Форма представления | Статьи в зарубежных журналах и сборниках |
Год публикации | 2018 |
Язык | английский |
|
Закирова Диляра Фариловна, автор
|
Библиографическое описание на языке оригинала |
Dilyara F. Zakirova, Dmitry S. Panteleev, Elvira F. Zakirova ESTIMATING BANKRUPTCY PROBABILITY OF CREDIT ORGANIZATIONS // International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies. Vol.9(1) (2018) |
Аннотация |
International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies |
Ключевые слова |
Banking system; Bank default; Financial stability; Fianancial Engineering; Bank bankruptcy; Financial stability, Risks forecasting system of bankruptcy. |
Название журнала |
International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies
|
URL |
http://tuengr.com/V09/307.pdf |
Пожалуйста, используйте этот идентификатор, чтобы цитировать или ссылаться на эту карточку |
https://repository.kpfu.ru/?p_id=193477 |
Полная запись метаданных |
Поле DC |
Значение |
Язык |
dc.contributor.author |
Закирова Диляра Фариловна |
ru_RU |
dc.date.accessioned |
2018-01-01T00:00:00Z |
ru_RU |
dc.date.available |
2018-01-01T00:00:00Z |
ru_RU |
dc.date.issued |
2018 |
ru_RU |
dc.identifier.citation |
Dilyara F. Zakirova, Dmitry S. Panteleev, Elvira F. Zakirova ESTIMATING BANKRUPTCY PROBABILITY OF CREDIT ORGANIZATIONS // International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies. Vol.9(1) (2018) |
ru_RU |
dc.identifier.uri |
https://repository.kpfu.ru/?p_id=193477 |
ru_RU |
dc.description.abstract |
International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies |
ru_RU |
dc.description.abstract |
The paper discusses the issue of bankruptcy of credit institutions in the Russian Federation. In addition, this work reveals the causes for the formation of effective systems for preventing defaults, and presents the analysis of the causes for the deterioration of financial stability of credit institutions. Also, this work reviews the main approaches and authoring techniques used in world practice to assess the probability of bankruptcies; as well as a system of factors that affect the financial stability of a credit institution up to its possible default is formed. Moreover, a system for forecasting the risk of bankruptcy in a Russian bank with a forecast horizon of 5 months and a classification accuracy of 88.33% was proposed. The proposed diagnostic system was based on a logistic regression model of binary choice, what makes it possible to distinguish between financially stable and problem banks. The sample included all banks that suffered a default in the period under study. The co |
ru_RU |
dc.language.iso |
ru |
ru_RU |
dc.subject |
Banking system; Bank default; Financial stability; Fianancial Engineering; Bank bankruptcy; Financial stability |
ru_RU |
dc.subject |
Risks forecasting system of bankruptcy. |
ru_RU |
dc.title |
ESTIMATING BANKRUPTCY PROBABILITY OF CREDIT ORGANIZATIONS |
ru_RU |
dc.type |
Статьи в зарубежных журналах и сборниках |
ru_RU |
|