Prediction of bankruptcy of commercial banks

Student: Valikova Valeriya

Faculty: International College of Economics and Finance

Educational Programme: Bachelor

Year of Graduation: 2014

<div>The global financial crisis 2007-2009 showed that the presence of unstable financial institutions could undermine the stability of the entire banking system, and as a result - disrupt the normal functioning of real economics. Therefore maintaining the stability of the banking system takes one of the top positions in macroeconomic regulation. As we can see, one of the central tools used by macroregulator in different countries, including the Bank of Russia, is the mechanism of bankruptcy of credit institutions, implemented through license revocation. In view of this, the development and application of models to determine the potential bankrupt banks, acquire special relevance today.</div><div>In this paper we develop an econometric model for forecasting bankruptcy of credit institutions to determine the factors that have the greatest negative impact on the financial stability and normal functioning of banks.</div>

Student Theses at HSE must be completed in accordance with the University Rules and regulations specified by each educational programme.

Summaries of all theses must be published and made freely available on the HSE website.

The full text of a thesis can be published in open access on the HSE website only if the authoring student (copyright holder) agrees, or, if the thesis was written by a team of students, if all the co-authors (copyright holders) agree. After a thesis is published on the HSE website, it obtains the status of an online publication.

Student theses are objects of copyright and their use is subject to limitations in accordance with the Russian Federation’s law on intellectual property.

In the event that a thesis is quoted or otherwise used, reference to the author’s name and the source of quotation is required.

Search all student theses