Approach to the integration of credit scoring system and to the model of assets and liabilities management

Authors

  • D. V. Osipenko

Abstract

The approach to the creation of Retail Bank is Assets and Liabilities Management System based on a dynamic model, and also a formalization of credit scoring system and the problem of optimization of credit portfolio profitability are investigated in the article. The result of this research is the development of the approach to the integration of the core systems of the bank is risk-management.

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Published

2011-09-16

Issue

No. 3 (2011)

Section

Progressive information technologies, high-efficiency computer systems

License

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