Banks behavior patterns as a response to the population financial activity in the macroeconomic shocks in Russia

IF 0.3 Q4 ECONOMICS

Zhurnal Novaya Ekonomicheskaya Assotsiatsiya-Journal of the New Economic Association Pub Date : 2021-01-01 DOI:10.31737/2221-2264-2021-50-2-4

Y. Evlakhova, E. Alifanova, A. Tregubova

引用次数: 0

Abstract

This paper finds out the behavior patterns of the Russian banking sector and systemically important banks in response to changes in the population financial activity under the economic shocks. The results show that the Russian banking sector has a behavior pattern that includes the sequence of actions: the outflow of deposits — vulnerability to non-repayment of loans — deposit bubble — credit bubble. We find no consistent evidence that systemically important banks show the same sequence of actions during the crises. We also find that the banking sector behavior and systemically important banks’ behavior varied in 2008–2009, but became the same in the crisis of 2014–2015. The coincidence of behavior patterns of the banking sector and systemically important banks increases the systemic risk. Research on intragroup differences between systemically important banks will allow finding solutions to reduce the risk.

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银行行为模式作为对俄罗斯人口金融活动在宏观经济冲击下的反应

本文研究了俄罗斯银行业和系统重要性银行在经济冲击下应对人口金融活动变化的行为模式。结果表明，俄罗斯银行业具有一个行为模式，包括一系列的行动:存款外流-贷款无法偿还的脆弱性-存款泡沫-信贷泡沫。我们没有发现一致的证据表明，具有系统重要性的银行在危机期间表现出相同的行动顺序。我们还发现，银行业行为和系统重要性银行的行为在2008-2009年期间有所不同，但在2014-2015年危机期间趋于一致。银行部门和系统重要性银行行为模式的重合增加了系统性风险。研究具有系统重要性的银行之间的内部差异，将有助于找到降低风险的解决方案。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Zhurnal Novaya Ekonomicheskaya Assotsiatsiya-Journal of the New Economic Association ECONOMICS-

CiteScore

1.00

自引率

20.00%

发文量

期刊介绍： Key Journal''s objectives: bring together economists of different schools of thought across the Russian Federation; strengthen ties between Academy institutes, educational establishments and economic research centers; improve the quality of Russian economic research and education; integrate economic science and education; speed up the integration of Russian economic science in the global mainstream of economic research. The Journal publishes both theoretical and empirical articles, devoted to all aspects of economic science, which are of interest for wide range of specialists. It welcomes high-quality interdisciplinary projects and economic studies employing methodologies from other sciences such as physics, psychology, political science, etc. Special attention is paid to analyses of processes occurring in the Russian economy. Decisions about publishing of articles are based on a double-blind review process. Exceptions are short notes in the section "Hot Topic", which is usually formed by special invitations and after considerations of the Editorial Board. The only criterion to publish is the quality of the work (original approach, significance and substance of findings, clear presentation style). No decision to publish or reject an article will be influenced by the author belonging to whatever public movement or putting forward ideas advocated by whatever political movement. The Journal comes out four times a year, each issue consisting of 12 to 15 press sheets. Now it is published only in Russian. The English translations of the Journal issues are posted on the Journal website as open access resources.

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