LOGIC-PROBABLISTIC NUMERICAL VALUATION OF CREDIT RISK

Together with German experts the new effective technique of logic-probabilistic is developed numerical valuation of credit risk of consumer loan and company.

The technique is approved on the package of 1000 credits. The technique has higher accuracy than that known of Western techniques. Share of faulty decisions in valuation of good and bad credits is 18 % instead of 28 % by existing techniques.

The technique permits to distinguish "good" and "bad" credits by 35 % more accurately, to essentially reduce the losses of the bank, to lower the price for the credit, to increase competitiveness of the bank, to attract more customers.

May I ask you to consider the possibility of applying the new effective technique of calculation of credit risks in your bank.

Next Pages:

1. The description of the technique

2. Results of research

3. Distribution of credit's (picture)

Professor,
Head of Intelligent Systems Laboratory
IPMASH RAS E.Solojentsev
Tel.: (812) 217-31-24;
Fax: (812) 217-86-14;
E_mail: sol@sapr.ipme.ru
WWW: http://www.ipme.ru/ipme/labs/iisad