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An analysis of ratings of Russian banks

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Author Info
Soest, A.H.O. van
Peresetsky, A.A.
Karminsky, A.M. (Tilburg University, Center for Economic Research)

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Abstract

Since the recent financial crisis, both the Russian business community and foreign investors have started to make more and more use of ratings of the reliability of Russian banks, i.e., their ability to meet interest and repayment commitments to the investors. In response to this, the number of rating agencies has increased over the past few years. In this paper, existing ratings are analyzed and compared using ordered probit models that explain bank ratings from bank characteristics such as size indicators and financial ratios characterizing profitability, or default risk on loans given. Moreover, on the basis of a survey among financial experts, models for expert ratings are constructed and results are compared to those for the agency ratings. We find that agency and expert ratings of virtual banks are largely in line with each other, but there are also some differences. For example, liquidity measures are important for agency ratings but insignificant for the expert ratings. Moreover, we find some surprising differences between expert ratings of real banks and expert ratings of virtual banks. While overdue loans are important for the virtual banks, they play no role in either the agency ratings or the expert ratings of real banks. An explanation may be that banks manage to mask the actual number of overdue loans.

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 85.

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Date of creation: 2003
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Handle: RePEc:dgr:kubcen:200385

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Kaplan, Robert S & Urwitz, Gabriel, 1979. "Statistical Models of Bond Ratings: A Methodological Inquiry," Journal of Business, University of Chicago Press, vol. 52(2), pages 231-61, April. [Downloadable!] (restricted)
  2. Claessens, Stijn, 1996. "Banking reform in transition countries," Policy Research Working Paper Series 1642, The World Bank. [Downloadable!]
  3. Kolari, James & Glennon, Dennis & Shin, Hwan & Caputo, Michele, 2002. "Predicting large US commercial bank failures," Journal of Economics and Business, Elsevier, vol. 54(4), pages 361-387. [Downloadable!] (restricted)
  4. Altman, Edward I. & Saunders, Anthony, 2001. "An analysis and critique of the BIS proposal on capital adequacy and ratings," Journal of Banking & Finance, Elsevier, vol. 25(1), pages 25-46, January. [Downloadable!] (restricted)
  5. Altman, Edward I., 2001. "Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets," Journal of Banking & Finance, Elsevier, vol. 25(1), pages 1-2, January. [Downloadable!] (restricted)
  6. Donald P. Morgan, 2002. "Rating Banks: Risk and Uncertainty in an Opaque Industry," American Economic Review, American Economic Association, vol. 92(4), pages 874-888, September. [Downloadable!]
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Cited by:
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  1. Peresetsky, Anatoly A. & Karminsky, Alexandr A. & Golovan, Sergei V., 2004. "Probability of default models of Russian banks," BOFIT Discussion Papers 21/2004, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
  2. Peresetsky , Anatoly & Karminsky, Alexander, 2008. "Models for Moody’s bank ratings," BOFIT Discussion Papers 17/2008, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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