Dynamics of bank deposits in 2014–2015 under conditions of fluctuations in the Russian ruble exchange rate: Аnalysis and interpretation

Koniagina, Mariia

doi:10.21638/11701/spbu05.2017.404

Cited by 3 publications

(1 citation statement)

References 4 publications

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“…In addition to households, the counterparties of the banking sector are non-financial organizations [26][27][28][29]. Deposits to assets and loans to assets ratios are used as two broad indicators of bank balance sheet characteristics [30][31][32]. We also use the ratio of household loans to household income due to the fact that its growth negatively affects the macroeconomic situation in which the banking sector operates [33].…”

Section: Methodsmentioning

confidence: 99%

Banking Sector Profitability: Does Household Income Matter?

2022

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Household incomes, their level and dynamics are one of the factors that ensure the achievement of the Sustainable Development Goals. At the same time, stable development of the banking sector, which is impossible without steady earnings, determines economic growth, which also positively affects reaching the Sustainable Development Goals. The paper examines the impact of household income on the return on assets of the banking sector in Russia using annual time series from 2003 to 2019. The study was conducted using formalized economic and mathematical methods of analysis by linear regression with least squares tests on the significance of the model, with tests for redundancy of insignificant variables (Wald test), Ramsey test on the functionality of the model, White and Breusch Pagan test for heteroscedasticity (heterogeneity of observations) and multicollinearity by method of inflation factors, graphic method. The Multiple Linear Regression (MLR) model was used. The results show that (1) an increase in the growth rate of household income and deposits in the non-financial sector has a positive effect on the return on assets of the banking sector; (2) an increase in the growth rate of the price of Brent crude oil and non-performing loans negatively affect the dependent variable; and (3) the regions that have the greatest (positive and negative) impact on profitability of whole bank sector in Russia were identified. Increasing household incomes and eliminating inequality in the incomes of the population of different regions will have a positive impact not only on social well-being but will also provide the banking sector with the opportunity for profitable operation and create conditions for sustainable growth. Our conclusions are useful for the regulator and individual banks and can be taken into account when developing and implementing policies aimed at sustainable development.

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Section: Methodsmentioning

confidence: 99%

Banking Sector Profitability: Does Household Income Matter?

2022

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Household Income and Financial Stability of the Banking Sector: Data from Russia

Miroshnichenko,

Vyshkovskaia,

Gamukin

2024

Systemic Financial Risk

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The threat of outflow of individual deposits in systemically important banks of the Russian Federation: A retrospective analysis and regulatory outlook

Evlakhova

2021

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Subject. The article focuses on the dynamics of individual deposits in the Russian systemically important banks as a factor of the stability of available resources. Objectives. I assess the threat of individual deposits outflowing from the Russian too-big-to-fail banks within 2015–2019. I correspondingly outline recommendations for mitigating the threat in the future. Methods. The study is based on methods of logic, comparative and statistical analysis. I devised and applied our own algorithm for classifying too-big-to-fail banks by threat of individual deposit outflow and its level. Results. Systemically important banks were found to have not been exposed to the high threat of bank run within 2015–2019. Three fundamental credit institutions were constantly exposed to the threat of individual deposit outflow. One of eleven systemic banks continuously demonstrated the low threat of individual deposit outflow. The rest of the banks were migrating among the low-threat and high-threat classes. Conclusions and Relevance. The Russian systemically important banks can refer to our findings to articulate their deposit policy, set and use digital accounts of retail customers. The Bank of Russian can rely on the analysis of the threat of individual deposit outflow and other data on financial and business operations of the banks and its sustainability as part of bank oversight procedures.

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Dynamics of bank deposits in 2014–2015 under conditions of fluctuations in the Russian ruble exchange rate: Аnalysis and interpretation

Cited by 3 publications

References 4 publications

Banking Sector Profitability: Does Household Income Matter?

Banking Sector Profitability: Does Household Income Matter?

Household Income and Financial Stability of the Banking Sector: Data from Russia

The threat of outflow of individual deposits in systemically important banks of the Russian Federation: A retrospective analysis and regulatory outlook

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