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liabilities and required reserves. submitted at main deposit auctions and fine-tuning deposit auc-
The table ‘Required Reserves (Averaged Amount) Held by tions as well as
liabilities and required reserves. submitted at main deposit auctions and fine-tuning deposit auc-
The table ‘Required Reserves (Averaged Amount) Held by tions as well as
liabilities and required reserves. submitted at main deposit auctions and fine-tuning deposit auc-
The table ‘Required Reserves (Averaged Amount) Held by tions as well as
liabilities and required reserves. submitted at main deposit auctions and fine-tuning deposit auc-
The table ‘Required Reserves (Averaged Amount) Held by tions as well as
liabilities and required reserves. submitted at main deposit auctions and fine-tuning deposit auc-
The table ‘Required Reserves (Averaged Amount) Held by tions as well as
liabilities and required reserves. submitted at main deposit auctions and fine-tuning deposit auc-
The table ‘Required Reserves (Averaged Amount) Held by tions as well as
regulate liquidity, the Bank of of funding provided at its one-month repo auc-
Russia continued to hold fine-tuning deposit tion from 1.5 trillion to
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28.06.2022
to the models and improve their forecast quality according to the ROC AUC metric.
Additionally, we train our probability of default models for each industrial
values of the ROC
AUC metrics are shown in the Appendix, Figure 1.
Figure 7. Results of the difference in ROC AUC metric on the
100%
0% 20% 40% 60% 80% 100%
FR
% of predicted obs.
(a) AUC = 89% for correlation of actual and (b) CLAR = 77% for correlation of