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Системно значимые банки: выявление критериев и оценка рисков для банковской системы
Финансы и кредит. 2014. № 33. С. 17-24.
Suchkova E. O., Здорова Н. В.
The article analyzes an approach to identifying systemically important credit institutions in the Russian banking sector. The authors analyze the impact of bank performance indicators on the level of contribution to the systemic risk using econometric techniques. The analysis results identify relevant criteria of systemic importance of banks as a major source of systemic risks.
Ayvazyan S. A., Andrievskaya I. K., Connolly R. et al., Деньги и кредит 2011 № 8 С. 13-18
World financial crisis has vividly demonstrated systemically important financial institutions to be subject of great attention in both mature and emerging market economies. The paper aims at summarizing the approaches to systemically important financial institutions identification and regulation. Qualitative and quantitative methods are discussed, as well as the demand for systemically important financial institutions identification ...
Added: December 12, 2012
Andrievskaya I. K., Semenova M., / Высшая школа экономики. Series FE "Financial Economics". 2014. No. 35.
There seems to be a consensus among regulators and scholars that in order to improve the functioning of a banking system and to stimulate bank competition, it is necessary to raise the level of bank information transparency. However, empirical studies which examine the determinants of competition in the financial sector, the effect of competition on ...
Added: October 13, 2014
Sidorenko T., Международная экономика 2018 № 6 С. 51-60
In the period of the most prolonged economic recovery in Spain's modern history, which lasted from the mid-1990s until the beginning of the global financial and economic crisis of 2008-2009, the national banking system, consisting of banks, savings banks and credit cooperatives, played a leading role in stimulating economic growth, the locomotive of which was ...
Added: August 27, 2018
Tovar-García E. D., Cuadernos de Economía: Spanish Journal of Economics and Finance 2012 Vol. 35 No. 99 P. 172-181
This paper studies the asset side market discipline effect in Mexico, whether borrowers pay higher interest rates (price‑based mechanism) to high‑quality banks, and consequently, whether borrowers discipline their banks. Borrowers continuously require credit and they choose large banks because their lending activity is trustworthy (a refinancing‑solvency motive). In addition, borrowers prefer banks with lower loan ...
Added: May 30, 2013
Яркин К. В., Novozhilova T. N., Региональная экономика: теория и практика 2010 № 22(157) С. 19-26
Успешность развития российских регионов во многом определяется состоянием их банкосвской системы, обеспечивающей значительную часть финансовых потоков. На материалах Нижегородской области рассматриваются состояние и проблемы региональной банковской системы с акцентом на региональные банки. ...
Added: December 26, 2012
Абрамова О. А., Гришина Н., Казанская наука 2010 № 1 С. 38-42
This work contains the analysis of quotes dynamics for the biggest five Russian banks. The investigation is based on the trend of daily quotes. Pieces of news concerning these banks were researched in order to determine the reasons for the changes of trends. Main news groups were compared with the quote dynamics to investigate the ...
Added: November 7, 2012
Андрюшин С. А., Karminsky A. M., Андрюшин С. А., Вестник Института экономики Российской академии наук 2021 № 2 С. 182-198
The article provides a review of the speeches of the participants of the thematic conference
"Banks and Financial Markets" of the Fourth Russian Economic Congress (REC-2020), and
links to previously published works of the speakers on the topic of the speeches, are given.
The congress was timed to coincide with the 90th anniversary of the Institute of Economics
of ...
Added: April 14, 2021
Ерохина И. П., Альманах современной науки и образования 2009 № 12(31) Ч.2 С. 187-189
В данной статье рассматривается модель коррумпированной банковской системы, поскольку банкиры сознательно предоставляют более рискованные процентные ставки нелегальным проектам по сравнению с рыночными индикаторами. Сталкиваясь с преждевременным аннулированием, банкиры возвращаются на межбанковский рынок, который может быть абсолютно доступен; доступен, но для входа на него необходимо подвергнуться проверке более крупного банка, или он может быть вообще недоступен. ...
Added: April 13, 2013
Suchkova E. O., Мастеровенко К. В., 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
Институт Гайдара, 2014
The review provides a detailed analysis of main trends in Russia's economy in 2013. The paper contains 6 big sections that highlight single aspects of Russia's economic development: the socio-political context; the monetary and credit spheres; financial sphere; the real sector; social sphere; institutional challenges. The paper employs a huge mass of statistical data that ...
Added: April 28, 2014
Цыганкова Е. В., Юридические науки 2011 № 5(51) С. 22-28
Современную мировую экономику невозможно себе представить без финансового сектора, тем более, невозможно представить прогрессивные компании без посредничества финансовых структур. Наличие специализированных сегментов в структуре финансового рынка обусловило появление множества финансовых посредников, имеющих разный статус и специализирующихся на различных видах финансовых услуг. Статья посвящена рассмотрению и изучению различных видов финансовых посредников в странах ЕС, США и ...
Added: December 16, 2012
Господарчук Г. Г., Suchkova E. O., Финансы: теория и практика 2018 Т. 22 № 4 С. 18-37
In this article, the authors investigate the current theoretical and methodological approaches to the identification of systemically important banks, taking into account the specifics of national economies. The purpose of our study is an elaboration of criteria for the identification of systemically important banks at the national level. It creates a platform for the use ...
Added: October 3, 2018
Radionov S., Pilnik N., Pospelov I. G., Advances in Systems Science and Applications 2019 Vol. 19 No. 2 P. 44-62
A new approach to the transformation of solutions of optimal control problems based on the special form of relaxation of complementary slackness conditions is presented. The proposed approach is tested on the Russian banking system model, which is derived as a solution of a linear nonautonomous optimization problem with mixed constraints. It is shown that ...
Added: July 11, 2019
Andrievskaya I. K., Penikas H. I., Pilnik N., Банковское дело 2010 № 11 С. 66-71
The aim of the article is to model dynamics of risks and assess the cyclical effect of Basel II in the Russian banking system. ...
Added: October 4, 2012
Pilnik N., Radionov S., Yazykov A., Экономический журнал Высшей школы экономики 2018 Т. 22 № 3 С. 418-447
The paper describes the new version of the model of the Russian banking system, which successfully reproduces a wide set of parameters characterizing its performance: loans and deposits of firms and households, liquidity nominated both in rubles and in foreign currency, mandatory reserves. We describe the technique of derivation of model relations, which includes the ...
Added: November 1, 2018
Sofronova V. V., Финансы и кредит 2018 Т. 24 № 5 С. 1031-1045
Importance The article deals with economy provision of the Nizhny Novgorod oblast with bank loans. It studies the impact of the banking system in the region on increasing the role of credit in the economy. Objectives The goal of the paper is to assess the banking system of the Nizhny Novgorod oblast and offer ways ...
Added: November 7, 2019
Vernikov A. V., Studies on Russian Economic Development 2015 Vol. 26 No. 2 P. 178-187
We look for typological similarity or dissimilarity between the banking systems of China and Russia. In both countries we have identified a multitier and hierarchically organized system of commercial banks headed by several institutions under direct control of the government. These core state-controlled banks combine commercial banking with development banking. The difference between the Chinese ...
Added: March 18, 2015
Glushkova E., Банковское дело 2009 № 8 С. 34-37
Сегодня в России кредитные организации, находящиеся под контролем государства, занимают лидирующие позиции в ключевых сегментах национального рынка банковских услуг. Неофициальная политика, скажем так, по огосударствлению банковской системы привела к тому, что в настоящее время, по некоторым оценкам, государству (напрямую либо косвенно) принадлежит более половины банковских активов. ...
Added: March 4, 2013
Борщёва А. Н., Вопросы экономики и права 2010 № 12(30) С. 94-97
Обозначены новые подходы к вопросам управления кредитными рисками коммерческих банков. Предлагается выделить внутри банковской системы "зоны ответственности" по управлению кредитными рисками и конкретизировать определения кредитного риска и подверженности кредитному риску исходя из понимания различий данных понятий для каждой из выделенных зон. ...
Added: November 5, 2012
Прокудина Е. Б., Банковские услуги 2010 № 10 С. 13-20
Argentina, the second largest country in Latin America, hardly recovered form the recession of the year 2001, faces the crisis again in 2008. First of all, the crisis affected the credit and banking sphere of the country, reducing the volumes of credit and deposit. But during the crisis, Argentina managed to carry out the restructuring ...
Added: October 4, 2012
Khasyanova S. Y., Дайджест-финансы 2012 № 7 С. 50-55
В условиях нарастания рисков в мировой финансовой системе особую актуальность приобретают вопросы капитализации банков. Целью работы является анализ качества и достаточности капитала российских банков для покрытия рисков. Особое внимание уделено стресс-тестированию банков на устойчивость к внешним шокам. Сделан вывод о том, что «запас прочности» банков РФ адекватен реальному состоянию экономики. Однако выявлено, что различные категории ...
Added: November 21, 2012
Господарчук Г. Г., Suchkova E. O., Финансы и бизнес 2019 Т. 15 № 1 С. 59-75
The article considers transformation of bank business model being results of macroeconomic and regulative system changes for identifying bank sector possible risks. Analysis was carried out on base of commercial banks official public reporting for 2014-2018 reporting period. The research found out availability of Russian bank business model transformation containing increasing of interbank lending operation ...
Added: September 23, 2019
Semenova M., Деньги и кредит 2010 № 10 С. 69-75
We aim to discover the relationship between market discipline and banking system transparency using the cross-country data (1990-2003) with Nier index and index based on World Bank surveys' data. We show that measures aimed to increase transparency, not being accompanied with requirements related to information availability and/or interpretability, may be not efficient in reaching the ...
Added: October 7, 2012
Кузнецов А. В., Белов В.Б., Бусыгина И.М. et al., Мировая экономика и международные отношения 2014 № 2 С. 38-52
The economic crisis of 2008-2009 highlighted new problems in the development of the German social market economy model and brought to the forefront the factors of its resilience that have ensured Germany's leadership positions in the EU. Changes in economic policy have affected in the first place the energy and the financial sectors. Shifts in ...
Added: March 18, 2015