Статистический анализ рынка рублевых банковских депозитов в России в условиях цифровизации

С. 130–151.

Kopnova E., Османова А. О.

The work is devoted to the study of the ruble bank deposits market in Russia as a tool for attracting domestic monetary resources to stimulate economic growth. The analysis of the share of the studied banks in the total volume of ruble deposits made it possible to assess the concentration of the market, to identify its leaders. The conclusion was made about the high level of monopolization of the market, the uneven distribution of resources between credit institutions. The degree of influence of bank performance indicators on the formation of the deposit market, taking into account its structural features, is investigated. The tools of econometric analysis using panel data for Russian banks for the period from January 2015 to October 2020 were used. Based on the simulation results, a comparative analysis of the degree of influence of such indicators as the volume of assets of a credit institution, the volume of consumer loans issued, net profit, on the volume of ruble deposits was carried out. It is shown that the volume of assets has the strongest influence. At the same time, it was revealed that the impact of the volume of corporate loans issued on the volume of ruble deposits is statistically insignificant.

Keywords: панельные данные, банковский сектор, модель с фиксированными эффектами, deposits, депозиты, banking sector, коммерческие банки, fixed effects model, panel data, commercial banks, monopolization of the banking sector, монополизация банковского сектора

In book

Цифровая экономика как драйвер экономического и социального развития: материалы IV международной научной конференции

М.: МГИМО (У) МИД РФ, 2023.