Проектный подход к управлению проблемными ипотечными кредитами: сравнительный анализ Европы и Азии

В условиях усиления макроэкономической нестабильности и роста кредитных рисков особую актуальность приобретает анализ факторов формирования проблемных ипотечных кредитов в банковской системе. Данное исследование направлено на разработку и предложение концептуальной проектной модели управления проблемной задолженностью (NPL), которая рассматривает управление проблемными ипотечными кредитами как интегрированный проектный цикл. Методологическую основу исследования составляют методы описательной статистики, корреляционного анализа и множественного регрессионного моделирования. Эмпирическую базу исследования составляют данные, собранные из Бюро национальной статистики и Национального банка Республики Казахстан за период 2020–2024 гг., включая показатели доходов населения, валового внутреннего продукта, уровня инфляции, процентных ставок, объема депозитов и просроченной задолженности. Результаты анализа показывают, что средний уровень проблемных кредитов в Европейском союзе снизился с 2,6% в 2020 г. до 1,9% в 2024 г., что отражает повышение эффективности систем управления кредитным риском. В странах Центральной Азии уровень проблемных кредитов в Казахстане сократился с 6,9% в 2020 г. до 3,1% в 2024 г., что свидетельствует о частичном улучшении качества кредитного портфеля, однако сохраняется чувствительность к росту ипотечного кредитования. Перспективы дальнейших исследований включают эмпирическую проверку модели на основе кейс-исследований банков развивающихся рынков, количественную оценку ее влияния на показатели кредитного портфеля, а также адаптацию подхода к другим сегментам кредитования, не связанным с ипотекой. 

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