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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Tatiana Barzhina
The Financial Stability Assessment of Banks
Economics
(Bachelor’s programme)
2017
This research aims to create the model for prediction of the bank’s financial stability loss. In the research process the theoretical models of previous researchers were examined, the specific model was defined and the set of variables, the analysis of which is able to show their impact on the Russian banks' bankruptcy probability, was selected. The hypotheses were tested with the financial accounting data covering the period from 2011 to 2016 through the econometric model. The Logit-model of binary choice is used to determine the degree of variables influence on the indicator of the bankruptcy probability. As a result, this model was tested on the set of banks (15 defaulted and 30 operating banks) to forecast the probability of bank's bankruptcy in 2017.

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