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  5. A method’s choice of estimation prognostication of the stability of banking system taking into account the Hurst coefficient for dynamic row of supervisions

A method’s choice of estimation prognostication of the stability of banking system taking into account the Hurst coefficient for dynamic row of supervisions

V.Yu. Dubnitskiy, N.P. Pogorelenko, O.N. Sidorenko
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The concept of estimation of stability of the banking system is entered. It is offered the method of its evaluation. The algorithm of determination of Hurst coefficient for the dynamic row of estimations of stability of the banking system and method of choice of method of its prognostication is described. A numeral example is resulted.
Keywords: prognosis, the Hurst coefficient, the exponential smoothing out, bank, bank stability, the banking system stability