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  • Creation of the Index "a Profitability Rate" (for Creditors) in the Directions of Crediting of Physical Persons. Use Statistician of the Big Triad of Bureau of Credit Histories

Creation of the Index "a Profitability Rate" (for Creditors) in the Directions of Crediting of Physical Persons. Use Statistician of the Big Triad of Bureau of Credit Histories

Student: Dogadkina Anastasia

Supervisor: Mikhail Vyacheslavovich Pomazanov

Faculty: Faculty of Economic Sciences

Educational Programme: Financial Markets and Financial Institutions (Master)

Year of Graduation: 2018

This work is explained by the calculation of such an indicator as the "breakeven rate" for portfolio . The break-even rate can be applied in credit organizations in different ways. On the one hand, its assessment can be applied to short-term and long-term planning (and the approach to estimating the probability of default allows us to make forecasts on different horizons of the life of the loan pool at different moments os time, correcting the model for changes in external conditions). Also, this indicator can serve as a good indicator for the risk management department about the riskiness of the chosen credit strategy and the quality of the scoring model of the bank. This indicator, calculated for individual pools, can also be useful for the internal audit department in order to monitor the adequacy of the created reserves. The main problem of the work will be the construction of a model for estimating the probability of default on the pool of consumer loans.

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