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Avtomatika i Telemekhanika, 2021, Issue 12, Pages 138–153
DOI: https://doi.org/10.31857/S0005231021120096 (Mi at15639) 		 
This article is cited in 3 scientific papers (total in 3 papers)

Control in Social Economic Systems

Comparison of banking and peer-to-peer lending risks

V. А. Davydova, S. A. Kruglikbc, Yu. A. Yanovichbcd

a National Research University Higher School of Economics, Moscow, 101000 Russia
b Sirius University of Science and Technology, Sochi, Krasnodar krai, 354340 Russia
c Skolkovo Institute of Science and Technology, Moscow, 121205 Russia
d Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow, 127051 Russia
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DOI: https://doi.org/10.31857/S0005231021120096
Abstract: 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.
Keywords: control in social economic systems, banking risk, peer-to-peer lending, Markowitz optimal portfolio theory.
Funding agency Grant number
Russian Foundation for Basic Research 19-37-51036
20-51-50007
20-07-00652
The study was carried out with the financial support of the Russian Foundation for Basic Research within the framework of scientific projects nos. 19-37-51036 and 20-07-00652 as well as of the Russian Foundation for Basic Research and the Japan Society for the Promotion of Science within the framework of scientific project no. 20-51-50007.
Presented by the member of Editorial Board: F. T. Aleskerov

Received: 18.01.2021
Revised: 26.05.2021
Accepted: 30.06.2021
English version:
Automation and Remote Control, 2021, Volume 82, Issue 12, Pages 2155–2168
DOI: https://doi.org/10.1134/S0005117921120079
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. А. Davydov, S. A. Kruglik, Yu. A. Yanovich, “Comparison of banking and peer-to-peer lending risks”, Avtomat. i Telemekh., 2021, no. 12, 138–153; Autom. Remote Control, 82:12 (2021), 2155–2168
Citation in format AMSBIB
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\issue 12
\pages 138--153
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  • https://www.mathnet.ru/eng/at/y2021/i12/p138
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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