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Сценарное моделирование влияния норматива достаточности капитала на отношение совокупных активов банковских секторов к ВВП государств-членов ЕАЭС

Гисин В. Б., Джагитян Э. П.

The article deals with a model of the dynamics of aggregate banking assets to GDP in the Eurasian Economic Union member states based on the logistic equation. A fuzzy Mamdani model is applied to measure the extent to which this dynamics has an effect on Capital Adequacy Ration as a regulatory standard. Based on this model we consider scenarios of transition to regulatory standards recommended by the Basel Committee on Banking Supervision in the framework of Basel III transformation.