Importance The article discusses the modern methods of bank rating formation, reveals their disadvantages. Objectives The paper aims to develop a method of compiling a mathematically reasoned bank rating based on computer technologies. Methods To compile a rating of banks, we used a metric approach based on the consideration of banks as objects in the key quantitative indicator dimension. To assess the consistency of the ratings constructed by means of different methods, we offer a method of reliability and position analysis. For the relevant calculation, we used the STATISTICA software tools. As well, we applied a cluster analysis, single-factor analysis of variance, nonparametric statistic, and the multidimensional scaling. Results On the basis of a sample of fifty Russian banks, we have tested and now propose a method of generating a bank rating using computer technology. Conclusions and Relevance The article shows the capabilities and benefits of the offered data analysis technology, both to construct mathematically sound ratings and assess the consistency of the existing ones. The application of the statistical software package allows for efficient and cost-effective use of temporary resources to build ratings for an unlimited number of banks, with an arbitrary number of quantitative indicators. The suggested approach can be implemented for the end user as a software application.
Keywords: bank rating, computer analysis, cluster analysis, STATISTICA software package
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