Integration Of Mathematical Tools In Banks' Modelling Rating
The article analyses current banks rating market. Basic problems of coverage bank ratings are discovered and an integrated approach to solving them is proposed, using mathematical rating models. The paper describes how to use mathematical and econometric tools for the purpose of banks rating analysis. The research approach is generic and can have different versions depending on the mathematical skills of an analyst and the software in use. However, these principles, the steps should remain unchanged. Using the model will overcome the information asymmetry by making decisions about setting limits on operations, optimizing interest rates, default probabilities clarification, correction in the calculation of reserves, the management by Balanced Scorecard, the formulation of strategic initiatives and others.
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