{"title":"按期限划分主要资产和负债类别的俄罗斯银行系统模型","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":"19 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"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\":\"19 1\",\"pages\":\"\"},\"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}","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}
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.
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.
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