THE CLUSTER ANALYSIS OF THE REVOCATION OF COMMERCIAL BANKS’ LICENCES
Abstract and keywords
Abstract (English):
He article deals with analysis of the reasons for revocation of commercial banks’ licences. The article analyses the actions of the Central Bank to rebuild the banking sector in Russia through the revocation of banks’ licences. The possible reasons for this situation are considered here. The correlation between the possibility of the revocation of banks’ licences and a scope of a bank was revealed through the ranking according to the amount of total assets. The cluster analysis to divide banks into classes according to the certain group of risk was conducted. The article also evaluates the selected clusters having the same possibility of the revocation of licences.

Keywords:
revocation of licences, banks, reasons for revocation, cluster analysis, financial sustainability, default
References

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