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

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.

Bibliographic Details
Main Author:	Boris M. Fedorov
Format:	Article
Language:	Russian
Published:	Plekhanov Russian University of Economics 2016-08-01
Series:	Statistika i Èkonomika
Subjects:	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
Online Access:	https://statecon.rea.ru/jour/article/view/268

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