Моделирование Рейтингов Российских Банков
[Modeling Russian Banks Ratings]
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.
|Date of creation:||2004|
|Date of revision:|
|Publication status:||Published in Economics and Mathematical Methods 4.40(2004): pp. 10-25|
|Contact details of provider:|| Postal: |
Web page: https://mpra.ub.uni-muenchen.de
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:34630. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ekkehart Schlicht)
If references are entirely missing, you can add them using this form.