ELABORATION OF THE STATISTICAL RESEARCH METHODOLOGY IN CREDIT RISK MANAGEMENT
Abstract
The article discusses the statistical research methods of credit risks, examples of the use of statistical tools in the manufacturers crediting analysis are considered, credit risk manage- ment practices are offered. Russian Central Bank records and department statistics of credit institutions were used as the research data base.
About the Authors
V. N. Afanasyev
Orenburg State University
Russian Federation
Doctor of Economics, professor, head of the Chair of Statistics and Econometrics, Orenburg State University, Orenburg
Russian Federation
Doctor of Economics, professor, head of the Chair of Statistics and Econometrics, Orenburg State University, Orenburg
A. V. Afanasyeva
Central Bank Payment Processing Center in Orenburg Region
Russian Federation
Russian Federation
Ph.D., Central Bank Payment Processing Center in Orenburg Region, Orenburg
References
1. Afanas’ev V.N., Leushina T.V. Statisticheskoe issledovanie bankovskogo kreditovanija: Ucheb. posobie dlja vuzov. Orenburg: OGU, 2011. 300 p.
2. Dubrov A.M., Lagosha B.A., Hrustalev E.Ju., Baranovskaja T.P. Modelirovanie riskovyh situacij v jekonomike i biznese: Ucheb. posobie / Pod red. B.A. Lagosha. M.: Finansy I statistika, 2001. 224 p.
3. Shapkin A.S. Jekonomicheskie i finansovye riski. Ocenka, upravlenie, portfel’ investicij. M.: Dashkov i Ko, 2003. 544 p.
Review
For citations:
Afanasyev V.N., Afanasyeva A.V. ELABORATION OF THE STATISTICAL RESEARCH METHODOLOGY IN CREDIT RISK MANAGEMENT. Vestnik NSUEM. 2012;(3):132-145. (In Russ.)
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