Econometric analysis of Russian Federation’s banking system
( Pp. 162-169)
More about authors
Ilona V. Tregub
Dr. Sci. (Econ.), Professor
Financial University under the Government of the Russian Federation
Moscow, Russian Federation Musalaev Zakarya M.
Financial University under the Government of the Russian Federation Tregub Andrey V. kandidat fiziko-matematicheskih nauk, docent departamenta matematiki
Financial University under the Government of the Russian Federation
Financial University under the Government of the Russian Federation
Moscow, Russian Federation Musalaev Zakarya M.
Financial University under the Government of the Russian Federation Tregub Andrey V. kandidat fiziko-matematicheskih nauk, docent departamenta matematiki
Financial University under the Government of the Russian Federation
Abstract:
The article presents a study of the impact of macroeconomic indicators of the development of the national economy of Russia on the assets of a group of Russian banks belonging to the middle part of the Central Bank's rating list by assets. The study was carried out using the methods of correlation-regression analysis. Based on the development of an econometric model, it is shown that indicators such as the consumer price index, GDP, GDP growth rates do not have a significant impact on the stability of the banks of the studied group. At the same time, the US dollar/ruble exchange rate and key interest rate are determinants of the financial soundness of banks.
How to Cite:
Ilona V.T., Musalaev Z.M., Tregub A.V., (2021), ECONOMETRIC ANALYSIS OF RUSSIAN FEDERATION’S BANKING SYSTEM. Economic Problems and Legal Practice, 2 => 162-169.
Reference list:
Kozhekina L., Teterin V., Saraev A. Obzor bankovskogo sektora za 1-e polugodie 2019 goda rentabel nost ne garantirovana https://raexpert.ru/docbank/227/f54/8df/421a6249ef4b8d52ab7ae94.pdf
Bankovskaya sistema ustoychiva, no voprosy ostayutsya. Rossiyskiy bankovskiy sektor: prognoz do 2022 goda https://www.acra-ratings.ru/research/2213
Banki lishilis antikrizisnykh l got po problemnym kreditam biznesu. Obzor RBK: https://www.rbc.ru/finances/01/04/2021/606469f49a7947033bfa42c3
Karminskiy A., Kostrov A., 2017. Obratnaya storona bankovskogo dela v Rossii: prognozirovanie bankrotstva bankov s otritsatel nym kapitalom. Mezhdunarodnyy zhurnal vychislitel noy ekonomiki i ekonometriki, 7 (1-2), str.170-209.
Mamonov M., 2018. Skrytyy otritsatel nyy kapital bankov do i posle smeny vysshego rukovodstva v Banke Rossii. Rossiyskiy zhurnal deneg i finansov, 77 (1), str. 51-70.
Belousova V., Karminskiy A., Kozyr I., 2018. Sobstvennost banka i effektivnost pribyli rossiyskikh bankov.
Myznikova T., ZHdanova N., Bunova E. Iyun , 2017. Vliyanie kreditnykh reytingov na ustoychivost bankov. Russkiy aspekt. V Mezhdunarodnoy konferentsii po tendentsiyam razvitiya tekhnologiy i innovatsiy v ekonomicheskikh i sotsial nykh issledovaniyakh 2017 g. (str. 451-455). Atlantis Press.
ZHemkov M.I. Regional nye effekty targetirovaniya inflyatsii v Rossii: faktory neodnorodnosti i strukturnye tempy inflyatsii. Voprosy ekonomiki, (9), s. 70-89.
Tregub I.V. Matematicheskie modeli dinamiki ekonomicheskikh sistem
Tregub I.V. - M.: Finansovaya akademiya pri Pravitel stve Rossiyskoy Federatsii. 2009. 120 c.
Tregub I.V. Prognozirovanie ekonomicheskikh pokazateley na rynke dopolnitel nykh uslug sotovoy svyazi / Tregub I.V. - M.: Finansovaya akad. pri Pravitel stve Rossiyskoy Federatsii. 2009. 195 c.
Tregub I.V. Imitatsionnoe modelirovanie / Tregub I.V. - M.: Finansovaya akademiya pri Pravitel stve Rossiyskoy Federatsii. - 2007.
Tregub I.V. Tregub A.V., Metodika prognozirovaniya pokazateley stokhasticheskikh ekonomicheskikh sistem // Vestnik Moskovskogo gosudarstvennogo universiteta lesa - Lesnoy vestnik. 2008. № 2. S. 144-151.
Tregub I.V. Tregub A.V. Matematicheskie i komp yuternye modeli tsenoobrazovaniya na konkurentnom rynke // Vestnik Moskovskogo gosudarstvennogo universiteta lesa - Lesnoy vestnik. 2008. № 4. S. 152-159.
Tregub Iv. Metody vizualizatsii model nykh issledovaniy. Saarbrucken, 2013.
Bankovskaya sistema ustoychiva, no voprosy ostayutsya. Rossiyskiy bankovskiy sektor: prognoz do 2022 goda https://www.acra-ratings.ru/research/2213
Banki lishilis antikrizisnykh l got po problemnym kreditam biznesu. Obzor RBK: https://www.rbc.ru/finances/01/04/2021/606469f49a7947033bfa42c3
Karminskiy A., Kostrov A., 2017. Obratnaya storona bankovskogo dela v Rossii: prognozirovanie bankrotstva bankov s otritsatel nym kapitalom. Mezhdunarodnyy zhurnal vychislitel noy ekonomiki i ekonometriki, 7 (1-2), str.170-209.
Mamonov M., 2018. Skrytyy otritsatel nyy kapital bankov do i posle smeny vysshego rukovodstva v Banke Rossii. Rossiyskiy zhurnal deneg i finansov, 77 (1), str. 51-70.
Belousova V., Karminskiy A., Kozyr I., 2018. Sobstvennost banka i effektivnost pribyli rossiyskikh bankov.
Myznikova T., ZHdanova N., Bunova E. Iyun , 2017. Vliyanie kreditnykh reytingov na ustoychivost bankov. Russkiy aspekt. V Mezhdunarodnoy konferentsii po tendentsiyam razvitiya tekhnologiy i innovatsiy v ekonomicheskikh i sotsial nykh issledovaniyakh 2017 g. (str. 451-455). Atlantis Press.
ZHemkov M.I. Regional nye effekty targetirovaniya inflyatsii v Rossii: faktory neodnorodnosti i strukturnye tempy inflyatsii. Voprosy ekonomiki, (9), s. 70-89.
Tregub I.V. Matematicheskie modeli dinamiki ekonomicheskikh sistem
Tregub I.V. - M.: Finansovaya akademiya pri Pravitel stve Rossiyskoy Federatsii. 2009. 120 c.
Tregub I.V. Prognozirovanie ekonomicheskikh pokazateley na rynke dopolnitel nykh uslug sotovoy svyazi / Tregub I.V. - M.: Finansovaya akad. pri Pravitel stve Rossiyskoy Federatsii. 2009. 195 c.
Tregub I.V. Imitatsionnoe modelirovanie / Tregub I.V. - M.: Finansovaya akademiya pri Pravitel stve Rossiyskoy Federatsii. - 2007.
Tregub I.V. Tregub A.V., Metodika prognozirovaniya pokazateley stokhasticheskikh ekonomicheskikh sistem // Vestnik Moskovskogo gosudarstvennogo universiteta lesa - Lesnoy vestnik. 2008. № 2. S. 144-151.
Tregub I.V. Tregub A.V. Matematicheskie i komp yuternye modeli tsenoobrazovaniya na konkurentnom rynke // Vestnik Moskovskogo gosudarstvennogo universiteta lesa - Lesnoy vestnik. 2008. № 4. S. 152-159.
Tregub Iv. Metody vizualizatsii model nykh issledovaniy. Saarbrucken, 2013.
Keywords:
econometric model, stability of the Russian banking system, forecasting.
