Integral assessment of reliability of a commercial bank

The article presents the results of the author’s research on the problems of analysis and evaluation based on the risk-based approach of the reliability of the financial and economic basis of a commercial bank, which is the most important indicator of its investment attractiveness from the point of view of customers, owners, third-party investors and representatives of the banking community. The problems of selecting relevant information for use in the procedure of quantitative assessment of the bank’s reliability, calculating the primary reliability indicators recommended by the Bank of Russia’s guidance materials, and the integral indicator calculated in the form of a linear convolution of the primary ones obtained using the principal component method are considered. The model calculations are carried out by the author using the data of universal commercial banks presented at the federal and regional levels. Based on the results of the calculations, the authors present assessments of the quality of credit and investment activities of the studied credit institutions and recommendations for strengthening the financial and economic basis, their reliable functioning, including policies in the field of profitability, risk and liquidity. The main conclusion of the work, based on the calculations carried out, is as follows: a weighted assessment of the reliability of commercial banks, obtained on the basis of a risk-based approach using the principal component method, increases its accuracy, since it is more sensitive to changes in the values of bank risks.