Dataset: Bank-defaults-in-russia

About this Dataset

Bank-defaults-in-russia

Over 50% of Russian banks went bankrupt

Period from 2008 to 2014 was crucial for Russian bank system. Over 50% of all banks went bankrupt. Even huge banks from top-10 like "Otkritie" went bankrupt. Each ban bankruptcy results in deposit lost for thousands of people. Thus, it is of vital importance to predict bankruptcy before it happens and save the bank of make its default less dramatic.

Dataset

Dataset consists of bank financial statements, bank system metrics and macroeconomic indicators on monthly basis for all Russian banks in 2008-2014. It gives a unique opportunity to define financial statement falsification detection: just 1 month before bankruptcy many indicators may be fine! So, you need to define special features to detect falsification and define bankruptcy.

Inspiration

You will be able to create a fair model for bank default probability estimation, which is capable of determinign bank problems even with financial statement falsification.

Tables

Dataset

@kaggle.johnds2_bankdefaultsinrussia.dataset

7.44 MB
72439 rows
45 columns


CREATE TABLE dataset (
  "n" DOUBLE,
  "n_02e762" TIMESTAMP,
  "net_assets" DOUBLE,
  "roa" DOUBLE,
  "liquid" DOUBLE,
  "ibl" DOUBLE,
  "stocks" DOUBLE,
  "bond" DOUBLE,
  "oth_cap" DOUBLE,
  "sunk_retail_credit" DOUBLE,
  "ni" DOUBLE,
  "organization_credit" DOUBLE,
  "sunk_organization_credit" DOUBLE,
  "credit_portf" DOUBLE,
  "sunk_credit_portf" DOUBLE,
  "organization_deposit" DOUBLE,
  "retail_deposit" DOUBLE,
  "security_tot" DOUBLE,
  "roe" DOUBLE,
  "retail_credit" DOUBLE,
  "reserv_credit_perc" DOUBLE,
  "zalog_credit_perc" DOUBLE,
  "foreign_na_fr" DOUBLE,
  "retail_deposit_fr" DOUBLE,
  "n3" DOUBLE,
  "n2" DOUBLE,
  "n1" DOUBLE,
  "capital" DOUBLE,
  "msk_spb" DOUBLE,
  "inf_sa" DOUBLE,
  "nx_growth" DOUBLE,
  "micex_std" DOUBLE,
  "miacr_std" DOUBLE,
  "miacr_amount" DOUBLE,
  "usd_rub_std_diff" DOUBLE,
  "micex_return" DOUBLE,
  "net_foreign_assets_diff" DOUBLE,
  "net_gov_debt_diff" DOUBLE,
  "other_fin_debt_diff" DOUBLE,
  "retail_debt_sa_detrend_diff" DOUBLE,
  "stocks_capital_diff" DOUBLE,
  "i_retail_spread_diff" DOUBLE,
  "usd_rub_return" DOUBLE,
  "miacr_diff" DOUBLE,
  "default" DOUBLE
);