- PII
- S042473880000616-6-1
- DOI
- 10.7868/S0000616-6-1
- Publication type
- Article
- Status
- Published
- Authors
- Volume/ 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
- Year of publication
- 2015
- Number of purchasers
- 1
- Views
- 931
RAS Social ScienceЭкономика и математические методы Economics and the Mathematical Methods
- ISSN (Print) 0424-7388
- ISSN (Online) 3034-6177
DRIVERS OF BANKS LICENSE WITHDRAWAL: THE AFTER CRISIS (2010–2011) STUDY
Индексирование
Scopus
Crossref
Higher Attestation Commission
At the Ministry of Education and Science of the Russian Federation
Scientific Electronic Library