Динамическая модель управления риском дефолта субъектов Российской Федерации; Перспективы развития фундаментальных наук; Т. 3 : Математика
| Parent link: | Перспективы развития фундаментальных наук=Prospects of Fundamental Sciences Development: сборник научных трудов XIII Международной конференции студентов, аспирантов и молодых ученых, г. Томск, 26-29 апреля 2016 г./ Национальный исследовательский Томский политехнический университет (ТПУ) ; под ред. И. А. Курзиной, Г. А. Вороновой.— , 2016 Т. 3 : Математика.— 2016.— [С. 39-41] |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Outros Autores: | |
| Resumo: | Заглавие с титульного экрана The aim is to develop a risk management model of default of the Russian Federation. As a result of thiswork, the article proposed a dynamic model of default risk management of the Russian Federation. This model isbased on quality criteria and quadratic control law without feedback coefficients. The model is designed so thatits application is possible not only for entities already assigned a rating, but for those subjects of the RussianFederation, which have not yet been rated, assigned one of the leading rating agencies: Standard & Poor's, FitchRatings and Moody's. This is made possible through the provision of common indicators to calculate theprobability of default risk for all subjects of the Russian Federation. The model was applied to the subject of theTomsk region. As a result, it was found that to obtain the required probability for a given period, you need toconsistently reduce the figures: the first, third, eighth: direct debt to personal income, the share of own revenues in the budget revenues, the ratio of debt to income. |
| Idioma: | russo |
| Publicado em: |
2016
|
| Assuntos: | |
| Acesso em linha: | http://earchive.tpu.ru/handle/11683/25916 |
| Formato: | Recurso Electrónico Capítulo de Livro |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=618220 |
MARC
| LEADER | 00000naa2a2200000 4500 | ||
|---|---|---|---|
| 001 | 618220 | ||
| 005 | 20231101133011.0 | ||
| 035 | |a (RuTPU)RU\TPU\conf\16601 | ||
| 035 | |a RU\TPU\conf\16600 | ||
| 090 | |a 618220 | ||
| 100 | |a 20160526d2016 k y0rusy50 ca | ||
| 101 | 0 | |a rus |d eng | |
| 102 | |a RU | ||
| 105 | |a y z 101zy | ||
| 135 | |a drcn ---uucaa | ||
| 181 | 0 | |a i | |
| 182 | 0 | |a b | |
| 200 | 1 | |a Динамическая модель управления риском дефолта субъектов Российской Федерации |d Dynamic model of management of risk of the default of Russia subjects |f А. В. Герман |g науч. рук. А. А. Мицель | |
| 203 | |a Текст |c электронный | ||
| 230 | |a 1 компьютерный файл (pdf; 192 Кb) | ||
| 300 | |a Заглавие с титульного экрана | ||
| 320 | |a [Библиогр.: с. 41 (7 назв.)] | ||
| 330 | |a The aim is to develop a risk management model of default of the Russian Federation. As a result of thiswork, the article proposed a dynamic model of default risk management of the Russian Federation. This model isbased on quality criteria and quadratic control law without feedback coefficients. The model is designed so thatits application is possible not only for entities already assigned a rating, but for those subjects of the RussianFederation, which have not yet been rated, assigned one of the leading rating agencies: Standard & Poor's, FitchRatings and Moody's. This is made possible through the provision of common indicators to calculate theprobability of default risk for all subjects of the Russian Federation. The model was applied to the subject of theTomsk region. As a result, it was found that to obtain the required probability for a given period, you need toconsistently reduce the figures: the first, third, eighth: direct debt to personal income, the share of own revenues in the budget revenues, the ratio of debt to income. | ||
| 461 | 1 | |0 (RuTPU)RU\TPU\conf\16353 |t Перспективы развития фундаментальных наук |l Prospects of Fundamental Sciences Development |o сборник научных трудов XIII Международной конференции студентов, аспирантов и молодых ученых, г. Томск, 26-29 апреля 2016 г. |o в 7 т. |f Национальный исследовательский Томский политехнический университет (ТПУ) ; под ред. И. А. Курзиной, Г. А. Вороновой |d 2016 | |
| 463 | 0 | |0 (RuTPU)RU\TPU\conf\16356 |t Т. 3 : Математика |v [С. 39-41] |d 2016 | |
| 510 | 1 | |a Dynamic model of management of risk of the default of Russia subjects |z eng | |
| 610 | 1 | |a труды учёных ТПУ | |
| 610 | 1 | |a электронный ресурс | |
| 610 | 1 | |a кредитные рейтинги | |
| 610 | 1 | |a долговые обязательства | |
| 610 | 1 | |a рейтинговые агентства | |
| 610 | 1 | |a рефинансирование | |
| 610 | 1 | |a дефолт | |
| 700 | 1 | |a Герман |b А. В. | |
| 702 | 1 | |a Мицель |b А. А. |c математик |c профессор Томского политехнического университета, доктор технических наук |f 1947- |g Артур Александрович |2 stltpush |4 727 | |
| 712 | 0 | 2 | |a Национальный исследовательский Томский политехнический университет (ТПУ) |b Физико-технический институт (ФТИ) |b Кафедра высшей математики и математической физики (ВММФ) |h 139 |2 stltpush |3 (RuTPU)RU\TPU\col\18727 |
| 801 | 2 | |a RU |b 63413507 |c 20160628 |g RCR | |
| 856 | 4 | |u http://earchive.tpu.ru/handle/11683/25916 | |
| 942 | |c BK | ||