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Approaches to forecasting the financial stability of a credit institution

Author

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  • Andrey Zotov

    (Bank of Russia, Russian Federation)

Abstract

The article researches the linear model of forecasting of the bank capital adequacy ratio as one of the main indicators of financial soundness. Author carried out the practical approbation of the model, offered the way of its modernization, made the comparative effectiveness analysis of both approaches using the real data of the group of regional banks

Suggested Citation

  • Andrey Zotov, 2012. "Approaches to forecasting the financial stability of a credit institution," Russian Journal of Money and Finance, Bank of Russia, vol. 8(7), pages 43-48.
    • Handle: RePEc:bkr:journl:v:8:y:2012:i:7:p:43-48
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    More about this item

    Keywords

    forecasting; bank capital adequacy ratio; model precision;
    All these keywords.

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
    • G2 - Financial Economics - - Financial Institutions and Services
    • G20 - Financial Economics - - Financial Institutions and Services - - - General
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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