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Regular version of the site

Article

Comparison of Bank Financial Stability Factors in CIS Countries

Procedia Computer Science. 2014. Vol. 31. No. 2014 International Conference on Computational Science. P. 766-772.
Kostrov A., Karminsky A. M.

We develop the model for estimating the default probabilities of banks for Russia, Belarus, Kazakhstan and Ukraine using banking statistics from 2005 to 2013. We find that a binary logit regression works best. In addition, macroeconomic and institutional factors significantly improve model accuracy. The results indicate that there are significantly different sources of risk in banking in the considered banking systems. These results are useful for agents operating with CIS banks.