Munich Personal RePEc Archive

Моделирование рейтингов российских банков

Peresetsky, А. А. and Karminsky, A. M. and van Soest, A. H. O. (2004): Моделирование рейтингов российских банков. Published in: Economics and Mathematical Methods , Vol. 40, No. 4 (2004): pp. 10-25.


Download (478kB) | Preview


The paper presents econometric analysis of the of Russian banks ratings, and the experts’ opinion based on a survey, designed in a framework of the project. From the ratings and the survey we derived the factors that in the experts’ opinion and in the rating agencies’ opinion are most important for bank reliability. The models of the ratings and experts’ opinions were designed for real and virtual banks. We constructed the model ratings of the Russian banks. These models use only publicly available information and hence could be used as an early warning system of the current bank reliability.

Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.