IMITATION MODELING FOR ASSESSING THE LEVEL OF BALANCED DEBT OF THE BANKING SYSTEM CLIENTS IN RUSSIA
https://doi.org/10.21686/2413-2829-2016-1-27-34
Abstract
The article discusses methodological issues of designing the imitation model for identifying the level of balanced debt of Russian banks' borrowers. The imitation model advanced by the author gives an opportunity to take into account the impact of uncertain factors of the environment on economy and banking business and to find disproportions in the banking system to take steps for their elimination. Calculations made by the author with the help of the said model show growing processes of deleverage in the private sector. At the same time the balanced level of client debt to banks can reduce by 6-10 trillion rubles without interest rate and foreign currency re-estimation in conditions of oil prices going lower than 40USD per barrel.
About the Author
Denis V. Domashchenko
Plekhanov Russian University of Economics
Russian Federation
Russian Federation
PhD, Assistant Professor, Assistant Professor of the Department for Banking of the PRUE
36 Stremyanny Lane, Moscow, 117997, Russian Federation
References
1. Andreev M. Yu., Pil'nik N. P., Pospelov I. G. Ekonometricheskoe modelirovanie i model'noe opisanie deyatel'nosti sovremennoy rossiyskoy bankovskoy sistemy [Econometric Modeling and Model Description of the Current Russian Banking System]. Moscow, VTs RAN, 2008. (In Russ.).
2. Kel'ton V., Lou A. Imitatsionnoe modelirovanie. Klassika CS [Imitation Modeling. CS Classics], 3rd edition. Saint Petersburg, Piter; Kiev, BHV, 2004. (In Russ.).
3. Poletaeva V. M. Kvaziekvivalentnyy podkhod k upravleniyu bankovskoy problemnoy ssudnoy zadolzhennost'yu [Quasiequivalent Approach to Banking Distressed Loans Management]. Vestnik Rossiyskogo ekonomicheskogo universiteta imeni G. V. Plekhanova [Vestnik of the Plekhanov Russian University of Economics], 2012, No. 5 (48), pp. 74–80. (In Russ.).
4. Sadkov V. G., Grekov I. E. O vozdeystvii urovnya monetizatsii ekonomiki i struktury denezhnoy massy na effektivnost' sotsial'no-ekonomicheskogo razvitiya [Concerning the Impact of Economy Monetization and Cash Mass Structure on the Efficiency of Social and Economic Development]. Finansy i kredit, 2004, No. 5 (143), pp. 43–46. (In Russ.).
5. Sveshnikov A. A. Prikladnye metody teorii sluchaynykh funktsiy [Applied Methods of the Theory of Casual Functions], 2nd edition. Moscow, Nauka, 1968. (In Russ.).
6. Sivokhin V. E. K voprosu ob opredelenii ponyatiy ustoychivosti, nadezhnosti i riskov bankovskoy deyatel'nosti [Concerning the Issue of Defining the Ideas of Banking Stability, Reliability and Risks]. Vestnik Rossiyskogo ekonomicheskogo universiteta imeni G. V. Plekhanova [Vestnik of the Plekhanov Russian University of Economics], 2012, No. 12 (54), pp. 38–43. (In Russ.).
Review
For citations:
Domashchenko D.V. IMITATION MODELING FOR ASSESSING THE LEVEL OF BALANCED DEBT OF THE BANKING SYSTEM CLIENTS IN RUSSIA. Vestnik of the Plekhanov Russian University of Economics. 2016;(1):27-34. (In Russ.) https://doi.org/10.21686/2413-2829-2016-1-27-34
Views:
279
Email this article 