{"title":"A Model of the Russian Banking System with a Breakdown of the Main Asset and Liability Categories by Maturity","authors":"N. P. Pilnik, S. A. Radionov","doi":"10.1134/s2070048224700224","DOIUrl":null,"url":null,"abstract":"<h3 data-test=\"abstract-sub-heading\">Abstract</h3><p>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.</p>","PeriodicalId":38050,"journal":{"name":"Mathematical Models and Computer Simulations","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2024-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematical Models and Computer Simulations","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1134/s2070048224700224","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 0
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.
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.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
