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Совершенствование управления достаточностью капитала в коммерческом банке
Проблемы управления. 2017. № 4. С. 37-44.
This research is devoted to the investigation of the changes in the nature of the largest Russian banks policies regarding the control of risks and capital adequacy caused by the implementation of the new international business standards. The dynamic analysis of indicators used by banks internally for the capital adequacy assessment was performed within this research. The arguments witness the real integration of risk management systems into general business strategy of banks were revealed. There was proposed and tested the method of target capital level forecasting that showed high forecast accuracy.
Khasyanova S. Y., М. : ИНФРА-М, 2020
The book is devoted to assessment and management of banking risks based on international approaches. The application of the methods of assessment, management and risk minimization in commercial banks is considered both in the context of adaptation of the international recommendations and standards in the banking sector of the Russian Federation, as well as in ...
Added: December 6, 2020
Khasyanova S. Y., Цыганова В. В., Российский журнал менеджмента 2018 Т. 16 № 2 С. 187-204
The significant decrease in the number of banks in the Russian Federation observed recently and arising high social costs of liquidation and sanitation procedures underpin the need for continuous improvement of early-warning systems of bankruptcy. The aim of the article is to identify the key leading indicators of financial insolvency of banks. The study was ...
Added: October 9, 2018
Khasyanova S. Y., Деньги и кредит 2014 № 10 С. 26-31
After the recent financial crisis in many countries there was a noticeable reinterpretation of the supervision and its role in improving of reliability and efficiency of financial intermediaries. Before that was the introduction of the basic principles of supervision, but now the main attention is given to the quality of supervision and enhancing its role ...
Added: October 30, 2014
Penikas H. I., Andrievskaya I. K., Model Assisted Statistics and Applications 2012 Vol. 7 No. 4 P. 267-280
According to the strategy of the banking system development until 2015, the Central Bank of Russia is going to implement Basel II Internal-Ratings-Based (IRB) approaches in 2015, while Basel III is planned to be introduced in full starting from 2019. Taking into account the effects of the Basel II regulation during the crisis 2008-2009, in ...
Added: November 6, 2012
Khasyanova S. Y., Вестник Московского университета. Серия 6: Экономика 2018 № 6 С. 98-117
Recently, the concept (концепция) of the countercyclical regulation in the financial sector has become key for the implementation of macroprudential policies in many countries, while a countercyclical capital buffer of banks is becoming a primary tool of regulation. The purpose of this research is to study the appropriateness and specifics of the countercyclical capital buffer ...
Added: December 18, 2018
Penikas H. I., Skarednova A., Surkov M., / Central Bank of the Russian Federation. Series Доклады об экономических исследованиях "WORKING PAPER SERIES". 2021. No. 74.
The recently finalized Basel Framework continues allowing banks to use internal data and models to define risk estimates and use them for the capital adequacy ratio computation. World-wide there are above two thousand banks running the Basel internal models. However, there are countries that have none of such banks. For them there exists a dilemma. ...
Added: July 17, 2021
Dzhagityan E. P., Сильвестров С. Н., Деньги и кредит 2013 № 9 С. 70-77
The article attempts a holistic study of the U.S. banking regulation reform spotlighting its paradigm shift from short-term benefits
to enduring prioritization of firm-specific and systemic risks. It is found that a package of prudential tools and techniques developed to
protect U.S. banks from environmental challenges is not a panacea for instability of the U.S. economy. Synchronization ...
Added: January 2, 2017
Cherkasova V. A., Экономический анализ: теория и практика 2012 № 31 С. 13-19
Автор раскрывает основные подходы к анализу эффективности социального инвестирования, анализирует зависимость между социальным инвестированием и финансовой деятельностью. Методы измерения социальных инвестиций, способы анализа эффективности социального инвестирования, подходы к изучению связи между социальными и финансовыми показателями — предметы постоянных дискуссий между учеными. ...
Added: November 26, 2012
Khasyanova S. Y., Деньги и кредит 2013 № 6 С. 35-40
The aim of this work is to analyze the financial stability indicators of Russian banking sector over a period 2008–2012. The analysis based on data published and used by the International Monetary Fund for assessing financial stability of various countries. During the research the factors affecting the level and dynamics of analyzed indicators were identified. ...
Added: July 15, 2013
Andreev M., Финансы и кредит 2013 № 48 (576) С. 25-35
This article presents a forecast of the main balance sheet accounts for private pension funds: retirement savings, pension reserves, owned capital. The forecast is based on the funds inflow trends for obligatory pension insurance and nongovernmental pension benefits. We have found that the PPFs’ balance sheet will grow rapidly (in terms of GDP) in the ...
Added: December 25, 2013
Makarova V. A., Корниенко О. Ю., Raleigh : Lulu Press, Inc., 2015
The main purpose of this monograph is to identify the key factors of risk man- agement efficiency of firm, whose management is able to increase the investment attractiveness of the business in general, as well as the formation of an effective or- ganizational risk management model that allows, on the one hand - to provide ...
Added: February 18, 2016
Afanasyev A. A., Экономика и математические методы 2017 Т. 53 № 4 С. 26-35
This study is devoted to forecasting the Russian Gazprom natural gas production from the Tyumen region's fields and its production potential under in the context of the Russian economy crises and foreign economic restrictions that has been occurred since 2014, including a reduction in external and domestic demand for all Russian natural gas as well ...
Added: August 31, 2017
Dzhagityan E. P., Сильвестров С. Н., Деньги и кредит 2013 № 8 С. 53-61
The article attempts a holistic study of the U.S. banking regulation reform spotlighting its paradigm shift from short-term benefits
to enduring prioritization of firm-specific and systemic risks. It is found that a package of prudential tools and techniques developed to
protect U.S. banks from environmental challenges is not a panacea for instability of the U.S. economy. Synchronization ...
Added: January 2, 2017
Penikas H. I., / Высшая школа экономики. Серия WP7 "Математические методы анализа решений в экономике, бизнесе и политике". 2015. № WP7/2015/11.
Эффективность банковского сектора может быть измерена рядом показателей, характеризующих связь развития сектора и экономического роста страны; финансовой стабильностью экономики; показателями бухгалтерской прибыльности банков; оценкой привлекательности акций банков; иными эконометрическими методами оценки отклонения от потенциальной «производительности». Если рассмотреть данные меры, то Россия существенно уступает иным странам по эффективности банковского сектора.
Для ответа на вопрос о том, что ...
Added: January 11, 2016
Penikas H. I., Деньги и кредит 2020 Т. 79 № 2 С. 101-128
In contemporary world, binary choice models are used in many areas. However, for all such areas, a problem arises when the share of one of the classes in the data sample is small. If this share is significantly small, this class is referred to as low default class. The purpose of this paper is to ...
Added: June 29, 2020
Khachatryan N., Kravchenko T. K., Akopov A. S. et al., Аудит и финансовый анализ 2016 № 3 С. 128-133
This work is devoted to the analysis and forecasting of the main indicators of the Russian stock market ‒ the indices of the Russian Trading System and the Moscow Interbank Currency Exchange. Autoregressive models with distributed lags describing the behavior of these indices are constructed. On the basis of the proposed models, a retrospective forecasting ...
Added: June 26, 2016
Комиссарова К. А., Penikas H. I., Управление финансовыми рисками 2013 № 4 С. 256-273
В данной работе была построена модель, в которой анализируется влияние внедрения новых стандартов регулирования системно значимых банков на банковский сектор России. Было выявлено, что результат регулирования зависит от стратегий, которых придерживаются системно значимые банки. Так вместо увеличения капитала, банки могут уменьшить свой размер, чтобы выйти из категории системно значимых. В таком случае регулирование не влияет ...
Added: November 10, 2013
Balaeva O., Rodionova Y., Yakovlev A. A. et al., International Journal of Public Administration 2022 Vol. 45 No. 16 P. 1156-1167
This paper studies the indicators of public procurement efficiency as perceived by procurers and suppliers and what barriers must be overcome to consider procurement efficient. The authors used an online survey of Russian procurers and suppliers conducted in 2020 as the main data source. Methods based on comparison of descriptive statistics and distributions of answers ...
Added: August 23, 2021
Sorokin D., Бизнес. Общество. Власть 2020 № 36-37 С. 221-252
In modern political science, one can observe the growth of research interest in the issue of sanctions. Increasingly, sanctions measures are viewed not only as an instrument of international politics, but also as a factor capable of influencing specific social groups, voters' preferences, and macroeconomic processes.
In the author's past studies, the sanctions were considered as ...
Added: September 17, 2020
Smirnov S. V., Avdeeva D., / Высшая школа экономики. Series EC "Economics". 2016. No. 135.
There is evidence in the economic literature that professional forecasters are unsuccessful in predicting recessions, but the reasons for these failures are still not clear. Meanwhile, this phenomenon has been little studied on the basis of quarterly estimates for various target horizons. We analysed quarterly consensus forecasts of real GDP growth rates and probabilities of ...
Added: May 19, 2016
Организация процесса работы с проблемными активами в коммерческом банке. Мониторинг кредитных рисков
Kayasheva E., Сытин Ф. М., Управление финансовыми рисками 2009 № 4(20) С. 296-302
Цель данной статьи — познакомить читателей с организацией процесса работы с проблемными активами, в т.ч. с мониторингом кредитных рисков в коммерческих банках. Будет предложена классификация и анализ основных подходов к работе с проблемными активами. Отдельно будет подробно рассмотрен мониторинг кредитных рисков для малого и среднего, а также корпоративного и розничного бизнеса.
Содержание статьи.
• Работа с проблемными ...
Added: February 8, 2013
Usoskin V. M., Belousova V., Клинцова М. В., Деньги и кредит 2013 № 9 С. 32-38
According to recent empirical studies, the new regulatory proposals concerning capital and liquidity standards as well as monitoring of global systemically important financial institutions may lead in a decline of the annual growth rates of GDP due to increase in lending rates and reduction of lending activities of commercial banks. At the same time, some ...
Added: September 14, 2013
Rasskazova A. N., Научный журнал НИУ ИТМО. Серия: Экономика и экологический менеджмент 2015 Т. 21 № 2 С. 77-84
This article discusses the range of issues concerning the laws governing the formation of growth factors in the value of the interaction of industrial firms with a bank in a recession. Purpose - to test the installation of the conceptual model of investment and lending activities of industrial companies for evaluation of management effectiveness. In ...
Added: April 17, 2015
Shalamkov S. A., М. : МГУП им. Ивана Федорова, 2012
Задания для практических занятий предназначены для студентов, обучающихся по специальности 080502.65 – Экономика и управление на предприятии (полиграфия). ...
Added: October 25, 2012