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Моделирование Рейтингов Российских Банков
[Modeling Russian Banks Ratings]

  • Peresetsky, А. А.
  • Karminsky, A. M.
  • van Soest, A. H. O.

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.

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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 34630.

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Date of creation: 2004
Date of revision:
Publication status: Published in Economics and Mathematical Methods 4.40(2004): pp. 10-25
Handle: RePEc:pra:mprapa:34630
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