按期限划分主要资产和负债类别的俄罗斯银行系统模型

Q3 Mathematics

Mathematical Models and Computer Simulations Pub Date : 2024-09-05 DOI:10.1134/s2070048224700224

N. P. Pilnik, S. A. Radionov

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引用次数: 0

摘要

摘要新版俄罗斯银行系统模型描述了银行活动各种指标的动态变化。与前一版模型相比，增加了按期限分列的企业和家庭卢布贷款和存款额。结果表明，该模型可以准确地再现俄罗斯银行系统的各种绩效指标，在大多数变量上都优于计量经济学的类似模型。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

A Model of the Russian Banking System with a Breakdown of the Main Asset and Liability Categories by Maturity

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A Model of the Russian Banking System with a Breakdown of the Main Asset and Liability Categories by Maturity

Abstract

A new version of the model of the Russian banking system, which describes the dynamics of a wide range of indicators of banking activity, is presented. Compared to the previous version of the model, a breakdown of the volumes of ruble loans and deposits of businesses and households by maturity has been added. It is shown that the model makes it possible to accurately reproduce a wide range of performance indicators of the Russian banking system, outperforming the econometric analogs for most variables.

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来源期刊

Mathematical Models and Computer Simulations Mathematics-Computational Mathematics

CiteScore

1.20

自引率

0.00%

发文量

期刊介绍： Mathematical Models and Computer Simulations is a journal that publishes high-quality and original articles at the forefront of development of mathematical models, numerical methods, computer-assisted studies in science and engineering with the potential for impact across the sciences, and construction of massively parallel codes for supercomputers. The problem-oriented papers are devoted to various problems including industrial mathematics, numerical simulation in multiscale and multiphysics, materials science, chemistry, economics, social, and life sciences.