Clustering of the Federal Subjects of the Russian Federation by Deposit Risk Level

Lunyakova, N.A.; Lavrushin, Oleg; Lunyakov, Oleg

doi:10.17059/2018-3-26

Cited by 7 publications

(4 citation statements)

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“…Н.А. Лунякова делает вывод, что «актуальность поднимаемых вопросов и достаточно пристальное внимание научного сообщества к вопросам обеспечения открытости (прозрачности) служит основой для расширения научных исследований» [13].…”

Section: результаты исследованияunclassified

Digital Budget for Citizens as a Mechanism for Implementing the Principle of Transparency (Openness)

Melentyeva

2023

Academic Law Journal

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The article discusses some legal aspects of the implementation of the principle of transparency, enshrined in Article 36 of the Budget Code of the Russian Federation in the framework of the digital budget for citizens. The key points of the openness of the budget and the budget process at the Russian and international levels in the field of digital technologies are analyzed. The process of digital globalization makes it possible to quickly and accurately convey updated information about the budget and its processes to a wide range of people. It is emphasized that it is necessary to identify the best ways to popularize information web resources to convey information about the budget to the public by analogy with the popularization of public services carried out on the recommendation of the Ministry of Digital Development, Communications and Mass Communications of the Russian Federation. The author investigates digital technologies in the budget process in certain foreign countries and analyzes their indices of openness of budget data to the public. The author substantiates the conclusion about the need to improve the efficiency of the digital budget mechanism along with increasing the legal awareness of citizens and their budget literacy.

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Section: результаты исследованияunclassified

Digital Budget for Citizens as a Mechanism for Implementing the Principle of Transparency (Openness)

Melentyeva

2023

Academic Law Journal

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“…• the method of ratios [4]- [7], based on financial indicators of 20 coefficients for assessing profitability, liquidity and credit risks characterizing the credit portfolio quality; • scenario approach (or stress testing) [8]- [11], aimed at modeling various scenarios of changes in the state and structure of the credit portfolio. The sensitivity of the bank to risk factors is analyzed.…”

Section: Credit Processes In the Russia: The Macroeconomic Conditmentioning

confidence: 99%

Mechanism and Model for Decision-Making in Credit Risk Management

Orlova¹

2019

Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019)

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The article deals with the problem of risk reduction of the banks, credit portfolio. The new mechanism for credit portfolio quality management is proposed, featuring a combination of quantitative and qualitative criteria for assessing the credit portfolio quality and its monitoring. This mechanism supports decision-making on approving or rejecting a credit application in accordance with the permissible risk factors values. The model for optimization of the credit portfolio structure is developed. It provides an optimal ratio of long-term and short-term credits and ensures the maximum of the credit portfolio profitability under various credit policies.

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“…The method of ratios [13][14][15][16], based on financial indicators of about 20 coefficients for assessing profitability, liquidity, and credit risk;…”

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confidence: 99%

Methodology and Models for Individuals’ Creditworthiness Management Using Digital Footprint Data and Machine Learning Methods

Orlova

2021

Mathematics

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This research deals with the challenge of reducing banks’ credit risks associated with the insolvency of borrowing individuals. To solve this challenge, we propose a new approach, methodology and models for assessing individual creditworthiness, with additional data about borrowers’ digital footprints to implement comprehensive analysis and prediction of a borrower’s credit profile. We suggest a model for borrowers’ clustering based on the method of hierarchical clustering and the k-means method, which groups actual borrowers having similar creditworthiness and similar credit risks into homogeneous clusters. We also design the model for borrowers’ classification based on the stochastic gradient boosting (SGB) method, which reliably determines the cluster number and therefore the risk level for a new borrower. The developed models are the basis for decision making regarding the decision about lending value, interest rates and lending terms for each risk-homogeneous borrower’s group. The modified version of the methodology for assessing individual creditworthiness is presented, which is to reduce the credit risks and to increase the stability and profitability of financial organizations.

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Clustering of the Federal Subjects of the Russian Federation by Deposit Risk Level

Cited by 7 publications

References 0 publications

Digital Budget for Citizens as a Mechanism for Implementing the Principle of Transparency (Openness)

Digital Budget for Citizens as a Mechanism for Implementing the Principle of Transparency (Openness)

Mechanism and Model for Decision-Making in Credit Risk Management

Methodology and Models for Individuals’ Creditworthiness Management Using Digital Footprint Data and Machine Learning Methods

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