This book contains a selection of papers accepted for the presentation and discussion at the 2018 International Conference on Digital Science (DSIC’18). This Conference had the support of the Institute of Certified Specialists, Russia, AISTI (Iberian Association for Information Systems and Technologies), and Springer. It will take place Convention Centre, Budva, Montenegro, October 19-21, 2018.
DSIC’18 is an international forum for researches and practitioners to present and discuss the most recent innovations, trends, results, experiences, and concerns in the several perspectives of Digital Science. The main idea of this Conference is that the world of science is united allowing all scientists/practitioners to be able to think, analyze, and generalize their thoughts.
DSIC aims efficiently to disseminate original research results in natural, social, art, and humanities sciences. An important characteristic feature of the Conference should be the short publication time and worldwide distribution. This Conference enables fast dissemination, so conference participants can publish their papers in print and electronic format, which is then made available worldwide and accessible by numerous researchers.
The Scientific Committee of DSIC’18 was composed of multidisciplinary group of 26 experts. One hundred and seven invited reviewers who are intimately conceded with Digital Science have had the responsibility for evaluating, in a “double-blind review” process, the papers received for each of the main themes proposed for the Conference: Digital Art and Humanities; Digital Economics; Digital Education; Digital Engineering, Digital Environmental Sciences; Digital Finance; Business and Banking; Digital Media; Digital Medicine; Pharma and Public Health; Digital Public Administration; Digital Technology and Applied Sciences.
DSIC’18 received 88 contributions from 16 countries around the world. The papers accepted for the presentation and discussion at the Conference are published by Springer (this book) and will be submitted for indexing by ISI, SCOPUS, among others.
This paper suggests an algorithm for stress testing of the credit risk of a Russian commercial bank, intended for use by investors and bank customers to assess the bank’s financial stability under stressful scenarios. Indicator of bank losses in this work is the indicator “loan loss provision”. An algorithm is proposed that describes the bank’s cash flows in stressful situations, taking into account the demand function for the loans of the analyzed bank, the bank’s availability of the necessary capital to increase the loan portfolio, and the availability of a sufficient amount of liquid to cover losses.