Научный журнал Моделирование, оптимизация и информационные технологииThe scientific journal Modeling, Optimization and Information Technology
cетевое издание
issn 2310-6018

THE ALGORITHM FOR CALCULATING THE OPTIMAL CREDIT LIMIT FOR RETAIL EXPRESS LOANS

Mastyaeva I.N.   Volovatova E.G.  

UDC 336.77
DOI:

  • Abstract
  • List of references
  • About authors

One of the main steps in the loan decision process is maximum credit limit calculation. At the moment there is no universal methodology for calculating such a limit, the bank has the right to independently develop the methodology by which the maximum limit will be assigned. Despite the fact that there is no universal methodology for calculating the limit, the principles of which banks make a decision are similar. As a rule, the PTI (payment-toincome) index is calculated on the basis of information about the client's income and his credit history. However, in the case of express loans this approach is not applicable, since the income that is the main element in the calculations cannot be verified. This article suggests an alternative methodology for estimating the maximum limit in the case of express loans. Based on reliable information (credit report), a study has been conducted on which parameters related to PTI depends on the risk of default. After that, the function of calculating the optimal credit limit for the retail express loans at a given risk level is constructed, which allows increasing the Bank's profitability by product

1. Efimova Yu.V. Modeli opredeleniya limita kreditovaniya / Yu.V. Efimova // Bankovskoe kreditovanie. 2012. No. 5. URL: http://www.reglament.net/bank/credit/2012_5_article_2.htm (data obrashcheniya: 25.04.2018).

2. Пресс-релиз БКИ «Объединенное кредитное бюро» (ОКБ) «Средний одобренный лимит по кредитным картам достиг максимального значения за последние четыре года» – URL: http://www.bkiokb.ru/press/news/sredniy-odobrennyy-limit-po-kreditnym-kartam-dostigmaksimalnogo-znacheniya-za-poslednie-chetyre (дата обращения 10.05.2018).

3. Goldberg M., Palladini E. Managing Risk and Creating Value with Microfinance. / M. Goldberg, E. Palladini World Bank Publications, 2010.

4. Mastyaeva I.N., Goremykina G.I., Semenikhina O.N. Metody optimal'nykh resheniy. / I.N. Mastyaeva, G.I. Goremykina. - M.: KURS, NITs INFRA-M, 2016. -384 p.

5. Shchukina N.A., Goremykina G.I., Tarasova I.A. Diskretno-sobytiynoe modelirovanie deyatel'nosti otdeleniya banka v srede Simevents sistemy Matlab+Simulink / N.A. Shchukina, G.I. Goremykina, I.A. Tarasova // Fundamental'nye issledovaniya. 2016. No. 10-2. pp. 452-456.

6. Volovatova E.G., Mastyaeva I.N. Osobennosti upravleniya riskami v roznichnom ekspress-kreditovanii: sovremennye tendentsii / I.N. Mastyaeva, E.G. Volovatova // Fundamental'nye issledovaniya. 2017. No. 12 (chast' 2); URL: http://www.fundamental-research.ru/ru/article/ view?id=42032 (data obrashcheniya: 25.01.2018).

7. Goremykina G.I., Shchukina N.A. Simulink-modelirovanie protsessov ekspress-kreditovaniya / G.I. Goremykina, N.A. Shchukina // Modelirovanie, optimizatsiya i informatsionnye tekhnologii. 2017. No. 4(19). URL: https://moit.vivt.ru/wpcontent/uploads/2017/10/GoremikinaShukina_4_1_17. pdf (data obrashcheniya: 25.04.2018).

8. Snegova E.G. Primenenie metoda logisticheskoy regressii dlya prognozirovaniya veroyatnosti defolta pri ekspress-kreditovanii / E.G. Snegova // Natsional'nye interesy: prioritety i bezopasnost'. 2013. No. 5. pp.22-31.

Mastyaeva Irina Nikolaevna
Candidate of Technical Sciences Associate Professor
Email: imastyaeva@mail.ru

Federal State Budget Educational Institution of Higher Education “Plekhanov Russian University of Economics”

Moscow, Russian Federation

Volovatova Elena Gennadievna
Candidate of Economic Sciences
Email: e.volovatova@icloud.com

OTP Bank JSC

Moscow, Russian Federation

Keywords: retail loans, express loans, credit risks, maximum limit, pti, credit report

For citation: Mastyaeva I.N. Volovatova E.G. THE ALGORITHM FOR CALCULATING THE OPTIMAL CREDIT LIMIT FOR RETAIL EXPRESS LOANS. Modeling, Optimization and Information Technology. 2018;6(2). Available from: https://moit.vivt.ru/wp-content/uploads/2018/04/MastyaevaVolovatova_2_18_1.pdf DOI: (In Russ).

117

Full text in PDF