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  • Development of Recommendations for Improving the Cash Flow Forecasting Model Applied by "Sberbank" under the Settlement Agreement

Development of Recommendations for Improving the Cash Flow Forecasting Model Applied by "Sberbank" under the Settlement Agreement

Student: Buldakova Yuliya

Supervisor: Andrey M. Emelyanov

Faculty: Faculty of Economics, Management, and Business Informatics

Educational Programme: Economics (Bachelor)

Year of Graduation: 2017

One of the topical issues in the banking community is the problem of overdue loans. Various instruments are used to reduce its level and a settlement agreement is one of these. Under the settlement agreement procedure «Sberbank» uses a model of cash flows forecasting. The analysis revealed that this model has a number of disadvantages. The author suggests recommendations for improving the model in order to increase the effectiveness of the application of the settlement agreement and the quality of the Bank's loan portfolio. A set of methods is used and the main of these is the Delphi method. The result of this work is an improved model of forecasting the cash flows of the commercial bank’s borrowers. The revised model is characterized by a higher predictive quality and allows taking into account some individual characteristics of borrowers which may have a significant impact on their financial condition.

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