Rating Models of Russian Banks Comparative Analysis

Student: Saveleva Marina

Educational Programme: Financial Markets and Financial Institutions (Master)

Year of Graduation: 2019

The paper is aimed to compare different credit rating models based on data of russian and international rating agencies (Expert RA, Moody’s). The novelty brought through this work is usage of institutional factors in addition to financial and macroeconomics data. As a result, the model with forecasting power (predicted 68 % of precise estimates) was obtained.

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