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Analysis and Prediction of the Risk Level of a Russian Retail Bank Client

Student: Dvoriashin Dmitrii

Supervisor: Tatyana Bogdanova

Faculty: Graduate School of Business

Educational Programme: Business Informatics (Master)

Year of Graduation: 2019

In the modern world, retail banks occupy an important place in the economy of countries, performing the function of financial intermediaries. With the help of banks around the world daily transactions are made, they accept depositors' money for storage, and also issue borrowed funds to their customers. To provide these operations to a large number of customers, banks are forced to work with large amounts of data, which involves the use of statistical methods in interaction with customers. The work consists of three chapters. The first of them provides an overview of the retail bank's activities in order to better understanding of the processes that require an assessment of the borrower's reliability. The second chapter provides an overview of existing methods on the market that allow assessing the reliability of bank borrowers in one way or another. Finally, the third chapter presents and implements an approach to analyzing transactional data in order to predict the reliability of the borrower. According to the results of the work, conclusions are given in the conclusion.

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