Slobodan Šegrt

The financial management as a tool for development investment decision

Tehnika, 2017

The role of the banks' rating system in the allocation of loans

International Review

The subject of this paper is the analysis of the application of banking internal credit risk meas... more The subject of this paper is the analysis of the application of banking internal credit risk measurement models for the purpose of calculating the minimum regulatory capital. The Basel Committee established proposals for an internal rating-based approach (IRB approach-internal rating-based) to capital requirements for credit risk. Such an approach, which relies on the bank's internal assessment of counterparties and exposures, can ensure two key objectives: the first is additional risk sensitivity, in which capital requirements based on internal ratings can be much more sensitive on the drivers of credit risk of economic losses in the banking portfolio; the second is incentive compatibility, where the appropriate structure of the RBI approach can provide a framework that encourages banks to continue to improve their internal risk management practices. The internal ranking approach aims to improve the safety and soundness of the financial system. The paper defines the terminology...

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Local weighted Averaged 2-Dependence Estimator

Proceedings of the 10th Hellenic Conference on Artificial Intelligence, 2018

Despite the extended research that has been made all these years over the classification task exp... more Despite the extended research that has been made all these years over the classification task exploiting algorithms that are based on Bayes theory, the combination of recent semi-naive Bayesian approaches with the well-known concept of Local learning has not highly been scrutinized. We propose a Local variant of Averaged 2-Dependence Estimator (A2DE) as a reliable and high accurate classifier. Our claims are supported by large scale experiments that contain 42 public datasets and 9 different algorithms, including some state-of-the-art, such as the Naive Bayes classifier, and the standalone A1DE and A2DE algorithms for exporting useful conclusions about the proposed learner.

Uticaj privatnog zdravstvenog osiguranja na makroekonomski ambijent Republike Srbije

Oditor - casopis za Menadzment, finansije i pravo

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