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Book

Эконометрические методы в дистанционном анализе деятельности российских банков

The methodology of econometric approach to off-site monitoring of the Russian banking system is suggested. It includes econometric models of the probability of bank default, based on historical data on Russian bank defaults; models of ratings assigned to banks by rating agencies or experts, models of banks’ interest rates, and models of banks’ cost efficiency. Models are tested on real data in order to estimate possibility their potential use as part of Early Warning System in banks supervision.

Эконометрические методы в дистанционном анализе деятельности российских банков