Development of a Model for Assessing the Financial Stability of a Commercial Bank

Student: Kaydashko Pavel

Supervisor: Vladimir B. Malyaev

Educational Programme: Economics (Bachelor)

Year of Graduation: 2024

Over the past decades, both the global banking sector and the banking sector in Russia specifically have encountered several macroeconomic shocks. This has necessitated the revision of models used to assess the financial stability of commercial banks. This study endeavors to develop a new model suited for evaluating Russian banks based on the analysis of existing models and their deficiencies. The model is constructed based on the results of regression analysis of 11 performance indicators of commercial banks, using data from 12 Russian banks for the period from 2014 to 2023. The developed model will be simpler to calculate compared to the methodology of the Central Bank of Russia and will also allow forecasting future changes in the model.

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