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Zelenina T.A. EVALUATION OF THE STABILITY OF COMMERCIAL BANK TO MACROECONOMIC SHOCKSIn the article the results of analyzing of a сommercial bank stability to macroeconomic shocks on the basis of the binary probit-model are presented.Key words: creditor debts, stress-testing, binary probit-model.
References:
1. Bondarenko, D.V. Stress testing of the bank: international practice and application in Russia / D.V. Bondarenko // Banking. — 2009. — №12. — P. 54–60.
2. Verbeek, M.A. Guide to modern econometrics / Translated from English V.A. Bannikova, scientific editing and introduction S.A. Ayvazian. — M.: JOHN WILEY & SONS, 2008. — 616 p.
About this article
Author: Zelenina T.A.
Year: 2011
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Editor-in-chief |
Sergey Aleksandrovich MIROSHNIKOV |
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