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  • Описание потребности в ликвидности со стороны российской банковской системы на основе статистики оборотов

Article

Описание потребности в ликвидности со стороны российской банковской системы на основе статистики оборотов

Пильник Н. П., Поспелов И. Г., Дедова М. С.

On the basis of statistical balances and turnovers subaccounts Russian banking system built description liquidity needs of banks. Initial accounts combined into 35 units (which include loans and deposits by macroeconomic agents) are ranked by the rate of turnover. Based on this classification, there is a group of units that characterize the level of liquidity in the banking system . It is shown that the use of information about the turnover of aggregates can significantly extend the class of models needs of the banking system 's liquidity. Econometric model is presented describing both balances and transactions liquidity. The model is calibrated on monthly data from January 2007 to June 2013. The observed pattern previously linking volume of loans granted by the banking system, and accepted deposits can be explained by balancing units having turnover rate of the same order.