Comparison of Banking and Peer-to-Peer Lending Risks

被引：3
|
作者：
Davydov, V. A. [1 ]
Kruglik, S. A. [2 ,3 ]
Yanovich, Yu A. [2 ,3 ,4 ]
机构：
[1] Natl Res Univ, Higher Sch Econ, Moscow 101000, Russia
[2] Skolkovo Inst Sci & Technol, Moscow 121205, Russia
[3] Sirius Univ Sci & Technol, Soci 354340, Krasnodar Krai, Russia
[4] Russian Acad Sci, Kharkevich Inst Informat Transmiss Problems, Moscow 127051, Russia
来源：
AUTOMATION AND REMOTE CONTROL | 2021年 / 82卷 / 12期
基金：
俄罗斯基础研究基金会; 日本学术振兴会;
关键词：
control in social economic systems; banking risk; peer-to-peer lending; Markowitz optimal portfolio theory; PORTFOLIO VIEW;
D O I：
10.1134/S0005117921120079
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We consider the problem of minimizing the risk taken on by investors in a two-tier (banking) system of lending and a system of peer-to-peer lending, assuming the incoming risks to be constant. It is shown that with the introduction of a special (nonsystematic) risk, the peer-to-peer lending model turns out to be optimal.
引用
收藏
页码：2155 / 2168
页数：14
相关论文
共 50 条
  • [1] Comparison of Banking and Peer-to-Peer Lending Risks
    V. A. Davydov
    S. A. Kruglik
    Yu. A. Yanovich
    Automation and Remote Control, 2021, 82 : 2155 - 2168
  • [2] Peer-to-Peer Lending: Opportunities and Risks
    Lenz, Rainer
    EUROPEAN JOURNAL OF RISK REGULATION, 2016, 7 (04) : 688 - 700
  • [3] PEER-TO-PEER LENDING: Structures, risks and regulation
    Davis, Kevin
    Murphy, Jacob
    JASSA-THE FINSIA JOURNAL OF APPLIED FINANCE, 2016, (03): : 37 - 44
  • [4] Peer-to-Peer Lending and Bank Risks: A Closer Look
    Yeo, Eunjung
    Jun, Jooyong
    SUSTAINABILITY, 2020, 12 (15)
  • [5] Peer-to-Peer Lending Development in Latvia, Risks and Opportunities
    Petersone, Irina
    Kreituss, Ilmars
    EURASIAN ECONOMIC PERSPECTIVES, 2021, 16 : 129 - 148
  • [6] Visual analysis of risks in peer-to-peer lending market
    Xiao, Zhao
    Li, Yuelei
    Zhang, Kang
    PERSONAL AND UBIQUITOUS COMPUTING, 2018, 22 (04) : 825 - 838
  • [7] Visual analysis of risks in peer-to-peer lending market
    Zhao Xiao
    Yuelei Li
    Kang Zhang
    Personal and Ubiquitous Computing, 2018, 22 : 825 - 838
  • [8] Dark Matter Credit: The Development of Peer-to-Peer Lending and Banking in France
    Luis Pena-Mir, Jose
    REVISTA DE HISTORIA INDUSTRIAL, 2021, (81): : 231 - 236
  • [9] Dark Matter Credit: The Development of Peer-to-Peer Lending and Banking in France
    DESBARATS, C. A. T. H. E. R. I. N. E.
    EIGHTEENTH-CENTURY STUDIES, 2022, 55 (04) : 566 - 571
  • [10] Dark matter credit: the development of peer-to-peer lending and banking in France
    Antipa, Pamfili
    ECONOMIC HISTORY REVIEW, 2020, 73 (01): : 338 - 339
12345