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Stability Of The Regional Banking Systems In The Crisis And Post-Crisis Periods

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  • Yelena Gurova

    (Federal State Educational Institution of Higher Professional Education «Perm State National Research University»)

Abstract

In connection with the recent crises has become more urgent topic of estimating the probability of bankruptcy of financial institutions. However, do not analyze the level of bankruptcies in the «regional banking systems» and its dependence on certain bank characteristics, the economic situation in the region. The subject of this study is to estimate the probability of medium-sized («non-capital») regional banks bankruptcy. Purpose of the article is to identify the main factors that have the greatest impact on the probability of default of the situation of regional banks. The study used an analytical and theoretical method is conducted econometric analysis. For performance revealed a significant difference in the factors influencing the onset of medium-sized regional situation of default («non-capital») banks, compared with larger banks. First to assess the likelihood of bankruptcy is used the concentration index of banks included in the model and significant macro variables. Results are applicable, from our point of view, the evaluation and more precise definition of the probability of default CBR regional banks.

Suggested Citation

  • Yelena Gurova, 2014. "Stability Of The Regional Banking Systems In The Crisis And Post-Crisis Periods," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(4), pages 237-245.
    • Handle: RePEc:ura:ecregj:v:1:y:2014:i:4:p:237-245
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    References listed on IDEAS

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    4. Alexander Karminsky & Alexander Kostrov, 2014. "The probability of default in Russian banking," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 4(1), pages 81-98, June.
    5. Peresetsky, Anatoly, 2013. "Modeling reasons for Russian bank license withdrawal: Unaccounted factors," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 30(2), pages 49-64.
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