An Analysis of the Assets Distribution of Russian Banks

Anton Andreev

Applied Econometrics, 2008, vol. 10, issue 2, pages 3-10

Abstract: 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

Keywords: banks; assets distribution (search for similar items in EconPapers)
JEL-codes: G21 (search for similar items in EconPapers)
Date: 2008
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