Integration Of Mathematical Tools In Banks' Modelling Rating

Dmytro Stashchuk
Additional contact information
Dmytro Stashchuk: Kyiv National Economic University named after Vadym Hetman

Ukrainian Journal Ekonomist, 2013, issue 6, 22-25

Abstract: The article analyses current banks rating market. Basic problems of coverage bank ratings are discovered and an integrated approach to solving them is proposed, using mathematical rating models. The paper describes how to use mathematical and econometric tools for the purpose of banks rating analysis. The research approach is generic and can have different versions depending on the mathematical skills of an analyst and the software in use. However, these principles, the steps should remain unchanged. Using the model will overcome the information asymmetry by making decisions about setting limits on operations, optimizing interest rates, default probabilities clarification, correction in the calculation of reserves, the management by Balanced Scorecard, the formulation of strategic initiatives and others.

Date: 2013
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:uje:journl:y:2013:i:6:p:22-25

Access Statistics for this article

Ukrainian Journal Ekonomist is currently edited by Vadym Bardas'

More articles in Ukrainian Journal Ekonomist from Yuriy Kovalenko
Bibliographic data for series maintained by Vadym Bardas' ().