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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Anastasiya Pershina
The methodology of identifying systemically important banks in Russia
Master’s programme
2014
The consequences of the world financial crisis of 2008 put forward the problem of regulation of systemic risks in the banking sector. In this regard nowadays it is becoming extremely important to develop an effective methodology of identifying systemically important banks due to the fact that in conditions of the world globalization they can more than others influence the financial stability in frames of national economies as well as the global markets.The timeliness of the topic is supported by the fact that as of current moment there is no common officially admitted methodology for identifying of systemically important financial institutions.The purpose of this paper is to analyze and systemize international and domestic experience for dealing with systemically important credit institutions; to identify the problems, connected with their identification in frames of national economies and to develop a complex model applicable to the Russian conditions.To meet these goals a large methodological base was investigated: researches of Zhou, Furfine, Beck, von Peter, Segoviano, Goodhart and some others; studies of International Monetary Fund, Financial Stability Board, Bank of International Settlements, Basel Committee of Banking Supervision, projects of methodologies of Australia, Canada, China and Russia.The first chapter of the thesis research is concentrated on analysis of international and domestic experience in identifying of SIFIs. The second chapter comprises development of the complex model originated from indicator-based approach that was proposed by Basel Committee of Banking Supervision. The third chapter consists of approbation of the model on 30 biggest banks in Russia and analysis of recommendation for regulation of D-SIBs.

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