options with the best values, satisfying the restrictions, is defined. The authors consider the CBPP target condition, which is the portfolio with the maximum level of evaluation criteria. The CBPP structural and functional model is developed.
Key words: портфель проектов, коммерческие банки, управление, сбалансированность, системный анализ, теоретико-множественная модель, стратегические цели, информационные технологии, экспертные оценки, риски, синергия, project portfolio, commercial banks, management, b