A practical approach to validation of credit scoring models
The implementation of the Third Basel Accord raises many technical issues regarding the validation of credit risk models. Bank regulators will to testing model validation processes in order to examine the predictive accuracy of banks’ credit scoring.
Подобные документы
The main advantages of unstructured text data, their use in the political and economic areas. Research of connection between the online-news headlines and the activities of the financial market. Using of linear regression models for predicts log-returns.
курсовая работа, добавлен 28.08.2016Analysis of the period of company take over in terms of risk-return trade off. Description of the model used to analyze the volatility of stock returns. Exploration of dependence the volatility of stock return on the type of the acquiring company.
дипломная работа, добавлен 30.07.2016This article presents selected legal and economic issues concerning inheritance and gift tax. The aim of the article is to present legal solutions within the scope of the indicated tax and its importance in the income of communes in modern Poland.
статья, добавлен 25.01.2022Study of the level of manipulation of Hungarian corporate financial statements using the eight-variable Benisch M-score model for the period 2017–2021. Comparative analysis of the UM/LM ratio for a number of regions according to financial statement data.
статья, добавлен 04.09.2024Analysis of the damage caused to China's SMEs by the epidemic, characterization of regulatory support measures for SMEs and an assessment of their effectiveness. The tools of support that were offered by the People's Bank of China were considered.
статья, добавлен 11.02.2021Carrying out a comprehensive follow-up of the public-political investment (crowdfunding) as a technology of social investment and spivfinance. Vivchennya of conceptual ambushes and mechanisms of practical implementation of the public-political spillover.
статья, добавлен 27.03.2023Description of the financial system in Turkey, meeting with the most famous non-bank financial institutions. Consideration of the basic forms of life insurance. Features of the three types of financial companies in Turkey: sales, consumers, and business.
реферат, добавлен 30.06.2014Financing sources formation of the agricultural enterprises’working assets and the conditions of use of various finance management models of working assets, their main advantages and disadvantages for the enterprises of the agro-industrial complex.
статья, добавлен 12.10.2018Application of foreign experience in the implementation of electronic settlements in the Republic of Kazakhstan. Principles and mechanism of legal regulation of cryptocurrency. Assessment of liquidity of virtual currencies. Securing Bitcoin transactions.
статья, добавлен 25.02.2021The importance of financial reform to ensure financial sustainability of cultural and art institutions in Uzbekistan in a market economy, the main tasks in its implementation. The profitability index of financial reform of cultural and art institutions.
статья, добавлен 10.10.2024Directions of developing a strategy for the development of financial stability of agrarian enterprises. Development of an algorithm for the implementation of their financial development strategy, taking into account the specifics of economic activity.
статья, добавлен 15.10.2023- 87. История доллара
Изучение истории возникновения и развития американского доллара - валюты Соединенных Штатов Америки. Обобщение существующих версий появления знаменитого знака доллара. Значение соглашения Plaza Accord для истории доллара. Причины обесценивания в XXI в.
реферат, добавлен 09.05.2012 Principles of organization of financial security of the company, which are necessary for the construction of a mechanism for reducing corporate financial risks. An exemplary portfolio of financial risks that may arise in the main areas of the enterprise.
статья, добавлен 01.09.2018Concept and types of financial investments, classification. Definition of criteria and ways of risk analysis. World experience of attracting investments. Ways of improvement of the mechanism of attracting investments into the economy of Kazakhstan.
курсовая работа, добавлен 13.08.2017Analysis of the use of European experience in shaping China's regional financial policy. Features of the development of the banking system in a planned economy. The history of the National bank. The importance of investment in business development.
статья, добавлен 19.02.2021Research and systematization corresponding methods and tools in the context of investment monitoring, with an emphasis on the level of financial development. Аssessing the financial health of corporations. Entrepreneurial risk, bankruptcy predicting.
статья, добавлен 03.02.2021The distribution of basic indicators (turnover, calculation and payment) of VAT payers. Tax evasion risks of VAT payers. Selection of VAT payers with the help of calculation of the indicator the risk of evasion of VAT payers with the purpose of the audit.
статья, добавлен 28.09.2016Model study in the form of a global game, in which tax compliance depends on two groups of variables. The value of the government authorities to ensure compliance with the tax control. The probability of compliance, resulting in a decision model.
магистерская работа, добавлен 26.08.2016The problem with estimating the long range dependence. Motivation for long memory. Long memory VS structural breaks. Markov switching model. Generating the same statistical properties as the long memory model during processing with structural breaks.
статья, добавлен 26.01.2017Дослідження питання еквівалентності вибору раціональної структури портфеля фінансових активів на основі класичного методу Марковіца та методу мінімізації Value-at-Risk портфеля. Підходи вибору структури портфеля фінансових активів, їх еквівалентність.
статья, добавлен 30.07.2016The review of banking sector of the United Kingdom (AAA/Stable/A-1+ unsolicited ratings) under updated Banking Industry Country Risk Assessment (BICRA) methodology. Peer BICRA scores. Analysis of government support of banking system in United Kingdom.
реферат, добавлен 19.11.2012The theory of random walks in stock prices actually involves two separate hypotheses: successive price changes are independent, and the price changes conform to some probability distribution. Implications of independence the bachelier-osborne model.
статья, добавлен 09.09.2012Researching the value of analysts' recommendations and identifying a market in which analysts have more predictive power. Studying the degree of reaction of stock prices to a specific recommendation. The appearance of abnormal returns on a security.
дипломная работа, добавлен 10.12.2019The relationship between sovereign ratings and eurobond returns. Return volatility as the dependent variable, control, announcements of rating events, stationarity checks. Panel regression model. Empirical model for the Russian sovereign debt market.
дипломная работа, добавлен 14.08.2016The research intends to utilize a method to provide empirically the impact of financial crises in Lithuania, Austria and Kazakhstan, using dummy variable, non-Linear exponential model, Generalized autoregressive conditional heteroskedasticity model.
статья, добавлен 26.06.2018