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Risk Management Tools to Improve the Efficiency of Lending to Retail Segments
Ch. 6.
This chapter discusses the issue of assessing the quality of risk management for a wide segment of retail lending (from consumer loans to loans for self-employed persons and SMEs). The quality of risk management is assessed using the generally recognized approach of the ROC analysis methodology and assessment of the optimal level of discrimination, taking into account risk-return. The chapter substantiates a marginal formula for assessing the economic benefits of improving the discriminatory power of the scoring models on which risk management is based. Based on the presented approach, it is possible to economically justify the costs of investment resources aimed at improving models and their technical implementation in credit business processes. An assessment of the quality of risk management in the mass lending segment reveals problems in lending strategies caused by the inefficiency of return in relation to risk in individual segments. This provides evidence-based grounds for adjusting strategies. The review of perspective modern directions of development and improvement of scoring models is presented.
Nartova-Bochaver S. K., Stakina Y., Тренина М. Е. et al., Клиническая и специальная психология 2026 Т. 15 № 1 С. 166–181
Context and relevance. Eco-anxiety is the anxiety arising in connection with real and possible natural changes and disasters. Eco-anxiety is a significant destabilizer of human activity and therefore needs to be monitored or intervened, which requires a tool to assess its severity. Objective. The present study is aimed at adapting the Hogg Eco-Anxiety Scale (HEAS) ...
Added: April 18, 2026
Lavrenchuk E. N., Plyusnina L. M., Мышкина У. А., Пермь: ОТ и ДО, 2025.
В учебном пособии дается характеристика риск-менеджмента и подходы к управлению рисками. Представлены российские и зарубежные подходы к управлению рисками, а также рассмотрена возможность увязки методов управленческого учета и "менеджериальных" методов воздействия на величину рисков и финансовые результаты деятельности предприятия. Пособие содержит практическую часть для изучения предложенных материалов. ...
Added: March 21, 2026
Kolesnik N. A., ЭКО 2026 Т. 56 № 1 С. 161–177
This article analyzes the use of advertising and communications potential by large retail chains to foster consumer environmental awareness and promote responsible consumption among the population. The study was conducted using a database of social media communications from major grocery retailers for 2015–2024 and an engagement rate formula adapted by the authors to the specifics ...
Added: February 17, 2026
Ozerov K., Кутенко С. В., Деньги и кредит 2024 Т. 83 № 4 С. 98–118
Under limited data, the classical cohort method for the creation of migration matrices does not fully reflect the dynamics of the credit quality of the objects within the sample. This problem is exacerbated for objects of lower credit quality less represented in the sample. This paper investigates a continuous time approach to the creation of ...
Added: December 20, 2025
Pomazanov M. V., The Journal of Risk Model Validation 2026 Vol. 20 No. 1 P. 1–24
This paper proposes a method of designing a statistically distinguishable rating scale
that is not excessive in relation to the existing observation statistics. This allows for
more stable validation with a fixed maximum number of violations of the Wald criterion
compared with the excess scales usually used by banks. The increased validation
robustness will reduce the calibration probability of ...
Added: December 9, 2025
Voyko A. V., В кн.: Финансы коммерческих организаций.: ИНФРА-М, 2025. С. 121–152.
The chapter describes the theoretical and practical aspects of managing a company's accounts receivable, as well as approaches to classifying its types. In particular, modern approaches to the analysis and forecasting of accounts receivable are considered, calculations of the company's demand for accounts receivable and the cost of discounts for early payment of the company's ...
Added: December 9, 2025
Траченко М. Б., Володин А. А., Володина А. О. et al., ИНФРА-М, 2025.
The textbook reflects the theoretical foundations of financial management in commercial organizations and contains examples of the use of financial tools to justify management decisions. Meets the requirements of the latest generation of federal state educational standards for higher education. For students studying economics, including in the preparation of final qualifying papers, as well as ...
Added: December 9, 2025
Bogomolnaia A., Baklanov A., Victorova E., Games and Economic Behavior 2025 Vol. 154 P. 226–245
A set of 𝑘𝑛 indivisible items is to be allocated to 𝑛 agents; each agent has to get exactly 𝑘 items, and agents have additive utilities over bundles. Can one find an efficient and approximately fair allocation? In this setting, we introduce new notions of approximate fairness, based on exchange of two single objects, and ...
Added: November 26, 2025
Тушнолобова М. О., Экономическая социология 2025
Bruce Carruthers’ book “The Economy of Promises: Trust, Power, and Credit in America” is devoted to a historical and sociological analysis of the evolution of credit relations in the United States. The key question that the author answers is how did creditors decide whom to trust in different periods of U. S. history? The author ...
Added: November 18, 2025
Penikas H. I., / Series Доклады Банка России "Серия докладов об экономических исследованиях". 2022. No. 92.
The Basel Internal-Ratings-Based (IRB) approach allows banks to use sufficiently good credit risk models for the daily computation of their capital adequacy ratio. However, being sufficiently good does not naturally mean being perfect. Conventionally, risk managers increase the mean probability of default (PD) and loss given default (LGD) values by some margin when developing a model. They expect that it is sufficient to offset for potential model risk. This add-on, ...
Added: November 10, 2025
Konstantin Polyakov, Marina Polyakova, Polyakov A., Procedia Computer Science 2025 Vol. 266 P. 205–212
This study is devoted to the analysis of the relationship between the solution of two different tasks facing the management of a commercial organization - ensuring the efficiency and sustainability of the business. An analysis of publications on this topic shows the existence of contradictory conclusions. The authors hypothesize that there is a strong statistical ...
Added: October 8, 2025
Kumbhakar S. C., Peresetsky A., Shchetinin E. et al., Econometrics and Statistics 2025 Vol. 36 P. 55–72
It is formally proven that if inefficiency (u) is modelled through its variance, considered as a function of exogenous variables z, then the marginal effects of z on technical inefficiency (TI) and technical efficiency (TE) have opposite signs in the typical setup with a normally distributed random error and an exponentially or half-normally distributed u. ...
Added: October 5, 2025
Zhu X., Jiang X., Fu S. et al., Advanced Energy Materials 2025 Vol. 15 No. 47 Article e03666
Perovskite solar cells (PSCs), as a promising photovoltaic technology, have achieved remarkable progress in efficiency. However, perovskite with soft-lattice nature inherently suffers from severe iodine losses under photothermal operation, leading to the irreversible degradation in their photovoltaic performance, thereby remaining a great challenge to achieving durable PSCs. Here, electrostatic iodine regulation is reported by rational ...
Added: October 4, 2025
Stepanyants V., , in: 2025 International Russian Automation Conference (RusAutoCon).: IEEE, 2025. P. 982–986.
Transportation systems are complicated and deal with significant problems. With the pool of possible solutions being wide, extensive transportation planning has to be involved. However, planning based on expert opinions is significantly limited in terms of rapidity, accuracy, and confidence. Computer-aided design and automated decision-making systems are the next step to ensure transportation system development ...
Added: October 3, 2025
Vasyunina M., Mikhail E. Kosov, Shmigol N. et al., Emerging Science Journal 2023 Vol. 7 No. 1 P. 207–227
Controlling is essential for public organizations to deliver optimal performance. However, the existing literature lacks sufficient knowledge to help organizations implement better strategies to enhance control. Therefore, this study examined the concept of control in the public sector, its impact on organizational efficiency, and a key focus on implementation. This study adopted a mixed approach ...
Added: September 29, 2025
Jakobson L. I., Журнал Новой экономической ассоциации 2025 № 1(66) С. 224–244
The purpose of the paper is to identify the objective circumstances limiting the effectiveness of self-organization. Self-organization is viewed as a type of relationship among individuals and organizations based on the norms other than those of remuneration which are typical of market institutions or the norms generated by the right to coercion inherent to the ...
Added: September 11, 2025
Bernhardt B. D., Marciano C., Guarracino M. R., Operations Research Forum 2025 Vol. 6 Article 47
E-commerce is a key sector in the Italian economy, with online companies becoming some of the largest and most profitable businesses. However, this growth comes with increased risk exposure. This study aims to investigate the relationship between alternative data (contextual factors, Text-Driven Data Enrichment) and the probability of default for Italian e-commerce companies. To date, ...
Added: September 6, 2025
Reznichenko S. I., Рожкова Н. А., Человек 2025 Т. 36 № 4 С. 58–73
Identification with the city not only supports the psychological wellbeing of the resident, but also becomes a resource for the development of the city, because committed citizens are more motivated to preserve and protect their city. Meanwhile, there are few ways to measure this phenomenon, and the available ones have limitations or have not been ...
Added: September 1, 2025