Estimation of the value-at-risk (VaR) of a large portfolio of assets is an important task for financial institutions. As the joint log-returns of asset prices can often be projected to a latent space of a much smaller dimension, the use of a variational autoencoder (VAE) for estimating the VaR...

The modern credit market is actively changing under the influence of digitalization processes. Some of the drivers of these changes are financial companies that carry out, among other things, online lending. Online lending is objectively focused on short-term small loans, both payday loans (PDL)...

The modern credit market is actively changing under the influence of digitalization processes. Some of the drivers of these changes are financial companies that carry out, among other things, online lending. Online lending is objectively focused on short-term small loans, both payday loans (PDL)...

The approach option of the theme of this essay had in mind the distinguished importance of the objective of inside control regarding the segmentation with maximum exigency of the risks which can disadvantageously influence the fulfillment of the entity objectives. We considered essential the use...

Shipping activity has increased worldwide, including parts of Australia, and maritime administrations are trying to gain a better understanding of total risk exposure in order to mitigate risk. Total risk exposure integrates risk at the individual ship level, risk due to vessel traffic...

В настоящее время большую актуальность приобрела проблема разработки конкретного удобного инструментария управления финансовыми рисками предприятия. Умение...