Моделирование рейтингов российских банков

Modeling Russian Banks Ratings

Anatoly Peresetsky, Alexandr Karminsky and Arthur van Soest ()

MPRA Paper from University Library of Munich, Germany

Abstract: 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.

Keywords: ratings; rating models; banks; Russia (search for similar items in EconPapers)
JEL-codes: G21 G24 (search for similar items in EconPapers)
Date: 2004
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Published in Economics and Mathematical Methods 4.40(2004): pp. 10-25

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Related works:
Journal Article: Моделирование рейтингов российских банков (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:34630

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