UDC 519.25
DOI: 10.36871/2618-9976.2020.11.004

Authors

Prokopchina Svetlana V.
Doctor of Technical Sciences, Professor, Financial University under the Government of the Russian Federation, Moscow, Russia
Mishchenko Svetlana N.
OOO «Publishing House» SCIENTIFIC LIBRARY», Moscow, Russia

Abstract

Determining the rating ratings of banks is important both for the banks themselves and for assessing the state of the entire financial sector of the state. Their compliance with real situations depends on the calculation models used by rating agencies. One of the main stages of calculation in the development of the model is the stage of determining the ranges of estimates. In many methods of rating banks, the ranges are determined by experts and are subjective in nature. In this paper, we propose an algorithm for determining the ranges of rating ratings using the approximation of the distribution laws of the estimated indicators of the model by the Pearson system curves. This approach can significantly improve the accuracy and objectivity of rating assessments

Keywords

Distribution law
Bayesian approach
Rating estimates