A RISK ASSESSMENT OF RUNOFF OF SOME EXTERNAL FUNDS OF A BANK

The article describes the main steps for creating a model of risk assessment of runoff of external funds: the formation of training set, the selection of factor variables, and the estimation of parameters model. The result of the creation the model is given as an assessment of model accuracy.

Saved in:
Bibliographic Details
Main Author: Boris M. Fedorov
Format: Article
Language:Russian
Published: Plekhanov Russian University of Economics 2016-08-01
Series:Статистика и экономика
Subjects:
Online Access:https://statecon.rea.ru/jour/article/view/268
Tags: Add Tag
No Tags, Be the first to tag this record!