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Article

Специфика оценки устойчивости коммерческого банка в российских условиях

Вопросы статистики. 2013. № 12. С. 35-44.
Поляков К. Л., Полякова М. В.

This article is devoted to the estimation of the commercial bank license revocation probability solely on the basis of its open reporting to the Bank of Russia. It has been used some traditional and new, earlier not considered, indicators, calculated on the basis of data from open reporting. For the purpose of importance and direction of indicators influence inspection it has been used two logit-model specification. Some outliers have been removed from data. Results of model estimation conform to the initial hypothesis about influence of indicators on commercial bank license revocation probability. As well it have been ascertained that influence of some indicators contradict Bank of Russia methodology of commerce bank stability estimation that can be explained by open reporting falsification.