A Comparison of the External and Internal Demands Imposed during Conditioning Training and Match-Play in Semi-Professional and Development Female Netball Players

This case series, team-based study aimed to compare the demands imposed during conditioning training and match-play in netball players. Female netball players competing at semi-professional (n = 9, age: 22.2 ± 3.8 years) and development (n = 9, age: 22.3 ± 2.9 years) levels had their internal (rating of perceived exertion (RPE)) and external (relative PlayerLoad (PL) in total and in the forwards, sideways, and vertical vectors) loads measured during conditioning-based training sessions and matches in a season. Demand variables were compared between conditioning and match-play across all players and according to position in each playing level. Conditioning training imposed higher relative PL in total and in each vector compared to match-play in semi-professional and development players (small to large effects). In contrast, RPE was significantly (p = 0.006) higher during match-play than conditioning training in semi-professional and development players (medium effects). Furthermore, according to playing position, significantly higher relative PL variables were evident during conditioning training than match-play in wing attack and goalkeeper semi-professional players and in goal attack, goal shooter, goal keeper, and goal defence development players. These results suggest conditioning training practices elicit adequate external intensities but inadequate internal intensities relative to match-play across positions in semi-professional and development netball players.

Basel regulatory capital formula revised

Credit capital requirement is a key component of Basel implementation to assess a bank’s capital adequacy. Under the Internal Rating-Based approach, some risk parameters, including Asset Correlation, are implicit assumptions that cannot be observed directly. While some heuristic formulae of Asset Correlation for different business segments are provided by Basel, they may not be fully consistent with each bank’s loss experience and thus may cause systematic underestimation of banks’ capital requirement. To address this issue, we derive an equivalent capital formula in such way that the unobservable Asset Correlation is replaced by an observable and well-understood parameter called Default Volatility, which can be calibrated based on banks’ historical loss experience. This new approach simplifies parameter estimation process without requiring additional data, as well as making risk analysis such as stress testing more credible.

Specifics of Project Management of Development and Implementation of DPO Programs in Universities: Role of Educational and Scientific Centers

In the article the features of organization of the system of supplementary education in Russian universities in the conditions of modern reality are considered. Among them are the accelerating shift of professions, the concept of "long life learning", the digitalization of all spheres, including education, as well as a stable segment of the programs of professional education in the educational portfolio of a university is needed for its of sustainable competitiveness. As an example, there are proposed some perspective forms of organization of educational and scientific process which are new for the Russian practice of managing education. One of these forms could be an educational-scientific center in a university as a union of the departments and research units in the relevant subject area, structurally separated from the classical forms of faculty and completely different from it. The last one is classically managed individually, collegially or on the basis of linear-functional approach, especially in Russia. The education & science center of Management in the Plekhanov Russian University of Economics is given as an example. It is a really successful division of the university, which has a confidently leading position in the internal rating system for KPI and a stable portfolio of orders for research and vocational programs for the corporate segment, which ensures the implementation of financial plans and guarantees the sustainability of a university’s budget. The article provides generalized practical recommendations for building the processes of development, promotion and implementation of vocational programs, taking into account the differentiation by basic target groups of consumers (students), diverse technologies for their training and creating basic versions of the educational products.

ESTIMATION OF THE DEFAULT PROBABILITY OF COMMERCIAL BANK BORROWERS: CASE STUDY

The paper describes the essence of the risks that banks face in their activities, first of all, that of the credit risk, the level of which is determined by the size of financial losses if a borrower does not repay credit funds and interest for using them. The models for assessing the probability of a borrower default (statistical, based on artificial intelligence and theoretical ones) are considered and compared; their advantages and disadvantages are determined. It is shown that, as a rule, one of the theoretical models underlies the application of statistical models or artificial intelligence models, and the choice of a model depends on the purpose of the assessment, information that can be used, technical and technological support and the bank's personnel potential. The analysis of a particular borrower of a bank – a firm, carrying out its activities in the field of agriculture, is done. The procedure used for assessing credit risk is based on the NBU regulation on the determination by Ukrainian banks of the size of credit risk for active banking operations. The stages of the procedure are: calculation of the integral indicator, debtor’s class determination and the probability of borrower default, calculation of the exposure at risk and the of the level of losses in case of default and the assessment of the credit risk itself. To determine the probability of a borrower's default, the classic Altman’s model was used, which made it possible to calculate an integral indicator using financial indicators of the enterprise; according to the internal rating of the bank, the class of the enterprise and the probability of default are determined. The size of the credit risk was calculated and its impact on the bank's norms was estimated. The loan provided belongs to the group of large indebtedness, therefore, the bank must constantly monitor the impact of the loan provided on certain standards of credit risk. basic recommendations for issuing and servicing a loan are provided.

Modern Approaches to the Teaching of Risk Scienceat a University

Purpose. Disclosure of the peculiarities of the organization of modern training of university students with a risky perception of reality in order to form basic competencies for future professional activities.Methods. As part of the study, the following were used: the systematization method, the structural analysis method and the numeric rating method.Results. The peculiarities of riskology training in the construction of an individual educational route are determined, in which the possibility of students independently choosing disciplines to realize their own interests in various fields of knowledge is used. Methods of obtaining risk identification skills from trainees are formulated. It is determined that using the intuitive method of risk formalization is the most accessible and expeditious way to remember the possibility of risks. The need to develop a sustainable habit of assessing risks in the future and in fact is justified. This skill is successfully developed using a numeric rating method. The need to develop an internal rating scale for each student is justified, which is useful for making decisions. Disclosed is a method of assimilating risk analysis skills in dynamics. This allows you to identify the development of forecast estimates in comparison with the fact for each individual risk and compile several risks.Conclusion. An educational experiment on the introduction of the Riskology discipline for students ofTyumenStateUniversity suggests that they have successfully overcome the stage of high risk of perception of reality that arose during the COVID-19 pandemic. The acquired knowledge and practical skills will ensure a similar perception of other events in their lives and professional activities. It is necessary to fully expand such practices and find an opportunity to supplement educational programs in universities, regardless of their orientation, with disciplines that directly reveal the nature of risk in human life and give them the ability to manage them.

Aplikasi Analisis Hirarki Proses pada Model Internal Rating Credit Line Bagi Bank Syariah

Bank dalam menjalankan aktivitas bisnisnya senantiasa bersinggungan dengan risiko. Maka dari itu, diperlukan suatu sistem pemeringkatan internal sehingga bank dapat menyeleksi debitur maupun counterparty berdasarkan tingkat risikonya. Salah satu aktivitas bank adalah pemberian credit line bagi Bank Syariah di Indonesia. Penelitian ini bermaksud untuk merumuskan model pemeringkatan credit line bagi Bank Syariah. Penelitian ini menggunakan metode kuantitatif dengan menggunakan metode Analisis Hirarki Proses. Temuan penting penelitian ini adalah diperolehnya suatu model internal rating credit line bagi Bank Syariah yang selanjutnya dapat digunakan untuk membantu bank dalam menentukan kelayakan suatu Bank Syariah menjadi mitra bank berdasarkan tingkat risikonya.

Weighted Quantile Regression Forests for Bimodal Distribution Modeling: A Loss Given Default Case

Due to various regulations (e.g., the Basel III Accord), banks need to keep a specified amount of capital to reduce the impact of their insolvency. This equity can be calculated using, e.g., the Internal Rating Approach, enabling institutions to develop their own statistical models. In this regard, one of the most important parameters is the loss given default, whose correct estimation may lead to a healthier and riskless allocation of the capital. Unfortunately, since the loss given default distribution is a bimodal application of the modeling methods (e.g., ordinary least squares or regression trees), aiming at predicting the mean value is not enough. Bimodality means that a distribution has two modes and has a large proportion of observations with large distances from the middle of the distribution; therefore, to overcome this fact, more advanced methods are required. To this end, to model the entire loss given default distribution, in this article we present the weighted quantile Regression Forest algorithm, which is an ensemble technique. We evaluate our methodology over a dataset collected by one of the biggest Polish banks. Through our research, we show that weighted quantile Regression Forests outperform “single” state-of-the-art models in terms of their accuracy and the stability.

The Spillover Effects of Prudential Regulation on Banking Competition

Summary: European supervisors aggressively requested more capital at large banks. That may cut credit to the economy. We confirm that especially larger banks cut loans while less-significant banks partly offset that credit drop. Moreover, we identify nasty spillovers from that interaction. Specifically, larger banks’ deleveraging was associated with significant portfolio worsening for mid-sized banks. We conjecture that while small banks’ loan expansion was somewhat shielded by superior soft-information-based technologies, medium-sized banks were fully exposed to lending to bad borrowers as they boosted loans by relying on credit scoring and Internal Rating Based models. That is proving tricky through the prolonged European dip.

INTERNAL CREDIT RATING FRAMEWORK FOR REAL ASSET INVESTMENT

Real asset investment, which is assumed to be worthier than traditional assets in regards to exposure to income volatility, has become central to investment portfolios in financial institutions. However, the features of illiquidity and uniqueness involved in an individual real asset deal require private investors to review the full dimensions associated with the transaction structure. Banks and global credit rating agencies assess the quality of products by relying heavily on qualitative research executed by human insights and experiences. Such an approach ensures the comprehensiveness of the review process but it requires excessive resources in time and money. This study presents an internal rating system that instantly screens features of a deal proposal and provides a rating compatible with the global rating standard. The result shows that the outcomes created by this model are mostly clustered from BBB to BB. These findings match the average ratings for real assets, as determined by global rating agencies, which strengthens the practicality of the proposed model.