A method for constructing of indicator of the quality of functioning of the Sberbank of Russian Federation

The subject of this paper is the method of constructing a quality indicator of functioning of banks for example Sberbank of Russian Federation. The aggregated index is constructed using the estimation Thomson’s method. Using Spearman tetrad criterion we considered the possibility of describing a data set by one common factor. In case of failure of this criterion we used splitting the data into groups by the maximum likelihood method. Thus, we established latent factors which characterize the state of the object.