The singular spectrum analysis method is successfully used in the processing and forecasting time series tasks. In this article, this method was applied in the «Caterpillar»-SSA approach to assess the financial condition of two credit institutions as objects of Russia economic security: JSC «CCB» (deprived of its license by the decision of the Bank of Russia) and the reliable «TBank». For this purpose, the time series values of key performance indicators of the specified credit institutions were analysed and forecasted, namely: «Profit», «Accounts in the Bank of Russia», «Securities».