1. Basel III: The liquidity coverage ratio and liquidity risk monitoring tools. Basel Committee on Banking Supervision. January 2013. URL: https://www.bis.org/publ/bcbs238.pdf (accessed on 13.02.2020).
2. Selezneva M. M. The model of expected credit losses: First results of application by Russian commercial banks. In: Economics, management, finance. Proc. 9th Int. sci. conf. (St. Petersburg, Oct., 2018). St. Petersburg: Svoe izdatel’stvo; 2018:24-28. (In Russ.).
3. Novoselov D. V. Methodological recommendations for assessing the creditworthiness of small businesses by commercial banks. Ekonomicheskie nauki = Economic Sciences. 2011;(75):316-319. (In Russ.).
4. Oboznaya O. V. Approaches to assessing the impairment of the loan portfolio and the model of expected losses. MSFO i MSA v kreditnoi organizatsii. 2013;(2). URL: https://wiseeconomist.ru/poleznoe/83954-podxody-ocenke-obesceneniya-kreditnogo-portfelya-model-ozhidaemyx (In Russ.).
5. Pozdyshev V. A. Results of the assessment of banking regulation in Russia for compliance with Basel standards: RCAP outcomes. Den’gi i kredit = Russian Journal of Money and Finance. 2016;(11):3-7. (In Russ.).