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 testing of hypotheses about the influence of various dividend policy options on the value of oil and gas companies in emerging markets. Comparison actual value of the company according to market data and theoretical (intrinsic) value of the company.
статья, добавлен 17.06.2021История становления микрофинансирования в беднейших странах. Развитие микрокредитования и микрофинансовых организаций в зарубежных странах. Опыт функционирования "Grameen Bank" в государстве Бангладеш. Роль микрофинансирования в развитии малого бизнеса.
статья, добавлен 20.09.2018Consideration of technological innovations as the driving force of development, the main optimization technology, with high growth rates of industrial enterprises. Assessment of the profitability and risks of Chinese shares, recommendations to investors.
дипломная работа, добавлен 10.08.2020More incomes have increased a demand for investments in order to bring in more income above their regular income. The employment opportunities gave rise to increasing incomes. Awareness of financial assets and has led to the ability of people to save.
статья, добавлен 11.02.2021Понятие мирового финансового рынка и его участники, основные тенденции. Частные и институциональные инвесторы. Сущность и особенности хедж-фондов, подходы к оценке и типы их операционных рисков. Анализ достаточности капитала. Методика Value-at-Risk.
дипломная работа, добавлен 15.04.2013Insurance companies - the leading financial intermediaries that meet the requirements of modernity and go beyond the core business. Taking into account the features of each participant - the task of the project manager of the financial supermarket.
статья, добавлен 01.01.2019Studies of personal remittances sent to Ukraine from abroad in the period from 1996 to 2016, according to the World Bank. The importance of remittances for families of Ukrainian labor migrants and for the state. Funds received from banking institutions.
статья, добавлен 06.10.2018Управление финансовыми рисками. Value-at-Risk (VaR) как мера максимального потенциального изменения стоимости портфеля финансовых инструментов. Характеристика основных методов вычисления VaR. Сравнение точности и скорости разных методов вычисления VaR.
статья, добавлен 10.08.2018The paper substantiates the necessity of classification of tax disputes and proves its scholarly importance and practical relevance. Approaches to the classification of tax disputes are investigated and common features are singled out on the review.
статья, добавлен 14.03.2021The main problems in the investment manager: get additional benefits, avoidance of risk. Features of the decision on capital investment: assessing the company's budget, marketing research, the results of the audit. Evaluation of budget expenditures.
презентация, добавлен 02.08.2013Оценка показателей кредитного риска посредством RAROC (Risk-Adjusted Return on Capital). Учет изменений качества и рискованности портфеля. Необходимость включения показателя управления качеством портфеля в процесс бизнес-планирования организации.
статья, добавлен 28.06.2018Сущность хозяйственного риска организации и причины его возникновения. Финансовые инструменты управления рисками организации. Основные направления и методы расчета финансового риска: теоретический аспект. Value-at-risk: методика расчета рыночного риска.
дипломная работа, добавлен 22.07.2017The necessity of mobilizing all the government revenues in order to absorb debts. Economical methods of administrating which can provide close ties between the common national interests, economic power and commercial interests of the economical units.
статья, добавлен 20.08.2020The principles of the functioning of financial markets in the context of globalization. Trends in capital flows in the world today. Risk evaluation in the banking sector of Ukraine. Impact of financial crisis on the living standards of the population.
статья, добавлен 25.03.2016The concepts of Markowitz`s portfolio theory. The way to find the value of a risky security to add a premium for risk to the pure rate of interest. The followings from the relation between the variance of the return of a portfolio and of its securities.
статья, добавлен 11.08.2013Advantages and risks of legal activity of the cryptocurrency market in Ukraine. The impact of the legalization of cryptocurrencies on the environment and the economy. Risks of cryptocurrency turnover compared to traditional money. Ways to reduce them.
статья, добавлен 24.02.2024The essence of the information function of finance, based on economic basis. Awareness of the immanence of this function in relation to financing as a basis for an effective search for ways to optimize financial relations, minimize asymmetries and risks.
статья, добавлен 27.10.2016Objectives of the pension system. Individual objectives. Public policy objectives. Pillars of the pension system. Defined benefit, defined contribution, notional defined contribution. non-actuarial fairness. Market failure. Impact of the pension system.
статья, добавлен 27.08.2016The analysis of factors, conditions that affect the attractiveness of mining investment in Poland. Political risk, institutions and foreign direct investment. Measurement of competitive advantages and market attractiveness for strategic controlling.
статья, добавлен 30.11.2020Ознайомлення з уявленнями про зміст та сутність операційної системи інвестиційно-будівельного проекту, як мобільного підприємства. Дослідження й аналіз взаємозв’язків між основними діагностичними бізнес-індикаторами інвестиційного будівельного проекту.
статья, добавлен 25.12.2017It brings forth the scheme of the business process arising during conclusion of the leasing agreement, describes phased steps of all participants in the leasing. It offers a set of measures to change the legislation in order to develop the leasing market.
статья, добавлен 04.08.2021Essence, main points and classification of Capital markets. Difference between Money Markets, Capital Markets and regular bank lending. Market participants. The main trading room of the Tokyo Stock Exchange. New issuance, Investment strategies, Taxation.
эссе, добавлен 22.08.2013Major problems of corporate finance in the telecommunications sector and the creation of modern economic thinking. Characteristics of deep and complex understanding of economic issues and financial performance management sectors of the Ukrainian economy.
учебное пособие, добавлен 11.10.2014- 124. Метод Альтмана
Уравнение надежности "Z score model". Модель "ZETA" и другие исследования. Корректировка методик предсказания банкротства с учётом специфики отраслей. Пример расчета вероятности наступления банкротства организации и заполнение финансовой отчетности.
реферат, добавлен 19.01.2014 Research of the main activities related to the state's regulatory policy and public interest. Features of the process of concluding bilateral investment agreements designed to level out possible risks and guarantee the inviolability of foreign assets.
статья, добавлен 04.07.2022