Methodology of Estimating Current Value of Credit Organization with Regard to Economic Capital and Digital Technologies
https://doi.org/10.21686/2413-2829-2025-5-208-217
Abstract
The article provides methodology of estimating the current value of credit organization, which can help accurately assess value of the bank in today’s conditions by improving service quality, including digital one. The review of academic publications was given dealing with problems of current approaches to estimating credit organization value. At the 1st stage the Basel Agreements and legal documents of the Central Bank of the Russian Federation were analyzed within the frames of evaluating economic capital; at the 2nd stage technology of machine learning using gradient boosting was applied; at the 3rd stage methodology of finding index of digital maturity SDI360 was analyzed, which was supplemented by the author in order to estimate the current value of credit organization. The author pointed out that proposed methodology has a number of benefits in comparison with traditional methods of estimating bank value based on results of the complex analysis of parameters included in estimation of finance losses connected with risk realization during principle work, as well as the rate of digital maturity of the bank, synergy effect with another bank within the frames of M&A deal, results of forecasting indicators of bank functioning calculated by using technology of machine learning.
About the Author
D. A. Karikh
Plekhanov Russian University of Economics; PJSC Sovcombank
Russian Federation
Russian Federation
Dmitry A. Karikh, Post-Graduate Student, Head of the Department
Global Financial Markets and Fintech Department; Financial Department; Expertise Department
109992; 36 Stremyanny Lane; Moscow; 156000; 46 Tekstilshchikov Avenue; Kostroma
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Review
For citations:
Karikh D.A. Methodology of Estimating Current Value of Credit Organization with Regard to Economic Capital and Digital Technologies. Vestnik of the Plekhanov Russian University of Economics. 2025;(5):208-217. (In Russ.) https://doi.org/10.21686/2413-2829-2025-5-208-217
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