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Abstract
In the context of ongoing banking transformation driven by digitalization,
regulatory reforms, and increasing financial risks, ensuring the quality of banks’ credit
portfolios has become a critical priority for financial stability and sustainable economic
development. This study examines the key directions and mechanisms for improving
credit portfolio quality under conditions of structural and institutional transformation
in the banking sector. The research focuses on the impact of modern risk management
systems, credit assessment technologies, portfolio diversification strategies, and
regulatory compliance on credit portfolio performance. Particular attention is paid to
the role of digital credit scoring models, early warning systems, and non-performing
loan management practices in reducing credit risk and enhancing asset quality. Using
analytical and comparative methods, the study evaluates existing approaches to credit
portfolio management and identifies their limitations in the context of transitional
banking systems. The findings demonstrate that improving credit portfolio quality
requires an integrated approach combining technological innovation, institutional
reforms, enhanced supervision, and strategic credit policy adjustments. The results of
the study contribute to the development of practical recommendations for commercial
banks and policymakers aimed at strengthening financial resilience, increasing credit
efficiency, and supporting long-term economic growth in transforming banking
environments.
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