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.
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| Format: | Article |
| Language: | Russian |
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Plekhanov Russian University of Economics
2016-08-01
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| Series: | Statistika i Èkonomika |
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| Online Access: | https://statecon.rea.ru/jour/article/view/268 |
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doaj-52bada13d02f4df89316e57070587915 |
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Article |
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doaj-52bada13d02f4df89316e570705879152021-07-28T21:19:54ZrusPlekhanov Russian University of EconomicsStatistika i Èkonomika2500-39252016-08-010511211610.21686/2500-3925-2013-5-112-116267A RISK ASSESSMENT OF RUNOFF OF SOME EXTERNAL FUNDS OF A BANKBoris M. Fedorov0Moscow State University of Economics, Statistics and InformaticsThe 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.https://statecon.rea.ru/jour/article/view/268банковские рискимодель оценки рискаотток привлеченных средств банкаматематико-статистические методы оценки экономических рисковbank risksrisk assessment modelrunoff of bank’s external fundsmathematical and statistical methods of assessment of economic risks |
| collection |
DOAJ |
| language |
Russian |
| format |
Article |
| sources |
DOAJ |
| author |
Boris M. Fedorov |
| spellingShingle |
Boris M. Fedorov A RISK ASSESSMENT OF RUNOFF OF SOME EXTERNAL FUNDS OF A BANK Statistika i Èkonomika банковские риски модель оценки риска отток привлеченных средств банка математико-статистические методы оценки экономических рисков bank risks risk assessment model runoff of bank’s external funds mathematical and statistical methods of assessment of economic risks |
| author_facet |
Boris M. Fedorov |
| author_sort |
Boris M. Fedorov |
| title |
A RISK ASSESSMENT OF RUNOFF OF SOME EXTERNAL FUNDS OF A BANK |
| title_short |
A RISK ASSESSMENT OF RUNOFF OF SOME EXTERNAL FUNDS OF A BANK |
| title_full |
A RISK ASSESSMENT OF RUNOFF OF SOME EXTERNAL FUNDS OF A BANK |
| title_fullStr |
A RISK ASSESSMENT OF RUNOFF OF SOME EXTERNAL FUNDS OF A BANK |
| title_full_unstemmed |
A RISK ASSESSMENT OF RUNOFF OF SOME EXTERNAL FUNDS OF A BANK |
| title_sort |
risk assessment of runoff of some external funds of a bank |
| publisher |
Plekhanov Russian University of Economics |
| series |
Statistika i Èkonomika |
| issn |
2500-3925 |
| publishDate |
2016-08-01 |
| description |
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. |
| topic |
банковские риски модель оценки риска отток привлеченных средств банка математико-статистические методы оценки экономических рисков bank risks risk assessment model runoff of bank’s external funds mathematical and statistical methods of assessment of economic risks |
| url |
https://statecon.rea.ru/jour/article/view/268 |
| work_keys_str_mv |
AT borismfedorov ariskassessmentofrunoffofsomeexternalfundsofabank AT borismfedorov riskassessmentofrunoffofsomeexternalfundsofabank |
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1721260434440323072 |