Modeling the assessment of credit risk losses in banking

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dc.contributor.authorLarionova, Каterina
dc.contributor.authorDonchenko, Tetyana
dc.contributor.authorOliinyk, Andriy
dc.contributor.authorKapinos, Hennadii
dc.contributor.authorSavenko, Oleg
dc.contributor.authorBarmak, Olexander
dc.date.accessioned2024-10-03T09:32:29Z
dc.date.available2024-10-03T09:32:29Z
dc.date.issued2020
dc.description.abstractThe article develops a model of credit risk assessment within the scope of the variability concept that can be used for verification of new methods for borrowers’ credit capacity estimation, the acceptable level of credit risk forecasting and its early prediction. It is aimed to be used during the automated banking systems development. The proposed model of credit risk assessment has been tested on the basis of the data from one of the Ukrainian banks. To determine the adequacy of this model has been proved by the comparison analysis of the proposed model with the results obtained by the National Bank of Ukraine methodology.
dc.identifier.citationLarionova K. Modeling the assessment of credit risk losses in banking / K. Larionova, T. Donchenko, A. Oliinyk, H. Kapinos, O. Savenko, O. Barmak // Special Edition of International Conference on Monitoring, Modeling &Management of Emergent Economy (M3E2-MLPEED 2020) at CEUR WorkshopProceedings, vol. 2713 (http://ceur-ws.org/Vol-2713/), 2020. p. 187-203 (стаття проіндексована у Google Scholar і наукометричній базі Scopus).URL: https://ceur-ws.org/Vol-2713/paper14.pdf
dc.identifier.urihttps://elar.khmnu.edu.ua/handle/123456789/16873
dc.language.isoen
dc.publisherSpecial Edition of International Conference on Monitoring, Modeling &Management of Emergent Economy (M3E2-MLPEED 2020) at CEUR WorkshopProceedings
dc.subjectcredit risk
dc.subjectdefault risk
dc.subjectcredit portfolio
dc.subjectrisk management
dc.titleModeling the assessment of credit risk losses in banking
dc.typeСтаття
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Кафедра фінансів, банківської справи, страхування та фондового ринку