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DRIVERS OF BANKS LICENSE WITHDRAWAL: THE AFTER CRISIS (2010–2011) STUDY
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DRIVERS OF BANKS LICENSE WITHDRAWAL: THE AFTER CRISIS (2010–2011) STUDY
Annotation
PII
S042473880000616-6-1
Publication type
Article
Status
Published
Authors
Andrey Emelyanov  Olga Bryukhova
Edition
Volume 51 Issue 3
Pages
41-53
Abstract

The article presents the reasons for withdrawal of licenses from the Russian commercial banks in the post-crisis period from 01 January 2010 to 31 December 2011. Logistic regression is used to predict the fi nancial stability of the banks. The model is built on the basis of monthly balance sheet statements, taken fi ve months before observing the status of the bank. The impact of unbalanced sample on the forecasting accuracy of the model is also discussed.

Keywords
bank, failure prediction, logit-model, fi nancial ratios
Date of publication
01.07.2015
Number of purchasers
1
Views
796
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0.0 (0 votes)
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