Influence of financial sustainability of households on default risks of regulated banks

Zuhra Yergasheva; Saltanat Kondybayeva; Ryszhan Kabylkairatkyzy; Gulmira Yesengeldiyeva

doi:10.1051/e3sconf/202015905015

All issues

Volume 159 (2020)

E3S Web Conf., 159 (2020) 05015

References

Open Access

Issue		E3S Web Conf. Volume 159, 2020 The 1^st International Conference on Business Technology for a Sustainable Environmental System (BTSES-2020)


Article Number		05015
Number of page(s)		9
Section		Chapter 5: Sustainable Cities and Communities
DOI		https://doi.org/10.1051/e3sconf/202015905015
Published online		24 March 2020

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[1] N. Albacete, P. Fessler, Stress testing Austrian households. Financial Stability Report, 19. P.72-91. (2010) [Google Scholar]

[2] T. Bilston, D. Rodgers, A model for stress testing Household Lending in Australia. (RBA Bulletin, Reserve Bank of Australia. p. 27-38, (December, 2013). [Google Scholar]

[3] K. Galuschak, Stress testing the Private Household Sector using microdata. (2017) [Google Scholar]

[4] D. Handm, Modelling consumer credit risk IMA Journal of Management Mathematics, 12. P. 139–155. (2001) [Google Scholar]

[5] L. Allen, G. DeLong, A. Saunders, Issues in the credit risk modeling of retail markets. Journal of Banking & Finance, 28 – 4. P. 727-752. (2004) [Google Scholar]

[6] E. Bartolozzi, L. Garcıa-Erguın, C. Deocon, O. Vasquez, F. Plaza, Credit Scoring Modelling for Retail Banking Sector. II Modelling Week, Universidad Complutense de Madrid, 16th 24th June. (2008) [Google Scholar]

[7] V. Martin, K. Evien, Credit Scoring Methods. Journal of Economic Literature Accessed April 5, (2011) Retrieved from http://www.palgravejournals.com/jors/journal/v62/n4/full/jors201015a.html#top [Google Scholar]

[8] M. Pohar, M. Blas, S. Turk, Comparison of Logistic Regression and Linear Discriminant Analysis: A Simulation Study Metodološki zvezki, 1. P. 143–161. (2004) [Google Scholar]

[9] G. Webster, Bayesian Logistic Regression Models for Credit Scoring. (A thesis submitted to Rhodes University in partial fulfilment of the requirements for the degree of Master of Commerce. 2011) [Google Scholar]

[10] M. Berry, G. Linoff, Mastering Data Mining: The Art and Science of Customer Relationship Management. Industrial Management & Data Systems, 100 – 5. P. 245-246. (2000) ISSN: 0263-5577. https://doi.org/10.1108/imds.2000.100.5.245.2 [CrossRef] [Google Scholar]

[11] N. Siddiqi, Credit Risk Scorecards. (Published by John Wiley & Sons, Inc. Hoboken, New Jersey. 2006) [Google Scholar]

[12] A.U. Nesterov, Structure and mechanisms for maintaining household financial stability. Vestnik Universiteta, (2013) [Google Scholar]

[13] N. Albacete, P. Lindner, Foreign currency borrowers in Austria – evidence from the Household Finance and Consumption Survey. (Financial Stability Report 29. P. 93109. 2015) [Google Scholar]

[14] S. Dey, R. Djoudad, Y. Terajima, A tool for assessing financial vulnerabilities in the household sector. (Bank of Canada review, 2008) [Google Scholar]

[15] M. Karasulu, Stresstesting Household Debt in Korea. (IMF Working paper. P. 255. 2008) [Google Scholar]

[16] R. Djoudad, A Framework to Assess Vulnerabilities Arising from Household Indebtedness using Microdata. Aestimatio: The IEB International Journal of Finance, 3. p. 150-169. ISSN 2173-0164 (2011) [Google Scholar]

[17] International Monetary Fund Annual Report 2012: Working Together To Support Global Recovery. Pages 76. (2012) [Google Scholar]

[18] ECB. The Eurosystem Household Finance and Consumption Survey: Methodological Report for the first wave. (ECB Statistics Paper Series, 1. April. 2013) [Google Scholar]

[19] V. Michelangeli, M. Pietrunti, A Microsimulation Model to Evaluate Italian Households’ Financial Vulnerability. Bank of Italy Occasional Paper, 225. 34 Pages. (2015) [Google Scholar]

[20] M. R. Arranz, M. Zavadjil, Are emerging Asia’s reserves really too high? Chapter 4. Pages 30. (Book. Macroeconomic Policies in Indonesia. Indonesia economy since the Asian financial crisis of 1997) [Google Scholar]

[21] V. Hlavac, M. Sonka, R. Boyle, Image Processing, Analysis, and Machine Vision. (Fourth Edition. Cengage Learning. Pages 853. 2014) [Google Scholar]

[22] T. Bilston, R. Johnson, M. Read, Research Discussion Paper Stress Testing the Australian Household Sector Using the HILDA Survey. (RDp 2015-01. Pages 35. 2015) [Google Scholar]

[23] J. Meriküll, T. Rõõm, The financial fragility of Estonian households: Evidence from stress tests on the HFCS microdata, Bank of Estonia Working Paper, 4. (2017) [Google Scholar]

[24] Basel Committee on Banking Supervision Annual Economic Report – 2019. https://www.bis.org/annualeconomicreports/index.htm?m=5%7C24 [Google Scholar]

[25] M. Keese, Triggers and Determinants of Severe Household Indebtedness in Germany. Ruhr Economic Paper, 150. Pages 30. (2009) [Google Scholar]

[26] G. D’Alessio, S. Iezzi, Household Over-Indebtedness: definition and measurement with Italian data. Questioni di Economia e Finanza (Occasional papers) from Bank of Italy, 149. P. 3.(2013) [Google Scholar]

[27] Indicators of financial stability // National Bank of the Republic of Kazakhstan. February, 2018. http://www.nationalbank.kz/cont/%D0%98%D0%A4%D0%A32.xls [Google Scholar]

[28] B. De Clercq, Analysing the predictors of financial vulnerability of the consumer market microstructure in South Africa. (Doctoral dissertation. June, 2013) [Google Scholar]

[29] L. Bimendiyeva, G. Sadykhanova, A. Bekmetova, Financial stability of the enterprise as an opportunity to ensure competitiveness. Proceedings of the 33rd International Business Information Management Association Conference, IBIMA 2019: Education Excellence and Innovation Management through Vision 2020, P. 4978-4983. (2019) [Google Scholar]

[30] S. Kondybayeva, S. Abilday, B. Mukhamediyev, B. Baitanayeva, A. Abylay, Theoretical aspects of the shadow economy and it’s current state in the world economy. Proceedings of the 31st International Business Information Management Association Conference, IBIMA 2018: Innovation Management and Education Excellence through Vision 2020. (2018) [Google Scholar]

[31] K. Czerewacz-Filipowicz, The Russian Federation RTAs in the Light of Global Value Chains. Procedia Engineering, 182, P. 120-126. (2017) [Google Scholar]

[32] S.K. Kondybayeva, Z.S. Ishuova, The effect of monetary policy on real house price growth in the republic of Kazakhstan: A vector autoregression analysis. World Applied Sciences Journal, 22 10, P. 1384-1394. (2013) [Google Scholar]