НЕЙРОСЕТЕВАЯ СИСТЕМА ОЦЕНКИ ВЕРОЯТНОСТИ БАНКРОТСТВА БАНКОВ
Object of this research is the Russian banking system. The work purpose – creation of the comput-er program of an assessment of probability of bankruptcies of banks because of revocation of li-cense of banks and use of this system as mathematical model for detection of some regularities of the Russian bank sphere. The instrument of researches – the neural networks trained and tested on materials of financial statements of the Central Bank of the Russian Federation. After detection and removal of emissions the error of testing (generalization) of the trained and optimized of neu-ral network made 6,3% of statistical data. Researches of subject domain were carried out by carry-ing out virtual computer experiments during which calculations by means of a neural network were made at change of one of fifteen input parameters characterizing banks while other parame-ters remained the invariable. A number of regularities of studied subject domain is as a result was revealed. The conclusion was that increase of coefficient of long-term liquidity positively influ-ences for bank activity, however, there are a certain level when increase of this indicator increases probability of bankruptcy of bank. The organizational and legal form of bank, and also the status of the city in which the bank is located has essential impact on success of its functioning. Howev-er this influence is ambiguous and in each case can be shown differently, depending on a set of other parameters of bank and its activity. The example of use of the developed neuronetwork sys-tem for development of recommendations about decrease in probability of bankruptcy of one of banks is given. The created intellectual system of forecasting of probability of bankruptcy of banks can be used for an assessment of risks of the interbank credits, for carrying out internal au-dit, and also for support of the decision-making, directed on improvement of activity of banks.
Though the service sector is growing rapidly in the emerging markets, including Russia, the quality of services is still low in comparison with the developed countries. Thus, organizations should implement strategic services management and create a customer-oriented culture. To analyze the role of customer orientation in the service sector in Russia, banking industry is considered. Based on the data collection of fifty largest banks it is determined that only thirty percent of the sample declares customer orientation as a corporate value. The calculation of corporate value index demonstrated that banks pay less attention to customer focus and more frequently mention effectiveness, trust, teamwork, and openness as the main values. An analysis of required skills and competencies of employees also demonstrated that customer orientation is not one of the main requirements to personnel in Russia.
This is a common practice to analyze company performance based on financial results, linkage to the strategy, or analysis of human resources related indicators, such as productivity, employee engagement, etc.. The recent research, conducted in January – June, 2012 among Russian top banks was directed to measure the influence of publicly declarative corporate values and codes of ethics on performance. Based on the analysis of annual and social reports of Russian banks core corporate values were determined. To numerically quantify corporate values CV – Index (corporate value index) was calculated. The research found out statistically significant evidence that corporate values (CV-Index) positively correlates with net profit of top banks.
These empirical findings suggest that corporate ethics is vital for management of banks in emerging markets.
Problems: 1) complexities of an estimation of legitimacy of actions of heads of the credit organization («Risk business»); 2) high degree blanket norms of criminal law; 3) absence of an accurate regulation of the civil-law mechanisms directed on protection of interests of creditors of the credit organizations, and, as consequence, 4) impossibility of an establishment of special norms it is criminally-legal protection right creditors of the credit organizations, in view of accecorn the nature criminally-rules of law.
In article the approach to increase of efficiency of activity of banks at the expense of optimisation of quantity of operators is considered. At the heart of the approach is the mathematical model of activity of the operators, developed on the basis of the theory of mass customer service.
Analysis of the economic value of financial analysts' forecasts is based on the target prices issued by 9 leading analysts for 6 most liquid stocks on the Russian market in 2006-2010. The key idea is to replicate representative investor's behavior by using analysts' forecasts to construct portfolios and subsequently track the performance of these portfolios. The key finding of the research is that analysts' forecasts are in general valuable. It is also shown that western analysts' forecasts are only valuable under favorable market conditions, while local players issue better forecasts under the circumstances of global financial crisis.
The Conference is traditionally focused on the actual problems in the field of Soft Computing and Measurement. Twenty third SCM Conferences, which took place in remote format in Zoom conference room of ETU “LETI”, during the previous years revealed great interest of both Russian and international researchers in this topic. Organizing and hosting the 2020 XXIII International Conference on Soft Computing and Measurements (SCM) in Russia is of great value for exchange of research ideas and practical results in this field, for discovering new problems and development trends, for development of new effective information systems targeted on solving complex practical problems. During the SCM-2020 Conference sessions, it is expected and planned to discuss a wide range of issues: uncertainty in measurements and computations, probabilistic methods of information processing, modeling of systems, control of complex objects under uncertainty, neural computing networks, genetic algorithms and their applications, methods and tools for development of expert and decision-making support systems, intellectual measuring systems, new approaches in measurement – fuzzy and soft measurement.
This proceedings bring together contributions from researchers from academia and industry to report the latest cutting edge research made in the areas of Fuzzy Computing, Neuro Computing and hybrid Neuro-Fuzzy Computing in the paradigm of Soft Computing. The FANCCO 2015 conference explored new application areas, design novel hybrid algorithms for solving different real world application problems. After a rigorous review of the 68 submissions from all over the world, the referees panel selected 27 papers to be presented at the Conference. The accepted papers have a good, balanced mix of theory and applications. The techniques ranged from fuzzy neural networks, decision trees, spiking neural networks, self organizing feature map, support vector regression, adaptive neuro fuzzy inference system, extreme learning machine, fuzzy multi criteria decision making, machine learning, web usage mining, Takagi-Sugeno Inference system, extended Kalman filter, Goedel type logic, fuzzy formal concept analysis, biclustering etc. The applications ranged from social network analysis, twitter sentiment analysis, cross domain sentiment analysis, information security, education sector, e-learning, information management, climate studies, rainfall prediction, brain studies, bioinformatics, structural engineering, sewage water quality, movement of aerial vehicles, etc.
This paper presents a pattern behavioral analysis of 100 largest Russian commercial banks by total assets during an eight- year period: from the first quarter of 1999 to the second quarter of 2007. Bank performance indicators are analyzed. Structural similarities in the development of the banks are examined. A cluster analysis is applied to determine banks with a similar structure of operations. This analysis allows to estimate how the structure of the Russian banking system has been changing over time. In particular, it allows to identify prevailing patterns in the behavior of Russian commercial banks and to analyze the stability of their position in a particular pattern.
The paper examines the structure, governance, and balance sheets of state-controlled banks in Russia, which accounted for over 55 percent of the total assets in the country's banking system in early 2012. The author offers a credible estimate of the size of the country's state banking sector by including banks that are indirectly owned by public organizations. Contrary to some predictions based on the theoretical literature on economic transition, he explains the relatively high profitability and efficiency of Russian state-controlled banks by pointing to their competitive position in such functions as acquisition and disposal of assets on behalf of the government. Also suggested in the paper is a different way of looking at market concentration in Russia (by consolidating the market shares of core state-controlled banks), which produces a picture of a more concentrated market than officially reported. Lastly, one of the author's interesting conclusions is that China provides a better benchmark than the formerly centrally planned economies of Central and Eastern Europe by which to assess the viability of state ownership of banks in Russia and to evaluate the country's banking sector.
The paper examines the principles for the supervision of financial conglomerates proposed by BCBS in the consultative document published in December 2011. Moreover, the article proposes a number of suggestions worked out by the authors within the HSE research team.