Modelling of the Probability of Default of Credit Organizations in Russia

Student: Grosheva Liudmila

Educational Programme: Financial Markets and Financial Institutions (Master)

Year of Graduation: 2017

This paper investigates factors (financial, macroeconomics and indicators of stock market) that influence the bank failures over the period 2007-2017. In the course of the study the main reasons for bank failures were explored carefully, as a result, the classification of defaults was proposed. In the conclusion, the obtained results were compared with the formulated hypothesis and directions for further research were determined.

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