SEARCH
 

Search

 

Результаты поиска 1 - 3 из 3
Начало | Пред. | 1 | След. | Конец


Mathematic methods of financial flow modeling in high education institute when budgeting the financial responsibility centers

Evstaf'ev K.A. Kaliningrad State Technical University, Kaliningrad, Russian Federation ( konst-evst@yandex.ru )

Journal: Finance and credit, #25, 2014

The article points out that while reforming legal status and financial security, the public and municipal authorities face a problem of creation of the effective financial system allowing to predict dynamics of cash flows and to operate own liquidity. The paper presents a method of modeling of financial streams in the control system based on allocation of the centers of financial responsibility. The theory of automatic control is the basis for the model. The author concludes on possibility of use of the TAU methods with application of computer similar for the description of economic processes.


Modeling a consumer credit portfolio in Russia using the techniques of dynamic system investigation

Evstaf'ev K.A. Kaliningrad State Technical University, Kaliningrad, Russian Federation ( konstantin.evstafev@klgtu.ru )

Journal: Financial Analytics: Science and Experience, #12, 2017

Importance The article deals with the issues of research of significant change in the consumer credit market.
Objectives The goal of the paper is to develop a consumer credit market model able to evaluate the efficiency of the credit. Besides, the author aims at obtaining a medium-term forecast of changes in the retail loan portfolio structure.
Methods The study uses statistical methods. The parameters of consumer loans market in 2013 are calculated with the author's method of dynamic processes modeling, regression and correlation analysis of processed report data.
Results The work has obtained a dynamic model of the consumer credit market structure for the period July 2013 to April 2017. The author also presents a forecast of the structure of the retail loan portfolio for 2018 and 2019.
Conclusions and Relevance On the basis of the designed model, it is possible to draw conclusions and forecasts about the effectiveness of measures to regulate the full value of consumer loans and assess their impact on the market.


Methodological approaches to assessing the control efficiency of consumer loans' effective interest rate

Evstaf’ev K.A. Kaliningrad State Technical University, Kaliningrad, Russian Federation ( konstantin.evstafev@klgtu.ru )

Journal: Finance and credit, #15, 2017

Importance The Russian consumer lending market has been rapidly growing since the middle of 2000 and is associated with high risks. These risks are typical of both the retail banks and individual borrowers, who inadequately assess loan terms. The market regulation started in 2008, when the concept of effective interest rate (full cost of loan) was introduced.
Objectives The purpose of the study is to evaluate the efficiency of regulation of effective interest rates on consumer loans through the analysis of changes in the retail banking market structure for 2013–2017.
Methods I apply methods of statistical analysis to review financial statements of banks in the open databases of the Bank of Russia. The parameters of the consumer lending market for 2013 are calculated under my own method, using the dynamic processes modeling and regression and correlation analysis.
Results I built a dynamic model of the consumer lending market structure from June 2013 to December 2016 in the context of effective interest rate range. The results were compared with the values of banks' revenues from retail lending. The paper includes the analysis of changes in retail banks’ capital adequacy as a result of toughening the requirements of the Bank of Russia to cover the risks of costly retail loans with equity.
Conclusions and Relevance The findings are indicative of highly efficient regulation of the effective interest rate on consumer loans and profound changes in the Russian retail banking market over the period under investigation.


Результаты поиска 1 - 3 из 3
Начало | Пред. | 1 | След. | Конец


Отсортировано по релевантности | Сортировать по дате