ДИФФЕРЕНЦИАЦИЯ БАНКОВСКИХ ДЕФОЛТОВ ПО ПРИЧИНАМИ ОТЗЫВА ЛИЦЕНЗИИ (Differentiation of Banking Defaults Due to License Cancellation)

74 Pages Posted: 15 Jun 2021

See all articles by Andrey Zubarev

Andrey Zubarev

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) - Institute of Applied Economic Research; Gaidar Institute for Economic Policy

Kirill Shilov

Gaidar Institute for Economic Policy

Olga Bekirova

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA)

Date Written: 2020

Abstract

Russian Abstract: В данной работе рассматриваются различные причины отзыва лицензий у российских банков в период с января 2013 года по сентябрь 2020 года. За этот период 454 банки потеряли свои лицензии по экономическим причинам или по причине отмывания. С помощью моделей мультиномиальных логистических регрессий в настоящей работе проведён анализ факторов, влияющих на вероятность отзыва лицензии по одной из причин. На основе построенной модели проводится сравнение качества прогнозов по бинарной и мультиномиальной моделям

English Abstract: This study analyzes different reasons of banking license withdrawals in Russian in the period from January 2013 to September 2020. During this period 454 banks lost their licenses due to economic reasons or laundry activity. Using multinomial logistic regression models we reveal the factors that affect the probability of banking license withdrawal due to one of aforementioned reasons. We also compare quality of forecast generated by our final multinomial model with results of binary version of same model.

Note: Downloadable document available in Russian.

Keywords: banking license withdrawals, multinomial logistic regression models

Suggested Citation

Zubarev, Andrey and Shilov, Kirill and Bekirova, Olga, ДИФФЕРЕНЦИАЦИЯ БАНКОВСКИХ ДЕФОЛТОВ ПО ПРИЧИНАМИ ОТЗЫВА ЛИЦЕНЗИИ (Differentiation of Banking Defaults Due to License Cancellation) (2020). Available at SSRN: https://ssrn.com/abstract=3860289 or http://dx.doi.org/10.2139/ssrn.3860289

Andrey Zubarev (Contact Author)

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) - Institute of Applied Economic Research ( email )

Russia

Gaidar Institute for Economic Policy ( email )

3-5 Gazetny Lane
Moscow, 125009
Russia

Kirill Shilov

Gaidar Institute for Economic Policy ( email )

3-5 Gazetny Lane
Moscow, 125009
Russia

Olga Bekirova

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) ( email )

Vernadskogo Prospect 82
Sredny av. V.O., 57/43
Moscow, St. Petersburg 119571
Russia

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