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https://elib.bsu.by/handle/123456789/94579| Title: | Russian banks probability of default models: money laundering vs. financial insolvency |
| Authors: | Peresetsky, A. A. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2010 |
| Publisher: | Minsk: BSU |
| Abstract: | Martin [4] was first who applied logit-model to forecast bank defaults at the period 1975-1976 in US. Logit models are used for the bank defaults prediction in US in Altman and Raijken [1] , Cole and Gunther [2]; Godlewski [3] use the data for the banks in emerging market economies (Russia not included). |
| URI: | http://elib.bsu.by/handle/123456789/94579 |
| Appears in Collections: | Section 6. ECONOMETRIC ANALYSIS AND MODELING |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Peresetsky.pdf | 30,47 kB | Adobe PDF | View/Open |
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