Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/104289
Authors: 
Fidrmuc, Jarko
Süß, Philipp Johann
Year of Publication: 
2009
Series/Report no.: 
Munich Discussion Paper 2009-16
Abstract: 
Russian banks have been strongly influenced by the worldwide financial crisis which started in the second half of 2008. This was caused by a combination of domestic, regional and international factors. We estimate an early warning model for the Russian crisis. We identified 47 Russian banks which failed after September 2008. Using the Bankscope data set, we show that balance sheet indicators were informative about possible failures of these banks as early as 2006. The early predictive indicators include especially equity, net interest revenues, return on average equity, net loans, and loan loss reserves.
Subjects: 
Banking and financial crisis
early warning models
Russia
Logit.
JEL: 
G33
G21
C25
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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