Підхід до інтеграції системи кредитного скорингу та моделі керування активами та пасивами комерційного банку
The approach to the creation of Retail Bank is Assets and Liabilities Management System based on a dynamic model, and also a formalization of credit scoring system and the problem of optimization of credit portfolio profitability are investigated in the article. The result of this research is the de...
Збережено в:
| Дата: | 2011 |
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| Автор: | |
| Формат: | Стаття |
| Мова: | Ukrainian |
| Опубліковано: |
The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
2011
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| Онлайн доступ: | http://journal.iasa.kpi.ua/article/view/106403 |
| Теги: |
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| Назва журналу: | System research and information technologies |
Репозитарії
System research and information technologies| Резюме: | The approach to the creation of Retail Bank is Assets and Liabilities Management System based on a dynamic model, and also a formalization of credit scoring system and the problem of optimization of credit portfolio profitability are investigated in the article. The result of this research is the development of the approach to the integration of the core systems of the bank is risk-management. |
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