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Integration Of Mathematical Tools In Banks' Modelling Rating

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  • Dmytro Stashchuk

    (Kyiv National Economic University named after Vadym Hetman)

Abstract

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.

Suggested Citation

  • Dmytro Stashchuk, 2013. "Integration Of Mathematical Tools In Banks' Modelling Rating," Ukrainian Journal Ekonomist, Yuriy Kovalenko, issue 6, pages 22-25, June.
  • Handle: RePEc:uje:journl:y:2013:i:6:p:22-25
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    References listed on IDEAS

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    5. Kameliia Petrova, 2012. "Part-time entrepreneurship and financial constraints: evidence from the Panel Study of Entrepreneurial Dynamics," Small Business Economics, Springer, vol. 39(2), pages 473-493, September.
    6. Timothy B. Folta & Frédéric Delmar & Karl Wennberg, 2010. "Hybrid Entrepreneurship," Management Science, INFORMS, vol. 56(2), pages 253-269, February.
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