Searching for the credit portfolio structure and building portrait of prospective borrower

Sergey Podluzhnyy, Sergey Kruglikov

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

Original languageEnglish
Title of host publicationIFAC Proceedings Volumes (IFAC-PapersOnline)
PublisherIFAC Secretariat
Pages231-235
Number of pages5
Volume48
Edition25
DOIs
Publication statusPublished - 1 Oct 2015
Event16th IFAC Workshop on Control Applications of Optimization, CAO 2015 - Garmisch-Partenkirchen, Germany
Duration: 6 Oct 20159 Oct 2015

Conference

Conference16th IFAC Workshop on Control Applications of Optimization, CAO 2015
CountryGermany
CityGarmisch-Partenkirchen
Period06/10/201509/10/2015

Fingerprint

Process engineering
Differential equations
Monte Carlo methods
Industry

Keywords

  • Bank Portfolio Modeling
  • Business Process Engineering
  • Credit Policy
  • Differential Equations
  • Indifference Criterion Of A Bank
  • Mean Reversion Process
  • Probability Of Default
  • Stochastic Variables

ASJC Scopus subject areas

  • Control and Systems Engineering

Cite this

Podluzhnyy, S., & Kruglikov, S. (2015). Searching for the credit portfolio structure and building portrait of prospective borrower. In IFAC Proceedings Volumes (IFAC-PapersOnline) (25 ed., Vol. 48, pp. 231-235). IFAC Secretariat. https://doi.org/10.1016/j.ifacol.2015.11.092
Podluzhnyy, Sergey ; Kruglikov, Sergey. / Searching for the credit portfolio structure and building portrait of prospective borrower. IFAC Proceedings Volumes (IFAC-PapersOnline). Vol. 48 25. ed. IFAC Secretariat, 2015. pp. 231-235
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Podluzhnyy, S & Kruglikov, S 2015, Searching for the credit portfolio structure and building portrait of prospective borrower. in IFAC Proceedings Volumes (IFAC-PapersOnline). 25 edn, vol. 48, IFAC Secretariat, pp. 231-235, 16th IFAC Workshop on Control Applications of Optimization, CAO 2015, Garmisch-Partenkirchen, Germany, 06/10/2015. https://doi.org/10.1016/j.ifacol.2015.11.092

Searching for the credit portfolio structure and building portrait of prospective borrower. / Podluzhnyy, Sergey; Kruglikov, Sergey.

IFAC Proceedings Volumes (IFAC-PapersOnline). Vol. 48 25. ed. IFAC Secretariat, 2015. p. 231-235.

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

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Podluzhnyy S, Kruglikov S. Searching for the credit portfolio structure and building portrait of prospective borrower. In IFAC Proceedings Volumes (IFAC-PapersOnline). 25 ed. Vol. 48. IFAC Secretariat. 2015. p. 231-235 https://doi.org/10.1016/j.ifacol.2015.11.092