An Analysis of the Assets Distribution of Russian Banks
We show that the Russian banks assets distribution may be approximated by a combination of the lognormal and the Pare-to distributions with four parameters. It allows dividing the banks into two groups in a natural way and using the cha-racteristic function for obtaining a bank relative estimate according to its assets
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- Hubert P. Janicki & Edward S. Prescott, 2006. "Changes in the size distribution of U.S. banks: 1960-2005," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 291-316.
- Huberto M. Ennis, 2001. "On the size distribution of banks," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 1-25.
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