Dynamic risk assessment and development of the banking activity against risk strategies

• Дата: 2021
• Автори: Кузнєцова, Н. В., Чан, Ф. А., Самсонюк, М. В., Юрчук, М. В.
• Формат: Стаття
• Мова: Ukrainian
• Опубліковано: Інститут проблем реєстрації інформації НАН України 2021
• Теми: bank risks; risk index; risk degree; logistic regression; random forest; XGBoost; survival models
• Онлайн доступ: http://drsp.ipri.kiev.ua/article/view/235111
• Назва журналу: Data Recording, Storage & Processing

The development of a unified approach to dynamic risk assessment and possible bank losses forecasting is performed. A methodology has been proposed that involves performing the basic steps for input data and empirical analysis as well as the probability estimating and the expected losses forecasting...