Determinants of Russian Banks Licenses Revocation in the Short Term

In the first part of the study analyzes the regulatory framework of the Central Bank of the Russian Federation related to the construction of models of the probability of default, risk management systems and data quality, describes the experience of building models of the probability of default of both Russian and foreign authors. In the second part we conducted a global survey of balance sheet accounts of the banking sector for the period from 2004 to 2015, and the description of the dynamics of macroeconomic indicators used in the model, description of methods of treatment of the banking system. The third part deals with the theoretical aspects of model building (description logit-model, the ROC, the Gini index), as well as the results of model building, evaluation of its quality and sustainability. As a result of the work was a model of binary choice, allowing data with monthly or bimonthly delay (depending on the available information) to predict the probability of default based on the data bank reporting forms 101,102,135.