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Article

Оценка вероятности отзыва лицензии банка с использованием методов регуляризации

Банковское дело. 2017. № 1. С. 40-49.
Пильник Н. П., Вотинов А. И.

In this study open data is used to estimate the probability of license withdrawal. The use of regularization allows taking into account the entire amount of data suggesting automatic selection of the optimal model. A number of predictive models are estimated. The methodology could be implemented by market actors in purpose to continuous monitoring of counterparties’financial stability.