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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Adil` Tashenov
Modeling the Probability of Default of CIS Banks based on the Econometric Approach
Master’s programme
2014
Built and empirically tested econometric regression model for different, but with quite close architecture of credit institutions of the CIS, taking as a basis the financial statements of banks, as well as indicators of macroeconomic indicators of the operating environment. The research shows the value of the original dependencies studied parameter ( the probability of default of a credit institution ) of the influencing factors, as well as on the basis of selected variables achieved a key component of the research - forecasting banks' probability of default.

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