Features of scoring transactions with corporate counterparties
https://doi.org/10.29235/1818-9857-2024-07-43-46
Abstract
The article outlines an approach to constructing linearly weighted combinations for assessing the activities of legal entities that have economic relationships. The article describes approaches to identifying implicit connections between companies that can have a significant impact on the assessment results. In addition, approaches to specifying and calibrating additive models are presented, which can be built on the basis of data obtained in the course of studying the solvency of various legal entities and the results of economic activities of individual enterprises. A scale for assessing interconnectedness is proposed. In conclusion, the proposed directions for using this type of model are described.
About the Author
D. Ragel
Белорусский государственный университет информатики и радиоэлектроники
Belarus
Belarus
Dmitry Ragel
References
1. Мыльников Л.А. Статистические методы интеллектуального анализа данных. – СПб., 2021.
2. Управление банковскими рисками : учебник / Е.В. Бережная, С.В. Зенченко, М.В. Сероштан, О.В. Бережная. – 2-е изд. – М., 2022. .
3. Управление кредитным риском в банке: подход внутренних рейтингов: практическое пособие для вузов / М.В. Помазанов; под научной редакцией Г.И. Пеникаса. – 2-е изд., перераб. и доп. – М., 2023.
4. Волков А.А. Управление рисками в коммерческом банке : практ. руководство / А.А. Волков. – 3-е изд., испр. и доп. – М., 2015.
5. Nicholson W.L. Exploring Data Analysis. – Nobel Press, Oakland, 2012.
Review
For citations:
Ragel D. Features of scoring transactions with corporate counterparties. Science and Innovations. 2024;(7):43-46. (In Russ.) https://doi.org/10.29235/1818-9857-2024-07-43-46
Views: 88
Email this article 