Verification of the fulfilment of the purposes of Basel II, Pillar 3 through application of the web log mining methods

M. Munk, A. Pilková, Martin Drlík, J. Kapusta and P. Švec
Additional contact information
M. Munk: Katedra informatiky, Fakulta prírodných vied, Univerzita Konštantína Filozofa v Nitre, Tr. A. Hlinku 1, 949 74 Nitra, Slovenská republika
A. Pilková: Katedra informatiky, Fakulta prírodných vied, Univerzita Konštantína Filozofa v Nitre, Tr. A. Hlinku 1, 949 74 Nitra, Slovenská republika
Martin Drlík: Katedra informatiky, Fakulta prírodných vied, Univerzita Konštantína Filozofa v Nitre, Tr. A. Hlinku 1, 949 74 Nitra, Slovenská republika
J. Kapusta: Katedra informatiky, Fakulta prírodných vied, Univerzita Konštantína Filozofa v Nitre, Tr. A. Hlinku 1, 949 74 Nitra, Slovenská republika
P. Švec: Katedra informatiky, Fakulta prírodných vied, Univerzita Konštantína Filozofa v Nitre, Tr. A. Hlinku 1, 949 74 Nitra, Slovenská republika

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2012, vol. 60, issue 2, 217-222

Abstract: The objective of the paper is the verification of the fulfilment of the purposes of Basel II, Pillar 3 - market discipline during the recent financial crisis. The objective of the paper is to describe the current state of the working out of the project that is focused on the analysis of the market participants' interest in mandatory disclosure of financial information by a commercial bank by means of advanced methods of web log mining. The output of the realized project will be the verification of the assumptions related to the purposes of Basel III by means of the web mining methods, the recommendations for possible reduction of mandatory disclosure of information under Basel II and III, the proposal of the methodology for data preparation for web log mining in this application domain and the generalised procedure for users' behaviour modelling dependent on time. The schedule of the project has been divided into three phases. The paper deals with its first phase that is focusing on the data pre-processing, analysis and evaluation of the required information under Basel II, Pillar 3 since 2008 and its disclosure into the web site of a commercial bank. The authors introduce the methodologies for data preparation and known heuristic methods for path completion into web log files with respect to the particularity of investigated application domain. They propose scientific methods for modelling users' behaviour of the webpages related to Pillar 3 with respect to time.

Keywords: web log mining; user behaviour model; multinomial logit model; Basel Accords (search for similar items in EconPapers)
Date: 2012
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://acta.mendelu.cz/doi/10.11118/actaun201260020217.html (text/html)
http://acta.mendelu.cz/doi/10.11118/actaun201260020217.pdf (application/pdf)
free of charge

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mup:actaun:actaun_2012060020217

DOI: 10.11118/actaun201260020217

Access Statistics for this article

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis is currently edited by Markéta Havlásková

More articles in Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis from Mendel University Press
Bibliographic data for series maintained by Ivo Andrle ().