Forecasting the stability of the banking sector
Journal: SCIENTIA FRUCTUOSA
Year: 2024

A new methodological approach to fore­casting stress periods in the banking sector based on the use of logistic regression is considered. The model takes into account the critical shortcomings of traditional banking stability indices, which are mainly descriptive tools and do not have the predictive potential necessary for proactive risk management. It is hypothesized that existing macroeconomic and bank performance indicators cannot adequately predict the stability of the banking sector, since