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Regular version of the site

Article

Extended Modeling of Banks’ Credit Ratings

Procedia Computer Science. 2016. Vol. 91. P. 201-210.
Karminsky A. M., Khromova E.

The aim of this paper is to construct a reliable model based on public information for 
the practical usage of interested agents, regulators and banks themselves. During the work, 
a table of representative variables that have potential influence on ratings was constructed. 
The research is based on the Bankscope database that contains financial information about 
international banks for the period from 1996 to 2011. A Matlab code was created in order to 
fill in the gaps in a database. As a result, an ordered probit model provides the following …