Dynamic Analysis of the Behavioural Patterns of the Largest Commercial Banks in the Russian Federation
This paper presents a pattern behavio ral analysis of 100 largest Russian commercial banks by total assets during an eight- year period: from the first quarter of 1999 to the second quarter of 2007. Bank performance indicators are analyzed. Structural similarities in the development of the banks are examined. A cluster analysis is applied to determine banks with a similar structure of operations. This analysis allows to estimate how the structure of the Russian banking system has been changing over time. In particular, it allows to identify prevailing patterns in the behavior of Russian commercial banks and to analyze the stability of their position in a particular pattern.
|Date of creation:||Jun 2008|
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- Alexis Derviz & JiÅÃ Podpiera, 2008.
"Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic,"
Emerging Markets Finance and Trade,
M.E. Sharpe, Inc., vol. 44(1), pages 117-130, January.
- Alexis Derviz & JiÃ…Â™ÃƒÂ Podpiera, 2008. "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 44(1), pages 117-130, January.
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- James B. Thomson, 1991. "Predicting bank failures in the 1980s," Economic Review, Federal Reserve Bank of Cleveland, issue Q I, pages 9-20. Full references (including those not matched with items on IDEAS)
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