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  • Анализ согласованности временной структуры активов и пассивов крупных российских коммерческих банков

Article

Анализ согласованности временной структуры активов и пассивов крупных российских коммерческих банков

Учет и статистика. 2016. Т. 41. № 1. С. 44-52.
Борзых О. А., Борзых Д. А.

We test a hypothesis that one of the main sources of financing short-term assets for big Russian commercial banks are short-term liabilities while the main source of financing long-term assets comprises long-term liabilities. The information about such a conformity between the term structure of assets and liabilities is important for an effective macroprudential policy. Our results provide evidence for in favor of hypothesis.