Predicting Bank Defaults in Ukraine: A Macro-Micro Perspective
This paper develops an early warning model (EWM) for a micro-macro analysis of individual and aggregated bank vulnerabilities in Ukraine. We applied a stepwise logit for predicting defaults at Ukrainian banks based on a panel bank and macro-level data from Q1 2009 to Q3 2019. Next, we aggregated ind...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
National Bank of Ukraine
2020-12-01
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| Series: | Visnyk of the National Bank of Ukraine |
| Subjects: | |
| Online Access: | http://journal.bank.gov.ua/uploads/articles/250-3.pdf |