The back side of banking in Russia: forecasting bank failures with negative capital
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- D. Bidzhoyan S. & Д. Биджоян С., 2018. "Модель Оценки Вероятности Отзыва Лицензии У Российского Банка // Model For Assessing The Probability Of Revocation Of A License From The Russian Bank," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 22(2), pages 26-37.
- repec:zbw:bofitp:2019_006 is not listed on IDEAS
- Kostrov, Alexander & Mamonov, Mikhail, 2019. "The formation of hidden negative capital in banking: A product mismatch hypothesis," BOFIT Discussion Papers 6/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
- Alexander M. Karminsky & Ella Khromova, 2018. "Increase of banks’ credit risks forecasting power by the usage of the set of alternative models," Russian Journal of Economics, ARPHA Platform, vol. 4(2), pages 155-174, June.
- Kostrov, Alexander & Mamonov, Mikhail, 2019. "The formation of hidden negative capital in banking : A product mismatch hypothesis," BOFIT Discussion Papers 6/2019, Bank of Finland, Institute for Economies in Transition.
- Denis Shibitov & Mariam Mamedli, 2019. "The finer points of model comparison in machine learning: forecasting based on russian banks’ data," Bank of Russia Working Paper Series wps43, Bank of Russia.
- Karminsky, A. & Rybalka, A., 2018. "Negative Net Worth of Manufacturing Companies: Corporate Governance and Industry Expectations," Journal of the New Economic Association, New Economic Association, vol. 38(2), pages 76-103.
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Keywords
default probability; fraudulent financial reporting; logit model; Central Bank of Russia; financial mismanagement; bank creditors; fraud; banking industry; bank failure forecasting; bank failures; negative capital; failed banks; class imbalance; variable selection.;All these keywords.
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