well known that significant attention in discussions on banks and banking activities, focusing on the study of individual financial institutions, which in the normal course of business is not only faced with the problem of lack of solvency, liquidity and stability, miscalculated the risks in the banking business and subsequentlyIt was declared bankrupt.Often it turns out that these organizations are poorly managed, sometimes the facts were revealed financial fraud.The analysis of such situations in retrospect allowed to establish shortcomings in the system of monitoring and adjusting banking.
purpose of this argument does not attempt to explore all kinds of banking activities or to identify the causes of insolvency or bankruptcy of certain commercial banks, primarily because there are no two absolutely identical, both internal and external events and factors influencing the situation of the bank, which couldbe used to compare the bank is experiencing problems with the test current bank.And even in the case of such an analysis it results to be sufficiently uncertain, since it would be forecast only.In addition, talking about banks and banking activity, it should be noted that all commercial banks operate in an ever-changing economic conditions, predict that a sufficient degree of probability is not only possible, but also the same factors may have a different impact on theor another bank.The internal factors, the most important of which are the control system of the bank, its capacity, the ability to properly use the available financial resources and anticipate the consequences of decisions and operations are also different for each bank.
Despite the above features of the functioning of all there is an opportunity, speaking on banks and banking activities, install signs banks bankrupt and liquidated later, which will be based primarily on the quantitative coefficient analysis of financial statements of institutions considered.The aim is to prove the existence of a stable causal relationship between changes in the macroeconomic environment, the state banks and the banking system, assessing the impact of the closure of the fact the commercial banks on the state of this medium.At the same time to assess the impact of this measure, we define the annual probability of default of commercial banks by the moment method, the result of which will be obtained by calculating the discrete set of annual figures.Comparing them with macroeconomic indicators allow you to set and confirm the existence of such a relationship.It should take into account that this figure is purely abstract and applies only to the further comparison of changes in the state of commercial banks with the selected macroeconomic indicators.Speaking specifically on banks and banking activities, it can be argued that this figure illustrates how a specific calendar year changes the probability of default of the commercial banks, ceteris paribus (both internal and external) solely on the amount of liquidated banks.
should be noted that the method of moments is widely used for modeling and studying the correlations of available default with a nominal value of assets in the international practice in the assessment of the probability of default portfolio and is called asset-value approach.
Besides the method of moments to achieve similar results can also be used the method of maximum likelihood (the maximum likelihood approach).
