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Regular version of the site
Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Nikita Petrov
Building a Model for the Probability of Banks Default
Applied Economics
(Master’s programme)
2017
A number of models are being built in the work that determine the default of banks, of which the best is determined. To include factor variables in the regression model, the paper proposes a theoretical justification for the use of specific parameters of the model and a detailed analysis of the expected economic significance of the indicators in question. In this paper, we propose an analysis of the default for each factor from 2002 to 2016. Simulation of solutions that allow to identify and analyze the influence of these factors on the resulting variable.

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