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ИДЕНТИФИКАЦИЯ И РЕГУЛИРОВАНИЕ ЧРЕЗМЕРНОЙ ЗАДОЛЖЕННОСТИ РОССИЙСКОГО БАНКОВСКОГО СЕКТОРА
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 debt overhang of Russian banking and prevent from occurring of crisis events. The methods of statistical, comparative, graphical, cross-correlation and gap analysis are applied in this research. The empirical analysis was carried out using Russian bank data for a period of 2007-2019. To identify banking debt overhang, the index of relative debt was developed. The evaluation method of threshold value of this index is suggested and defined its values for diagnostics of banking cycle and regulation of its financial stability. The recommendations are given for implementation of new regulative instrument as regulatory limit of bank's debts. The empirical analysis's results of Russian banks debt overhang based on the suggested index, testify the necessity of it's using as additional tool for diagnostics and regulation of financial stability in macro and micro-economics.