МОДЕЛИРОВАНИЕ УСТОЙЧИВОСТИ РОССИЙСКИХ БАНКОВ В ПЕРИОД РЕФОРМИРОВАНИЯ БАНКОВСКОЙ СИСТЕМЫ
This research focuses on the analysis of the stability of the Bank. The concept “stability” is defined here as the financial state of the farm that allow it under normal conditions to fulfill its liabilities to employees, other organizations and the state due to sufficient income and the matching of costs with revenues.
Values of some factors important for this analysis factors are free on the site Central Bank of RF in the open monthly financial reports of banks. Among such indicators are the indicators for which the Central Bank of the Russian Federation defines the normative values. The monitoring of implementation of these standards provides a very rough approach to the analysis of reliability of the Bank in the context of the probability of revocation of the license. At the same time, values of these factors are excellent measures of financial health of the Bank. They characterize the most important aspects of their activity.
The main task in this research is to analyze the character of statistical relationship between above pointes factors and the probability of license revocation. While the focus is on the strength and direction of influence. This enables the Bank management to increase efficiency and quality of decision-making about its management. At the same time, partners and customers can perform external rapid analysis of the Bank's reliability using a relatively small set of indicators.
Authors use several kinds of the model of binary choice to solve task in the research. The peculiarity of the models is the automatic selection of the functional form of the occurrence in them of the characteristics of the banks. To this end, the authors use the apparatus of fractional polynomials that allow you to select the model specification, which is the most adequate to the properties of the data.
The results of the evaluation of the models showed a high degree of agreement on the form of the occurrence in them of the characteristics of the Bank with their economic meaning and regulations of the Central Bank. Comparison of the quality of classic binary choice model for panel data with the quality of model based on generalized polynomial shows a clear advantage of the latter.
The study was conducted based on open reporting 887 of banks for the period from 01.01.2013 to 01.12.2015. This time interval was chosen in connection with the change of leadership of the Central Bank of the Russian Federation in mid-2013, resulting in a significant change in the nature of the challenges facing the financial system of the Russian Federation. It were taken statements, as applicable, in particular, launched and liquidated in this period banks.