Bank Ratings Inference through Principal Components – Mahalanobis Methodology (VESTNIK of LSU-NN, Russian Fed.)

The paper presents the results of a new approach to evaluate the ratings of the banks, especially non-listed ones, based on the rank the main rating agencies confer to the listed intermediaries. The outcome of a deep investigation about the discriminating power of main bank ratios is provided, in order to assess the possibility to discriminate, in fact, the group of healthy banks versus selected samples of intermediaries affected by hidden, specific “pathologies”.