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Probability of default models of Russian banks
16 references·6 citing·46 second hop
Probability of default models of Russian banks (2011)Probability of default models of Russian …Towards a Macroprudential Framework for Financial Supervision and Regulation? (2005)Towards a Macroprudential Fra…How rating agencies achieve rating stability (2004)How rating agencies achieve r…Are credit ratings procyclical? 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this work references cited by second hop

References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1998The Determinants of Banking Crises in Developing and Developed Countries1,799 cited
  • 1994Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)1,059 cited
  • 1977Early warning of bank failure960 cited
  • 2005Towards a Macroprudential Framework for Financial Supervision and Regulation?536 cited
  • 2004How rating agencies achieve rating stability467 cited
  • 1980A Note on the Comparison of Logit and Discriminant Models of Consumer Credit Behavior435 cited
  • 2004Are credit ratings procyclical?402 cited
  • 1999Identifying failing companies: a re-evaluation of the logit, probit and DA approaches386 cited
  • 1995Separating the likelihood and timing of bank failure348 cited
  • 1998Predicting Bank Failures: A Comparison of On- and Off-Site Monitoring Systems277 cited
  • 2002Predicting large US commercial bank failures267 cited
  • 2003An anatomy of rating through the cycle227 cited
  • 2000Capital Ratios as Predictors of Bank Failure

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177 cited
  • 2001Default probabilities in a corporate bank portfolio: A logistic model approach158 cited
  • Cited by

    • 2009How Market Power Influences Bank Failures: Evidence from Russia81 cited
    • 2018Determinants of Bank Closures: Do Levels or Changes of CAMEL Variables Matter?37 cited
    • 2013Impact of the subprime crisis on bank ratings: The effect of the hardening of rating policies and worsening of solvency33 cited
    • 2021Bank survival around the world: A meta‐analytic review28 cited
    • 2024Bank failure prediction models: Review and outlook27 cited
    • 2017Financial distress in Brazilian banks: an early warning model,23 cited