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Finance and Credit

38(518) - 2012 October

Forming priority sequence of crediting bank's corporate borrowers by synthetic Wald-Savage's criterion

Vol. 18, Iss. 38, OCTOBER 2012

Available online: 20 October 2012

Subject Heading: Banking

JEL Classification:

Labsker L.G. PhD of Physical-Mathematical Sciences, Professor of department "Mathematical Modeling of Economic Processes", the Financial University under the Government of the Russian Federation
llabsker@mail.ru

Yaschenko N.A. Associate Professor of department "Mathematical Modeling of Economic Processes", the Financial University under the Government of the Russian Federation
yashenko70@mail.ru

Amelina A.V. Graduate Student of department "Mathematical Modeling of Economic Processes", the Financial University under the Government of the Russian Federation
AmelinaAV.FU@gmail.com

In the article to the task of forming a priority sequence bank lending potential corporate borrowers in unfavorable uncertainty applied game-theoretic model "Game with the nature" in which the optimal strategy is defined in terms of the joint gains and risk-based approach introduced in consideration of the synthetic test Wald-Savage.

Keywords: bank, lending, corporate borrowers, gaming simulation, game with nature, synthetic Wald-Savage's criterion.

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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