DIFFERENTIATION OF BANKING DEFAULTS DUE TO LICENSE CANCELLATION

ДИФФЕРЕНЦИАЦИЯ БАНКОВСКИХ ДЕФОЛТОВ ПО ПРИЧИНАМИ ОТЗЫВА ЛИЦЕНЗИИ

Andrey Zubarev, Kirill Shilov and Olga Bekirova

Working Papers from Russian Presidential Academy of National Economy and Public Administration

Abstract: This study analyzes different reasons of banking license withdrawals in Russian in the period from January 2013 to September 2020. During this period 454 banks lost their licenses due to economic reasons or laundry activity. Using multinomial logistic regression models we reveal the factors that affect the probability of banking license withdrawal due to one of aforementioned reasons. We also compare quality of forecast generated by our final multinomial model with results of binary version of same model.

Keywords: banking license withdrawals; multinomial logistic regression models (search for similar items in EconPapers)
Pages: 74 pages
Date: 2021-01
References: Add references at CitEc
Citations:

Downloads: (external link)
https://repec.ranepa.ru/rnp/wpaper/s21184.pdf
Our link check indicates that this URL is bad, the error code is: 404 Not Found

Related works:
Working Paper: DIFFERENTIATION OF BANKING DEFAULTS DUE TO LICENSE CANCELLATION (2021)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:rnp:wpaper:s21184

Access Statistics for this paper

More papers in Working Papers from Russian Presidential Academy of National Economy and Public Administration Contact information at EDIRC.
Bibliographic data for series maintained by RANEPA maintainer ().