宏观经济冲击对俄罗斯联邦和欧盟国家商业银行存款资源影响的评估

IF 0.5 Q3 AREA STUDIES
E. Grinko, D. A. Ilyunina
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引用次数: 0

摘要

经济过程管理是在冲击和动荡因素急剧增加的背景下进行的,商业环境极不稳定,风险作为被管理系统不可避免的因素,由于系统性因素的影响增加而变得更加不可预测。考虑到经济冲击对社会经济福利的影响,以及反应、后果的深度和各国对冲击冲动的敏感性,评估对包括银行在内的所有经济实体可能造成的后果的问题变得紧迫。该研究利用经济和数学工具,包括计算回归系数和相对速度,确定了宏观经济冲击及其主要类型对俄罗斯联邦和欧盟国家经济的影响。揭示了经济活动对矿床影响的特殊性。关于冲击脉冲指标对存款人储蓄行为、俄罗斯联邦和欧盟国家银行存款流入水平和稳定性的影响,得出了结论。对俄罗斯经济而言,所有被评估因素对银行存款资源的瞬时影响是冲击影响的一个重要特征。对欧洲国家来说,通过个别发展指标传递动力存在时间滞后。提出的方法可以分析和预测现代危机的影响,包括预测面对“新常态”的银行存款活动。利用这些数据,考虑到一个国家发展的特殊性,未来的研究可以预测可能影响银行存款资源的冲击组合。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Assessment of the Influence of Macroeconomic Shocks on Deposit Resources of Commercial Banks in the Russian Federation and the EU Countries
Economic process management takes place in the context of sharply increased shock and turbulence components, when business environment is extremely unstable, and risk, an inevitable element of a managed system, becomes even more unpredictable as a result of the increased influence of systemic factors. Considering the impact of economic shocks on socio-economic welfare, as well as the reaction, the depth of the consequences, and the susceptibility of countries to shock impulses, the issue of assessing the possible consequences for all economic entities, including banks, became acute. Using economic and mathematical tools, including the calculation of regression coefficients and relative velocities, the study determined the influence of macroeconomic shocks and their main types for the economies of the Russian Federation and EU countries. The specificity of the impact of economic shows on the deposits was shown. Conclusions were drawn regarding the impact of shock impulse indicators on the savings behaviour of depositors, the level of inflow and stability of bank deposits in the Russian Federation and EU countries. It was established that for the Russian economy, the instantaneous impact of all assessed factors on the banks deposit resources is an important feature of the impact of shocks. For European countries, there is a time lag with the transmission of impulses through individual development indicators. The proposed method allows analysing and forecasting the modern crises impact, including the projection of the banks’ deposit activity in the face of the “new normal”. Using this data, future studies may predict a combination of shocks that can affect bank deposit resources, considering the peculiarities of a country development.
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来源期刊
CiteScore
1.80
自引率
20.00%
发文量
23
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