- PII
- S042473880000616-6-1
- DOI
- 10.7868/S0000616-6-1
- Publication type
- Article
- Status
- Published
- Authors
- Volume/ Edition
- Volume / Issue №3
- Pages
- 37-62
- Abstract
- The results of an econometric analysis of Russian Bank defaults in 1997-2013 are presented. The main goal of the study is to find out how publicly available information from banks ' balance sheets can be used to predict Bank defaults. It is shown that preliminary expert clustering of banks, as well as accounting for the macroenvironment, improve the quality of default models. Heuristic criteria for evaluating the quality of predictive power of models are proposed. A sliding regression is used to analyze trends in the development of the Russian banking system after the 1998 crisis.
- Keywords
- Date of publication
- 01.07.2007
- Year of publication
- 2007
- Number of purchasers
- 0
- Views
- 844
RAS PresidiumВопросы истории естествознания и техники Voprosy istorii estestvoznaniia i tekhniki
- ISSN (Print) 0205-9606
- ISSN (Online) 2713-041X
METHODS FOR ESTIMATING THE PROBABILITY OF BANK DEFAULT
Индексирование
Scopus
Crossref
Higher Attestation Commission
At the Ministry of Education and Science of the Russian Federation
Scientific Electronic Library