Procedure of Formalization of the Indices of Banks’ Stable Functioning in Comparative Estimates of Their Development

The advisability of analyzing the banks liquidity and profitability as the key factor when building the comparative estimate of their functioning is considered. The procedure of formal description of the bank stable functioning indices is substantiated. Fuzzy interpretation of the bank management efficiency estimation is offered. The possibility to formalize the bank functioning estimates on the basis of the corresponding fuzzy set levels hierarchy is analyzed. The comparative estimate of different bank systems functioning is given.

Estimation of a Regression Function on a Point Process and its Application to Financial Ruin Risk Forecast

2000 Mathematics Subject Classification: Primary 60G55; secondary 60G25.