Home  Journals  Finance and Credit  27(555) - 2013 July

Estimating the probability of bank failure

Available online: 22 July 2013

Subject Heading: Banking

JEL Classification: 

This article presents the results of empirical research dedicated to default prediction among Russian commercial banks. The data used in the study include monthly balance sheet information on Russian banks in post-crisis period from 1 January 2010 until 31 December 2011. Factors characterizing the financial stability of banks were obtained using binary logistic regression. With the help of these factors it becomes possible to identify problem banks 5 months prior to their failure.

Keywords: bank assessment of likelihood of bankruptcy, logistic regression model, financial performance

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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