МЕТОДОЛОГИЯ ДИАГНОСТИКИ ФИНАНСОВОЙ НЕУСТОЙЧИВОСТИ БАНКОВ
This article is devoted to the issues of timely detection of negative trends in bank’s operation on the basis of data from financial statements. The authors determined that revealing certain sequences of events in credit institutions activities (negative development scenarios) permits to reduce the risk of license withdrawal prediction error. A set of the most common negative scenarios was discovered and described by the authors.
Discovering such scenarios based on the financial statement data allows all interested parties to be proactive in preventing closing down of a credit institution at the initiative of the Bank of Russia or in protecting themselves from negative consequences of this event. The conclusions were confirmed by the mathematical modeling results using classification trees from CART methodology, which have never been applied before to predict license withdrawal.
Though the service sector is growing rapidly in the emerging markets, including Russia, the quality of services is still low in comparison with the developed countries. Thus, organizations should implement strategic services management and create a customer-oriented culture. To analyze the role of customer orientation in the service sector in Russia, banking industry is considered. Based on the data collection of fifty largest banks it is determined that only thirty percent of the sample declares customer orientation as a corporate value. The calculation of corporate value index demonstrated that banks pay less attention to customer focus and more frequently mention effectiveness, trust, teamwork, and openness as the main values. An analysis of required skills and competencies of employees also demonstrated that customer orientation is not one of the main requirements to personnel in Russia.
This is a common practice to analyze company performance based on financial results, linkage to the strategy, or analysis of human resources related indicators, such as productivity, employee engagement, etc.. The recent research, conducted in January – June, 2012 among Russian top banks was directed to measure the influence of publicly declarative corporate values and codes of ethics on performance. Based on the analysis of annual and social reports of Russian banks core corporate values were determined. To numerically quantify corporate values CV – Index (corporate value index) was calculated. The research found out statistically significant evidence that corporate values (CV-Index) positively correlates with net profit of top banks.
These empirical findings suggest that corporate ethics is vital for management of banks in emerging markets.
In article the approach to increase of efficiency of activity of banks at the expense of optimisation of quantity of operators is considered. At the heart of the approach is the mathematical model of activity of the operators, developed on the basis of the theory of mass customer service.
This paper presents a pattern behavioral analysis of 100 largest Russian commercial banks by total assets during an eight- year period: from the first quarter of 1999 to the second quarter of 2007. Bank performance indicators are analyzed. Structural similarities in the development of the banks are examined. A cluster analysis is applied to determine banks with a similar structure of operations. This analysis allows to estimate how the structure of the Russian banking system has been changing over time. In particular, it allows to identify prevailing patterns in the behavior of Russian commercial banks and to analyze the stability of their position in a particular pattern.
The paper examines the structure, governance, and balance sheets of state-controlled banks in Russia, which accounted for over 55 percent of the total assets in the country's banking system in early 2012. The author offers a credible estimate of the size of the country's state banking sector by including banks that are indirectly owned by public organizations. Contrary to some predictions based on the theoretical literature on economic transition, he explains the relatively high profitability and efficiency of Russian state-controlled banks by pointing to their competitive position in such functions as acquisition and disposal of assets on behalf of the government. Also suggested in the paper is a different way of looking at market concentration in Russia (by consolidating the market shares of core state-controlled banks), which produces a picture of a more concentrated market than officially reported. Lastly, one of the author's interesting conclusions is that China provides a better benchmark than the formerly centrally planned economies of Central and Eastern Europe by which to assess the viability of state ownership of banks in Russia and to evaluate the country's banking sector.
The paper examines the principles for the supervision of financial conglomerates proposed by BCBS in the consultative document published in December 2011. Moreover, the article proposes a number of suggestions worked out by the authors within the HSE research team.