Analysis of Approaches to Evaluation of Credit Quality of a Banking Institution on the Basis of Statistical Methods

Student: Pyaterikov Mikhail

Faculty: Faculty of World Economy and International Affairs

Educational Programme: World Economy (Master)

Year of Graduation: 2018

This paper highlights approaches to assessing the creditworthiness of banks. The paper analyzes statistical approaches, and also develops a logit-model for determining significant financial indicators for predicting the likelihood of a license revocation

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