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COMMERCIAL BANK BANKRUPTCY PROGNOSING IN INFORMATION INSUFFICIENCY CONDITIONS
Shemetev Alexander Aleksandrovich
Saint-Petersburg State University of Economics and Finance
PhD
Saint-Petersburg State University of Economics and Finance
PhD
Abstract
The paper is devoted to an urgent problem: how one can make a prognosis of commercial bank bankruptcy probability just from an official financial statement of such bank (in minimal representation), including the prognosing of the terms till the bankruptcy is left, and also the reason of the bankruptcy (fictive bankruptcy, common bankruptcy, acquisition/merge). The models are based upon the mathematical analysis of Fisher-Bliss, and the models were created by the author for the bank bankruptcy prognosing and its reasons. Also another urgent problem is being discussed in this paper. This is the question of how to make an analysis of the cumulative bank stability of a selected region. The analysis is based upon the developed by the author model based upon the logarithmical mathematical distribution model. This model makes the above mentioned analysis can be easily made in conditions when only a little part of financial information about the banks activity in a selected region is known and can be received. For the analysis only the official financial statements of the regional banks is enough (the financial statement in minimal representation). For the regional banks of Sverdlovsk province this formula can change the complex calculation of circa 175 millions of calculations to predict the cumulative bank stability of a selected region with the same quality and exactness as if all these hundreds of millions calculations were actually made with no regard to if we know all the information of the selected banks activity.
Keywords: acquisition/merge, bank, bank bankruptcy, bank bankruptcy prognosing from the official bank"s financial statement (in minimal representation), bank bankruptcy reason: common bankruptcy, fictive bankruptcy, Fisher-Bliss mathematical distributions models analysis, term before the bank"s bankruptcy
Category: 08.00.00 Economics
Article reference:
Commercial bank bankruptcy prognosing in information insufficiency conditions // Modern scientific researches and innovations. 2011. № 2 [Electronic journal]. URL: https://web.snauka.ru/en/issues/2011/06/635
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