MANAGEMENT OF THE RISK-REVENUE RELATION OF THE BANK’S CLIENT BASE
The article proposes to consider the risk-revenue relation of the customer base of the commercial Bank, as well as management capabilities specified relation based on the risk preference of the Bank. The analogy between the customer base of the Bank and the securities portfolio. Discusses the possibility of using approaches to the formation of optimal portfolio of securities to form optimal customer base. Provides a separate mathematical models, allowing to create the optimal customer base on the basis of historical data about the risk and profitability of individual customer groups, and taking into account the existing structure of the customer base. Simulated various situations in which a Bank has a need for restructuring of its customer base taking into account external and internal risk factors.