Сравнение прогнозной силы интегрального индекса финансовой стабильности, построенного с использованием «обучения» и в его отсутствии: пример Израиля
Арзамасов В. Ю., Penikas H. I.
XII Всероссийское совещание по проблемам управления. ВСПУ-2014. Москва, 16-19 июня 2014 г.: Труды [Электронный ресурс]
М.: Институт проблем управления им. В.А. Трапезникова РАН, 2014
, , Modeling Integral Financial Stability Index: A Cross-Country Study / Высшая школа экономики. Series WP BRP "Economics/EC". 2014. No. WP BRP 75/EC/2014.
The recent global financial crisis significantly affected world economies and revealed a problem of the clear financial stability measures absence. The construction of an integral index is highly desirable to track the financial stability level over time and diminish the probability of financial instability through the recognition of its sources. The novelty of the current ...
Added: November 28, 2014
, , Procedia Computer Science 2014 Vol. 31 P. 985-994
An integral financial stability index is constructed using Israel macroeconomic data. Approaches relying on the use of dependent variable as well as principal component mathod and its modifications are examined. Obtained indexes are compared in terms of their forecast quality. In case of no dependent variable structural shift is analyzed. ...
Added: July 3, 2014
, , , Коммуникации. Медиа. Дизайн 2016 Т. 1 № 2 С. 95-114
In December 2014, ZIRCON Research Group conducted a representative mass survey of the Russian population in order to determine its general level of media literacy. This project is implemented in the form of monitoring since 2009 and allows tracking changes in the prevalence among the population of various skills related to handling the media. During ...
Added: October 6, 2018
Фактор регионализации банковского регулирования в формировании евразийского механизма финансовой стабильности
, Деньги и кредит 2017 № 7 С. 31-40
The processes of Eurasian regional consolidation imply mainstreaming of the EAEU member state banks in the integration processes. However, strengthening their integration potential as a factor of financial stability will largely depend on the consistency and soundness of the regional model of banking regulation in the ‘mini-Basel III’ framework. Heterogeneity of national regulatory regimes, protectionism-centered ...
Added: June 20, 2017
, , Вестник международных организаций: образование, наука, новая экономика 2020 Т. 15 № 2 С. 173-190
Nowadays the global financial system faces a triple challenge: the threat of a new systemic financial crisis at both global and regional levels; difficulties of constant adaptation of existing financial business and regulatory practices to intensive technological innovations; direct and hidden consequences of excessive political influence on the financial system through sanctions and selectively applied ...
Added: August 4, 2020
, Экономика. Налоги. Право 2014 № 2 С. 60-65
The paper analyzes the worldwide practice of monetary policy in the aftermath of the economic and financial crisis along with specifics of using the central bank tools, and shows the role of financial stability as an external factor to effect the process of meeting the objectives of the monetary policy. ...
Added: May 22, 2018
, , Финансы и бизнес 2020 Т. 16 № 4 С. 24-40
The necessity of providing financial stability testifies the significance of bank's analytical tools that identify the level of debt overhang not only in non-financial corporations and household sectors but in financial corporation sectors. Due to the fact of the main bank position in financial corporations, the research objective is to develop analytical tool that identify ...
Added: July 16, 2021
Мегарегулятор финансового рынка: обзор методологий и практическая реализация в России и зарубежных странах
, , Финансы и кредит 2015 № 38 С. 20-30
The article analyses the creation of a mega-regulator of the financial market in response to the global financial crisis. The focus is on the reform of financial regulation and supervision in Russia, and its first result.The article also suggests areas of the further activity of the mega-regulator. ...
Added: February 19, 2016
Разнорежимность банковского регулирования как источник системных рисков евразийской экономической интеграции
, В кн.: Международные экономические отношения: плюрализм мнений в эпоху перемен. .: М.: МГИМО-Университет, 2017.. Гл. 4. С. 160-168.
The article delves into risks of differences in the banking regulation regimes of the EAEU member states and substantiates their alignment that would aim at entrenchment of the objectives of Eurasian economic integration, on the one hand, and ensuring financial stability, on the other hand. In this case, efforts to smoothening regionalization of banking regulation ...
Added: November 14, 2017
, М.: Юрайт, 2019
The monograph deals with the issues of macroprudential policy that is organically linked to the system of international banking regulation. The author looks into interrelationship between macro- and micro-prudential regulatory mechanisms, explores the role of macroprudential regulation in minimization of systemic risks, as well as the extent to which the effectiveness of macroprudential tools and ...
Added: August 28, 2018
, М.: НИЦ Инфра-М, 2015
Monograph by S. Khasyanova «Upgrading Banking Regulation and Supervision in Russia in the line with International Standards» is devoted to the study of the development of banking regulation and supervision in Russia on the basis of international principles and standards. The process of implementation of international principles and standards of banking regulation in the Russian ...
Added: December 16, 2015
, , Вестник Московского университета. Серия 6: Экономика 2017 № 1 С. 123-146
The article reviews the methodological basis of macroprudential stress – testing used as a quantitative tool for analyzing and forecasting financial stability. This tool has been actively used by regulators around the world especially after global financial crisis in 2007-2008 years. We analyze the experience of macroprudential stress – testing of the banking sector providing ...
Added: January 29, 2017
Динамика потенциалов международного влияния государств (по материалам проекта “Политический атлас современностиˮ)
, , Общественные науки и современность 2019 № 1 С. 39-59
The article presents the results of the authors’ calculation of the index of potential of international influence for 191 (194) countries of the world over a 20-year period based on three points in time: 1995, 2005 and 2015. The calculation of the index is based on the methodology proposed ten years earlier in the framework ...
Added: December 19, 2018
, 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
Исследование качества высшего инженерного образования по данным анкетирования студентов с помощью метода нелинейных главных компонент (NLPCA)
, , Прикладная эконометрика 2011 № 1 С. 70-96
The paper explores a suitability of higher education quality measurement from student's point of view, and analyses results of interviewing of students from engineering specialties in Perm universities. Nonlinear Principal Components Analysis (NLPCA) in interpretation of Gifi system was used as the tool for data processing. It takes into account a dissimilar statistical nature of ...
Added: August 18, 2012
, , in: History of accounting, business administration doctrines and development of new methods of management in Italy and Russia, 2011. .: Milan: Rirea, 2011.. P. 129-146.
Authorities of the state regulation, creditors and investors are interested in getting reliable information about the banking sector activities. The procedure of bank financial soundness and accountability evaluation is carried out by supervision authorities as well as by international and national rating agencies. The analysis of the methodologies of bank accountability evaluation and forecasting in ...
Added: November 28, 2012
, , , , in: X Международная научная конференция по проблемам развития экономики и общества: В 3 кн.. Кн. 1.: М.: Издательский дом ГУ-ВШЭ, 2010..
Added: September 27, 2013
, , Вестник международных организаций: образование, наука, новая экономика 2022 Т. 17 № 3
The Global Financial Crisis of 2007–2009 followed by sweeping overhaul of international banking regulation urged financial regulators to apply a tailored supervisory regime to global systemically important banks (G-SIBs). This approach was caused by exacerbation of G-SIBs’ systemic risks and their transmission during macro-level instability. The size of G-SIBs, the extent of their market power, ...
Added: June 29, 2022
, Вопросы статистики 2020 Т. 27 № 4 С. 97-113
The last decade was characterized by the improvement of the financial systems’ monitoring mechanism at the national and international levels aimed at making effective decisions on financial stabilisation. The purpose of this study is to assess the sustainability of banking sectors of the leading economically developed and developing countries for the period 2009-2018, taking into ...
Added: September 13, 2020
, , Вестник Московского университета. Серия 6: Экономика 2021 № 1 С. 189-207
Modern trends characterized by increasing Russian household debt against the stagnation of real income of the population demonstrate the importance of analytical tools within the regulator. It helps identify the level of debt burden in household sector and to develop an analytical toolkit that makes it possible to reveal debt burden. The paper uses the ...
Added: July 16, 2021
, , Горизонты экономики 2016 № 6(33) С. 7-24
This article provides an overview of different approaches to defining financial stability, presented in a modern foreign economic literature and in the publications of Central banks, as well as examines the main directions of the analysis of this concept. The article also addresses the missing links in the characteristics of financial stability and the ways of ...
Added: February 14, 2017
Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation / . 2019. No. 3.
We study a small open economy New Keynesian model calibrated to the Russian economy with a banking system that trades secured and unsecured debt. Firms endogenously default on their unsecured debt obligations over the business cycle. We examine the effectiveness of four alternative countercyclical policies that respond to the growth in unsecured credit in the ...
Added: October 29, 2019
, , М.: Русайнс, 2019
В монографии исследованы теоретические, методологические и практические аспекты финансовой стабильности. Разработана методология многоуровневой системы диагностики и регулирования финансовой стабильности. Предложены новые индикаторы рыночной и институциональной финансовой стабильности, а также критерии качественной оценки финансовой стабильности. Разработаны критерии сбалансированности рыночной и институциональной финансовой стабильности. Предложен механизм формирования Карт рисков и выявления на их основе финансовых дисбалансов межуровневого характера. Предложен аналитический инструментарий ...
Added: December 16, 2019
, , , Вестник НГУЭУ 2016 № 4 С. 67-83
This paper proposes a new method for constructing dynamic composite indices that has two important properties, such as nonnegative weights and dynamic comparability. The method is applied to construct a composite index of population health, as an example. The current method of composite indices’ construction is compared to existing approaches, namely the principal component method ...
Added: December 10, 2016