Алгоритмы определения рейтинга дебиторов

Марширова Лариса Евгеньевна; Марширов Виктор Викторович

Book chapter

Алгоритмы определения рейтинга дебиторов

С. 109-115.

Марширова Л. Е., Марширов В. В.

The work is devoted to the problems of ranking of debtors in the conditions of the economic crisis. A methodology for determining the rating of debtors of the enterprise is developed. The methodology is based on the priority method, in which a pairwise comparison of the factors affecting the evaluation of debtors and a pair comparison of debtors for each factor are carried out. The results of approbation of the method are presented and recommendations on its use are formulated.

Language: Russian

Full text (PDF, 31.34 Mb)

Keywords: debtor priority method rating

In book

Состояние и перспективы развития современной науки: социально-экономические, естественно-научные исследования. Сборник статей IV Международной научно-практической конференции

Пенза: Приволжский дом знаний, 2017.

Arm's Length Method for Comparing Rating Scales

Hainsworth R., Karminsky A. M., Solodkov V. M. Financial Economics. FE. Высшая школа экономики, 2012. No. 01.

Investors are being encouraged after the global crisis to reduce their dependence on the largest credit rating agencies for risk assessments of companies and securities. Comparing risk assessments from different sources rapidly becomes non-trivial when more than three credit rating agencies are involved. We propose a method for comparing rating scales, and hence constructing correspondence diagrams and tables, thereby treating the rating scales used by different agencies as objects of study. Scales are compared by looking at sets of ratings assigned to similar entities (in this case banks) with the assumption that the risk being measured by each credit rating agency is the same for a given rated entity at a given point in time. Two ratings assigned by two credit rating agencies may differ for two reasons: the two agencies have different opinions about the relative positioning of the rated entity (e.g., issuer or security) with respect to the universe of other rated entities; both agencies position the rated entity with respect to the universe of other rated entities in the same way, but they use different symbols to represent this position. Type 1 differences should disappear when a large number of ratings are considered. The existence of type 2 differences will require a mapping from one rating scale to another. Studying international bank ratings for a five-year period shows that there are type 2 differences for the largest credit rating agencies. A mechanism for constructing mappings between scales could lead to more competition with new credit rating agencies.

Added: Aug 28, 2012

Handbook of Ratings: Approaches to Ratings in the Economy, Sports, and Society

Karminsky A. M., Polozov A. A. Switzerland: Springer, 2016.

Added: Sep 9, 2016

Качественное образование сегодня – качественная жизнь завтра

Гурьянова С. Ю. Качество. Инновации. Образование. 2012. № 6(85). С. 42-48.

The up-to-date problem of improvement of the quality of higher equation is discussed in the present article. Results of the world rating of the higher-educational institutions for 2011 and 2012 as well as its Russian positions are given by the QS research agency. «Strategy-2020» is being discussed (paragraph 10. Professional education). The author of the article shares with her experience in arrangement of original student work in the form of on-line study. The article deals with the thesis «High-quality education today is deserving life in the future».

Added: Nov 27, 2012

The multiplication of the credit rating agencies efforts under IRB approach

Karminsky A. M. Investment Management and Financial Innovations. 2012. Vol. 9. No. 4. P. 78-88.

This article conducts a study of multiplying the credit rating agencies efforts. These opportunities are practically important in connection with implementation of the IRB approach. The author considers Russian commercial banks as one of the main examples of using proposal methods, so in addition to literature overview the paper includes review of the Russian banking system and rating activities.

Firstly, the author discussed the rating scales mapping for comparison of rating estimations of different agencies. Then, he proposed the distance method with the connected extremum problem to find compatible mapping functions for rating scale correspondence.

Secondly, the paper considered the possibility of rating model system creation for financial institutions. The bank rating models in order logit interpretation are discussed simultaneously for resident (Russian) and non-resident institutions. In addition, the specification of bank models’ characteristics and their quality were considered for the three largest international rating agencies also as econometrical models for corporates and sovereign were presented.

The results reviewed can help to apply basic instruments for practical applications of such models to the risk management problems, which are based on the public information and remote estimation of ratings. Commercial banks and government financial regulators may be perspective consumers of the proposed methods.

Added: Mar 10, 2013

Способы стимулирования мотивации студентов к участию во внеучебной деятельности

Субиркина Н. Ю. М.: НИУ ВШЭ, 2016.

This article discusses ways to stimulate students' motivation to participate in extracurricular activities. The author points out the following forms of extra-curricular activities: administrative, informative and entertaining. The author proposes the scale of assessment of students for participation in extracurricular activities. These forms should be taken into account in the rating system of the student's academic achievement

Added: Oct 23, 2016

Депозит нотариуса как современный правовой инструмент обеспечения исполнения обязательств

Шмелев А. Н., Корсик К. А. Нотариус. 2013. № 7. С. 2-4.

The article concerns one of the types of notarial actions — taking into the notary’s deposit of monetary means and securities. The authors of the article make a conclusion regarding increase of topicality of this notarial action for subjects of civil turnover at present and propose the ways of legislative improvement thereof.

Added: Dec 8, 2013

Энциклопедия рейтингов: экономика, общество, спорт

Карминский А. М., Полозов А. А. М.: ИД "Форум", Инфра-М, 2016.

Added: Feb 16, 2016