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Разработка рейтинговой системы оценки кредитного риска физических лиц. Кредитный скоринг
С. 332-333.
Polishchuk F., Romanov A.
In book
М. : МИЭМ НИУ ВШЭ, 2016
Filipenkov N., Siddiqi N., Akhadov A., Risk and Compliance 2019 No. JAN-MAR P. 3-14
The New Age of Credit Scoring and Decisioning ...
Added: January 16, 2019
Romanyuk K., Экономические науки 2015 № 125 С. 109-116
Рассмотрен вопрос информативности оценки кредитоспособности физических лиц, получаемой банком при использовании методов кредитного скоринга для принятия управленческих решений, например дифференциации цены кредита. Предложен метод кредитного скоринга с оценкой кредитоспособности по непрерывной шкале. Вычислена оценка кредитоспособности предложенным методом по частной информации физических лиц. Показано, как по данной оценке банк может принять решение о дифференциации цены кредита ...
Added: November 20, 2017
Romanyuk K., , in : International Conference on Evolving and Adaptive Intelligent Systems. : IEEE, 2016. P. 158-162.
The given paper proposes a method to assess credit worthiness based on a continuous scale. This method in contrast to current methods that rely on a binary scale such as bad/good credit uses aggregated randomized indices. Its application may have certain practical benifits in real life, e.g. assessing the individual loan price of a particular ...
Added: November 18, 2017
Krekhovets E., Larin A. V., , in : Proceedings of the International Scientific Conference for Doctoral Students and Young Researchers EDAMBA 2012. : Bratislava : Publishing House EKONOM, 2012. P. 613-627.
Most of existing scoring systems are based on binary choice models with sample selection. This setting does not allow for up-to-date information about loans to be used and a lot of observations becomes lost. In the paper a model of binary choice with sample selection is extended to the case of many periods. This extension ...
Added: February 19, 2013
Romanyuk K., , in : SAI Intelligent Systems Conference 2015 (IntelliSys 2015). : L. : IEEE, 2015. P. 105-111.
Loan provision is associated with a credit risk. Banks assess the creditworthiness of potential borrowers to lower a credit risk. Creditworthiness assessment is carried out by credit scoring methods. Most of these methods classify individuals into two categories: `good' or `bad' creditworthiness. Decision support system for loan granting based on these methods fail to differentiate ...
Added: November 19, 2017
Seleznyova Z., Journal of Corporate Finance Research 2021 Vol. 15 No. 3 P. 5-13
Researchers have been improving credit scoring models for decades. The reason for this is following: an increase in the predictive ability of scoring even by small values can save a financial institution from a significant losses. As a result, many researchers have conclude that ensembles of classifiers or aggregated scorings have greater performance. However, ensembles ...
Added: August 25, 2021
Romanyuk K., , in : Lecture Notes in Networks and Systems. Vol. 15.: Springer, 2018. P. 783-793.
Credit risk management is of considerable importance for banks, and the most common credit risk models are based on combining client’s private information with credit terms. However, if credit terms are an integral part of initial calculations, then results have to be recalculated for every alteration of credit terms. Thus, banks obtain ‘one-shot’ results from ...
Added: November 19, 2017
Vnukov A., Джанджгава Р. Т., В кн. : Математическое моделирование в прогнозируемых системах. Вып. 15.: М. : Горная книга, 2017. Гл. 8. С. 56-62.
In this work, predictive scoring model for banks that estimates the data of the borrower and predicts the probabilityof a credit default by client. The goal of the work is to develop and implement a model of credit scoring using neural networks. The model will predict the solvency of bank customers. In the process of ...
Added: August 22, 2017
Khasyanova S. Y., Едронова В. Н., Финансы и кредит 2002 № 7 С. 2-8
Статья посвящена изучению факторов, влияющих на принятие решения о предоставлении кредита в российской банковской практике. Рассмотрены критерии отбора кредитных заявок, а также система макроэкономических и микроэкономических показателей, влияющих на качество кредитных заявок. Основное внимание уделено особенностям оценки формализованных и неформализованных показателей кредитоспособности заемщиков и методам обработки кредитных заявок. ...
Added: November 23, 2012
Порошина Агата Максимовна, Динамика сложных систем 2012 Т. 6 № 4 С. 83-88
This paper analysis the application of artificial neural networks to tackle the problem of credit risk evaluation. They help to classify borrowers according its credit risk and to develop effective credit scorings systems on consumer credit market. We provide analysis related works, which based on using neural networks to credit risk modeling. The article emphasizes ...
Added: January 18, 2013
Тихонов Р. Ю., Masyutin A., Анпилогов В. В., Деньги и кредит 2021 № 2 С. 76-95
Model risk in credit scoring can be understood as the bank’s losses associated with a model quality deterioration. Deterioration in model quality entails an incorrect assessment of the creditworthiness of borrowers and leads to an increase in potentially defaulting applications in the loan portfolio, as the bank relies on the model performance when making lending ...
Added: July 8, 2021
Bukharov O., В кн. : Электронный бизнес. Управление интернет-проектами. Инновации: Сборник трудов участников VII студенческой научно-практической конференции. Москва, 11–13 марта 2015 г. : М. : Национальный исследовательский университет "Высшая школа экономики", 2015. С. 141-145.
The paper is devoted to the description of an intellectual decision support system. We present the algorithms used and the results achieved in applying the system to credit screening tasks. ...
Added: July 3, 2015
Romanyuk K., , in : Proceedings of the 2016 Future Technologies Conference. : IEEE, 2017. P. 254-259.
In the given paper the aggregated randomized indices method is modified for credit scoring. Coefficients of the modified method can be calibrated on a massive training set in comparison with a standard version. Different credit scoring models are analyzed, i.e. with a binary scale and a continuous one. The Monte Carlo method is applied to ...
Added: November 20, 2017
Stolyarov D. L., Mishina E. A., Право. Журнал Высшей школы экономики 2012 № 3 С. 173-184
This article focuses on the reverse mortgage as a tool to enhance the well-being of the elderly by providing a way to use owned and occupied real estate to generate income in retirement. We describe the key features and history of the reverse mortgage program in the United States, with a particular focus on the ...
Added: November 13, 2012
Молодико К.Ю., , in : Приватне право і підприємництво. Issue 11.: Kiev : [б.и.], 2012. P. 55-62.
Рассматриваются современные подходы к потребительскому кредитованию, определяется объем потребительских правоотношений, анализируется возможность распространения особенного режима защиты прав потребителей на юридических лиц, обосновывается целесообразность максимальной унификации законодательства по кругу лиц. ...
Added: April 6, 2019
Yudin G., Врублевская П. В., Емельянов Н. Н. et al., М. : Издательство ПСТГУ, 2020
Издание посвящено анализу моральных оснований развития потребительского кредитования в современной России. Как сохранить экономический рост, возникающий благодаря кредитованию, и избежать долговых
кризисов? Работа опирается на эмпирическое социологическое исследование долговой морали россиян, проведенное в 2014 г. Предложена теоретическая рамка для анализа отношений долга, опирающаяся на теорию дарообмена.
С опорой на результаты исследования показано, что важной причиной закредитованности является ...
Added: October 11, 2020
Molodyko K., Закон 2017 № 4 С. 43-58
The author researches the European legal concept of linked credit agreements, which provides an imperative civil liability of the banks and other financial institutions for the delivery and quality of goods and services supplied by their clients. The concept is aimed at reducing such asymmetries as a lack of knowledge of the consumer about the ...
Added: May 3, 2017
Kuzina O. E., Krupenskiy N., Вопросы экономики 2018 № 11 С. 85-104
The main objective of the study is to assess the level of indebtedness
and over-indebtedness of Russians. Despite the fact that according to official
statistics, the level of household indebtedness in Russia is one of the lowest
in the world, the percentage share of non-performing loans is higher than in
the countries
with a higher level of household indebtedness. During ...
Added: October 10, 2018
Molodyko K., Russian Law Journal 2018 Vol. 6 No. 4 P. 100-125
Russia and Ukraine have recently adopted complex statutes on consumer credit. Ukraine, unlike Russia, declared the aim of the new act, inter alia, harmonization of the legislation with international and EU standards. Prior to enactment, both countries had a fragmentary regulation of few aspects of consumer credit in general consumer protection laws. I consider peculiarities ...
Added: October 28, 2018
Yudin G., Oreshina D., Социологический журнал 2016 Т. 22 № 2 С. 110-134
This paper discusses factors how morally dense communities regulate the consumer debt of their members by enacting both financial and non-financial mechanisms. We rely on the gift exchange theory to demonstrate how communities with high social density morally regulate consumer behavior of their members. We use the data gathered during an empirical study of economic activities ...
Added: July 3, 2016
Petukhova M., Финансы и бизнес 2016 № 2 С. 71-82
This article presents a comparative analysis of the credit behavior of borrowers in banking retail sector, depending on areas they work. Industries were identified in which the most and the least creditworthy borrowers work. We analyzed the impact of the crisis on the credit behavior of borrowers working in different industries. We revealed that the ...
Added: October 17, 2016
Yudin G., В кн. : Жизнь в долг: Моральная экономика долговых практик в жизни сообществ в России. : М. : Издательство ПСТГУ, 2020. С. 9-37.
В последние годы Россия столкнулась с угрозой, уже известной многим странам – закредитованностью населения. Жизнь в долг стала привычным делом для целых классов, и наступающий экономический кризис увеличивает число её жертв. Потребительское кредитование содержит в себе противоречие: с одной стороны, оно повышает уровень жизни людей и толкает вперёд экономику. С другой стороны – создаёт необеспеченные ...
Added: October 11, 2020
Pomazanov M. V., Бережной А. Д., Риск-менеджмент в кредитной организации 2023 № 4(52) С. 6-14
Кредитоспособность заемщиков существенно различается от региона к региону, при этом построить скоринговую модель для каждого региона невозможно. Для калибровки скоринговых моделей с учетом региона необходимо учесть макроэкономиче- ские факторы, оказывающие влияние на вероятность дефолта (PD). Какими могут быть подходы к построению макроэкономи- ческих моделей для получения прогнозов вероятности дефолта в регионах? Как использовать метод ...
Added: February 8, 2024
Masyutin A., Kashnitsky Y., , in : Foundations of Intelligent Systems. : Warsz. : Springer, 2017. P. 664-673.
The cornerstone of retail banking risk management is the estimation of the expected losses when granting a loan to the borrower. The key driver for loss estimation is probability of default (PD) of the borrower. Assessing PD lies in the area of classification problem. In this paper we apply FCA query-based classification techniques to Kaggle ...
Added: July 6, 2017