A Two Layers Sector-based DSS for Bank ProvisionsForecasting |
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摘 要: | 1IntroductionAtwo-layersector-baseddecisionsupportsystem(DSS)hadbeenresearched,designed,andimplementedforabankinEngland.TheprincipalobjectiveofdevelopingtheDSSistoimprovethetechniquesusedbythebanktoforecastthelevelofprovisionstoberaisedagainsttheeventualityofunsecureddebtfailingtoperform.Wetakeadisaggregatedapproach,worldngtowardsindividualsectorforecastsratherthantowardsoneglobalamountforthewholeOfUKBB.OuraimistodevelopaforecastingsupportsystemtohelpUKBBforecastandjustifyfuturenetprovi…
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A Two Layers Sector-based DSS for Bank Provisions Forecasting |
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Abstract: | A two-layer sector-based decision support system had been researched, designed, andimplemented for a bank in England to improve the techniques used by the bank to forecast the levelof provisions to be raised against the eventuality of unsecured debt failing to perform. After describlug the structure of the DSS, the paper discusses the decision process using the DSS stage by Stage:from updating database, specifying model, eValuating weight, estimating the magnitude of relationshipbetween variables, completing the assumptions, to carrying out forecasting. |
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Keywords: | DSS provisions forecasting ~tor-based weights assumption |
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