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Article

Исследование причин отзыва лицензий у российских коммерческих банков в посткризисный период (2010-2011)

Емельянов А. М., Брюхова О. О.

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 financial stability of the banks. The model is built on the basis of monthly balance sheet statements, taken five months before observing the status of the bank. The impact of unbalanced sample on the forecasting accuracy of the model is also discussed.